دنبال کردن
Peter Knaus
Peter Knaus
Visiting Researcher at Department of Statistics, Harvard University
ایمیل تأیید شده در fas.harvard.edu - صفحهٔ اصلی
عنوان
نقل شده توسط
نقل شده توسط
سال
Triple the Gamma—A Unifying Shrinkage Prior for Variance and Variable Selection in Sparse State Space and TVP Models‏
A Cadonna, S Frühwirth-Schnatter, P Knaus‏
Econometrics 8 (2), 20, 2020‏
732020
Shrinkage in the Time-Varying Parameter Model Framework Using the R Package shrinkTVP‏
P Knaus, A Bitto-Nemling, A Cadonna, S Frühwirth-Schnatter‏
Journal of Statistical Software 100, 1-32, 2021‏
372021
shrinkTVP: Efficient Bayesian Inference for Time-Varying Parameter Models with Shrinkage‏
P Knaus, A Bitto-Nemling, A Cadonna, S Frühwirth-Schnatter‏
R package version 2 (1), 2020‏
82020
The Dynamic Triple Gamma Prior as a Shrinkage Process Prior for Time-Varying Parameter Models‏
P Knaus, S Frühwirth-Schnatter‏
arXiv preprint arXiv:2312.10487, 2023‏
32023
Sparse Bayesian State-Space and Time-Varying Parameter Models‏
FS Sylvia, P Knaus‏
Handbook of Bayesian Variable Selection, 297-326, 2021‏
2*2021
Normalizing Flows for Gaussian Process Regression under Hierarchical Shrinkage Priors‏
P Knaus‏
arXiv:2501.13173, 2025‏
2025
A Bayesian Survival Model for Time-Varying Coefficients and unobserved Heterogeneity‏
P Knaus, D Winkler, G Jomrich‏
arXiv preprint arXiv:2206.11320v1, 24, 2022‏
2022
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مقاله‌ها 1–7