Generalized extreme value additive model analysis via mean field variational Bayes

DOI10.1111/J.1467-842X.2011.00637.XMaRDI QIDQ2802758zbMATH OpenWikidataFDO

Authors Sarah E. Neville, M. J. Palmer, M. P. Wand

Publication date 27 April 2016

Published in Australian \& New Zealand Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

auxiliary mixture samplingBayesian inferencegeneralized additive modelsvariational approximationsample extremes

Mathematics Subject Classification ID

Bayesian inference (62F15) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to environmental and related topics (62P12)

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Cites work

• scientific article; zbMATH DE number 48812 (Why is no real title available?)
• scientific article; zbMATH DE number 486467 (Why is no real title available?)
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• ON SEMIPARAMETRIC REGRESSION WITH O'SULLIVAN PENALIZED SPLINES
• Semiparametric Regression
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Cited in

(6)

• Variational inferences for partially linear additive models with variable selection
• Mean field variational Bayes for elaborate distributions
• Statistical regression analysis of threshold excesses with systematically missing covariates
• Variational approximations in geoadditive latent Gaussian regression: mean and quantile regression
• Approximate Bayesian inference for analysis of spatiotemporal flood frequency data
• Bayesian inference for generalized extreme value distributions via Hamiltonian Monte Carlo

Describes a project that uses

Uses Software

• PRMLT
• BRugs
• SemiPar
• WinBUGS
• VGAM
• R

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