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Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2013
standard CPU computing and for Graphical Process Unit (GPU) parallel computing. For the GPU implementation we use the Matlab …This paper presents the Matlab package DeCo (Density Combination) which is based on the paper by Billio et al. (2013 … parallel computing toolbox and show how to use General Purposes GPU computing almost effortless. This GPU implementation comes …
Persistent link: https://www.econbiz.de/10010326164
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Parallel sequential Monto Carlo for efficient density combination : the deco matlab toolbox
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2013
Persistent link: https://www.econbiz.de/10009756320
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Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - School of Economics and Management, University of Aarhus - 2013
standard CPU computing and for Graphical Process Unit (GPU) parallel computing. For the GPU implementation we use the Matlab …This paper presents the Matlab package DeCo (Density Combination) which is based on the paper by Billio et al. (2013 … parallel computing toolbox and show how to use General Purposes GPU computing almost effortless. This GPU implementation comes …
Persistent link: https://www.econbiz.de/10010851235
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Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - Dipartimento di Economia, Università Ca' Foscari Venezia - 2013
standard CPU computing and for Graphical Process Unit (GPU) parallel computing. For the GPU implementation we use the Matlab …This paper presents the Matlab package DeCo (Density Combination) which is based on the paper by Billio et al. (2013 … parallel computing toolbox and show how to use General Purposes GPU computing almost effortless. This GPU implementation comes …
Persistent link: https://www.econbiz.de/10010641413
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Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - Tinbergen Instituut - 2013
and for Graphical Process Unit (GPU) parallel computing. For the GPU implementation we use the Matlab parallel computing … presents the Matlab package DeCo (Density Combination) which is based on the paper by Billio et al. (2013) where a constructive … toolbox and show how to use General Purposes GPU computing almost effortless. This GPU implementation comes with a speed up of …
Persistent link: https://www.econbiz.de/10011257352
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Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - Norges Bank - 2014
use the MATLAB parallel computing toolbox and show how to use general purpose GPU computing almost effortlessly. This GPU …This paper presents the MATLAB package DeCo (density combination) which is based on the paper by Billio, Casarin … implemented both for standard CPU computing and for graphical process unit (GPU) parallel computing. For the GPU implementation we …
Persistent link: https://www.econbiz.de/10010800724
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Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2011
Using a Bayesian framework this paper provides a multivariate combination approach to prediction based on a distributional state space representation of predictive densities from alternative models. In the proposed approach the model set can be incomplete. Several multivariate time-varying...
Persistent link: https://www.econbiz.de/10010325748
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Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2011
We propose a multivariate combination approach to prediction based on a distributional state space representation of the weights belonging to a set of Bayesian predictive densities which have been obtained from alternative models. Several specifications of multivariate time-varying weights are...
Persistent link: https://www.econbiz.de/10010326138
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Time-varying Combinations of Predictive Densities using Nonlinear Filtering
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2012
We propose a Bayesian combination approach for multivariate predictive densities which relies upon a distributional state space representation of the combination weights. Several specifications of multivariate time-varying weights are introduced with a particular focus on weight dynamics driven...
Persistent link: https://www.econbiz.de/10010326141
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Combining Predictive Densities Using Bayesian Filtering with Applications to Us Economics Data
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2010
Using a Bayesian framework this paper provides a multivariate combination approach to prediction based on a distributional state space representation of predictive densities from alternative models. In the proposed approach the model set can be incomplete. Several multivariate time-varying...
Persistent link: https://www.econbiz.de/10012143763