A application tutorial about Baysian Vector Autoregression?

pyro-ppl / numpyro

Probabilistic programming with NumPy powered by JAX for autograd and JIT compilation to GPU/TPU/CPU.

https://num.pyro.ai

Apache License 2.0

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Open chowyifat opened 1 year ago

chowyifat commented 1 year ago

NumPyro is quite a good package about probabilistic programming, I have seen there is a tutorial about AR(2).

Cause VAR is quite important in economics, wish you and your team could post a tutorial about this. :D

nikolageorgiev2000 commented 1 year ago

I can pick this up

aibit0111 commented 1 week ago

Hi @fehiepsi, Can you please review this?