Estimating the ordering of variables in a VAR using a Plackett–Luce prior
针对贝叶斯向量自回归中Cholesky分解对变量排序敏感的问题，将排序视为未知，提出一种基于Plackett-Luce先验的排序先验和MCMC后验抽样方法。
Estimating Bayesian Vector Autoregressions (VARs) involving the Cholesky decomposition is sensitive to the ordering of variables. We treat the ordering as unknown, develop a prior over variable orderings and Markov Chain Monte Carlo (MCMC) methods for posterior sampling over orderings.