Bayesian analysis for varying coefficient autoregressive models
文献类型：期刊论文
| 作者 | Wu, Ying1; Xiong, Shifeng2,3; Tang, Zhipeng4,5; Xiong, Hui6 |
| 刊名 | JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION
 |
| 出版日期 | 2025-08-08 |
| 卷号 | N/A |
| 关键词 | Gaussian process massive data reconstruction parameterization uncertainty quantification |
| ISSN号 | 0094-9655 |
| DOI | 10.1080/00949655.2025.2532001 |
| 产权排序 | 5 |
| 文献子类 | Article ; Early Access |
| 英文摘要 | The varying coefficient autoregressive model is widely applied in various areas. In the paper we propose three Bayesian approaches to make inference for this model. The first one uses traditional Gaussian process priors for the varying coefficients in the model, and the other two adopt the reconstruction parameterization technique to reduce the computation. The corresponding MCMC algorithms are provided to compute the posterior distributions. Numerical comparisons indicate that, the third approach can yield satisfactory inferential results with the lowest computational cost, and thus is very suitable for massive data. We also apply it to analyse a dataset of Beijing taxi ridership. |
| URL标识 | 查看原文 |
| WOS关键词 | REGRESSION-MODELS ; ALGORITHM |
| WOS研究方向 | Computer Science ; Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:001545871500001 |
| 出版者 | TAYLOR & FRANCIS LTD |
| 源URL | [http://ir.igsnrr.ac.cn/handle/311030/215536]  |
| 专题 | 区域可持续发展分析与模拟院重点实验室_外文论文 |
| 通讯作者 | Xiong, Shifeng |
| 作者单位 | 1.Chinese Univ Hong Kong, Sch Data Sci, Shenzhen, Guangdong, Peoples R China; 2.Chinese Acad Sci, Acad Math & Syst Sci, SKLMS, Beijing 100190, Peoples R China; 3.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100190, Peoples R China; 4.Beijing Wuzi Univ, Sch Econ, Beijing, Peoples R China; 5.Chinese Acad Sci, Inst Geog Sci & Nat Resources Res, Beijing, Peoples R China; 6.Hainan Univ, Sch Mech & Elect Engn, Haikou, Peoples R China |
| 推荐引用方式 GB/T 7714 | Wu, Ying,Xiong, Shifeng,Tang, Zhipeng,et al. Bayesian analysis for varying coefficient autoregressive models[J]. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION,2025,N/A. |
| APA | Wu, Ying,Xiong, Shifeng,Tang, Zhipeng,&Xiong, Hui.(2025).Bayesian analysis for varying coefficient autoregressive models.JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION,N/A. |
| MLA | Wu, Ying,et al."Bayesian analysis for varying coefficient autoregressive models".JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION N/A(2025). |
入库方式： OAI收割
来源：地理科学与资源研究所
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