Automatic approximation of the marginal likelihood in non-Gaussian hierarchical models
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Publication:1010406
DOI10.1016/j.csda.2006.03.005zbMath1157.65317OpenAlexW1976121415MaRDI QIDQ1010406
David A. Fournier, Hans Julius Skaug
Publication date: 6 April 2009
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2006.03.005
importance samplingautomatic differentiationrandom effectsLaplace approximationmixed modelsAD model builder
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Cites Work
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- Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
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- Smoothing and mixed models
- Accurate Approximations for Posterior Moments and Marginal Densities
- Numerical Optimization
- Laplace Importance Sampling for Generalized Linear Mixed Models
- Semiparametric Regression
- Mixed-Effects Models in S and S-PLUS
- Hierarchical Models: A Current Computational Perspective
- Bias correction in generalised linear mixed models with a single component of dispersion
- Learning representations by back-propagating errors
- Negative binomial loglinear mixed models
