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Michael Stanley Smith

Efficient Variational Inference for Large Skew-t Copulas with Application to Intraday Equity Returns

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Aug 10, 2023
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Natural Gradient Hybrid Variational Inference with Application to Deep Mixed Models

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Feb 27, 2023
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Deep Distributional Time Series Models and the Probabilistic Forecasting of Intraday Electricity Prices

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Oct 05, 2020
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Marginally-calibrated deep distributional regression

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Aug 26, 2019
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Variational Bayes Estimation of Discrete-Margined Copula Models with Application to Time Series

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Jul 20, 2018
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