LGM split sampler: an efficient MCMC sampling scheme for latent Gaussian models
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Publication:2218042
DOI10.1214/19-STS727OpenAlexW3033213979MaRDI QIDQ2218042FDOQ2218042
Authors: Óli Páll Geirsson, Birgir Hrafnkelsson, Helgi Sigurdarson, D. Simpson 
Publication date: 12 January 2021
Published in: Statistical Science (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ss/1591171228
Markov chain Monte Carlolatent Gaussian modelsGibbs samplingBayesian hierarchical modelsposterior simulation
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Cited In (4)
- Stochastic Convergence Rates and Applications of Adaptive Quadrature in Bayesian Inference
- Generalization of the power-law rating curve using hydrodynamic theory and Bayesian hierarchical modeling
- Max-and-smooth: a two-step approach for approximate Bayesian inference in latent Gaussian models
- Approximate Bayesian inference for analysis of spatiotemporal flood frequency data
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