Enhanced Laplace approximation

DOI10.1016/J.JMVA.2024.105321MaRDI QIDQ6536704zbMATH OpenFDO

Authors Jeongseop Han, Youngjo Lee

Publication date 13 May 2024

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JMVA.2024.105321

zbMATH Keywords

Laplace approximationlatent variablemaximum likelihood estimatorrestricted maximum likelihood estimatorvariational Bayes method

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Estimation in multivariate analysis (62H12) Multivariate analysis (62Hxx)

Cites work

• Accurate Approximations for Posterior Moments and Marginal Densities
• Another Look at the Salamander Mating Data: A Modified Laplace Approximation Approach
• Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
• Approximate Inference in Generalized Linear Mixed Models
• Bayesian composite marginal likelihoods
• Bias correction in generalised linear mixed models with a single component of dispersion
• Decoding the h-likelihood
• Fast moment-based estimation for hierarchical models
• Generalized linear models with random effects. Unified analysis via h-likelihood
• Hierarchical generalised linear models: A synthesis of generalised linear models, random-effect models and structured dispersions
• scientific article; zbMATH DE number 47310 (Why is no real title available?)
• scientific article; zbMATH DE number 946661 (Why is no real title available?)
• scientific article; zbMATH DE number 3998953 (Why is no real title available?)
• scientific article; zbMATH DE number 795286 (Why is no real title available?)
• scientific article; zbMATH DE number 3417266 (Why is no real title available?)
• H‐likelihood Predictive Intervals for Unobservables
• Longitudinal Data Analysis
• Model-Based Geostatistics
• On a formula for the distribution of the maximum likelihood estimator
• On asymptotic validity of naive inference with an approximate likelihood
• On the error in Laplace approximations of high-dimensional integrals
• Quasi-Monte Carlo estimation in generalized linear mixed models
• Recovery of inter-block information when block sizes are unequal
• REML estimation for binary data in GLMMs
• REML Estimation with Exact Covariance in the Logistic Mixed Model
• Standard error estimates in hierarchical generalized linear models

Cited in

(1)

• Restricted maximum likelihood estimation in generalized linear mixed models

This page was built for publication: Enhanced Laplace approximation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6536704)