CBMS 2022 Lectures
1. Dynamic Modeling & Time Series: Structure, Forecasting and Decisions
Mike West
2. Dynamic Factor Models & Time-Varying Covariance Models
Hedibert Lopes
3. Time-Varying Vector Autoregressions & Hierarchical Latent Factor Models
Raquel Prado
4. Dynamic Latent Threshold Modeling
Mike West
5. Dynamic Dependency Network Models
Mike West
6. Simultaneous Graphical Dynamic Models
Mike West
7. Dynamic Count Systems: Network Flow
Mike West
8. Dynamic Count Systems: Multiscale Forecasting of Count-Valued Time Series
Mike West
9. Sequential Monte Carlo in Dynamic Models
Hedibert Lopes
10. Bayesian Predictive Synthesis in Time Series Forecasting
Mike West
Details about the topics that will be covered in each lecture and corresponding key references are available here.