Parsimony inducing priors for large scale state–space models

Mathematics

• Parsimony 78%
• State-space Model 69%
• Time-varying 41%
• Dynamic Factor Model 24%
• Random Coefficient Models 20%
• Parallel Computing 18%
• Autoregressive Model 15%
• Bayesian inference 15%
• Bayesian Analysis 15%
• Standard deviation 14%
• Model 14%
• Statistical Model 14%
• Scenarios 13%
• Covariance matrix 13%
• Specification 12%
• Economics 12%
• State Space 12%
• High-dimensional 11%
• Engineering 11%
• Simulation 9%
• Demonstrate 8%
• Performance 8%

Business & Economics

• State-space Model 100%
• Parsimony 77%
• Parallel Computing 23%
• Leading Index 22%
• Bayesian Analysis 22%
• Bayesian Inference 21%
• Statistical Model 19%
• Engineering Economics 19%
• Dynamic Factor Model 18%
• Random Coefficients 18%
• Autoregressive Model 16%
• Covariance Matrix 16%
• State Space 15%
• Standard Deviation 13%
• Simulation 9%
• Scenarios 9%
• Performance 5%

Engineering & Materials Science

• Covariance matrix 6%
• Parallel processing systems 6%
• Statistical Models 5%
• Specifications 4%
• Economics 4%