We derive analytical expressions for the MFVB’s approximation error for a VAR with a conjugate prior. We also show that errors of a similar order hold for a VAR with independent priors based on a real data example. Our results confirm the claim that…
I would like to thank the organizers of this Focus Meeting for inviting me to this very stimulating meeting and present this review talk, and also the International Astronomical Union for financial support to attend the General Assembly.
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