Controlling the flexibility of non-Gaussian processes through shrinkage priors

DOI10.1214/22-BA1342arXiv2203.05510OpenAlexW4313003093MaRDI QIDQ6203348

Rafael Cabral, David Bolin, Håvard Rue

Publication date: 27 February 2024

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2203.05510

zbMATH Keywords

Bayesian priors SPDE non-Gaussian Matérn covariance normal inverse Gaussian penalized complexity generalized asymmetric Laplace

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Random fields; image analysis (62M40) Bayesian inference (62F15)

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