Direct fitting of dynamic models using integrated nested Laplace approximations -- INLA
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Publication:434960
DOI10.1016/j.csda.2011.10.024zbMath1368.62066OpenAlexW1997565964MaRDI QIDQ434960
Ramiro Ruiz-Cárdenas, Elias T. Krainski, Håvard Rue
Publication date: 16 July 2012
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2011.10.024
state-space modelsLaplace approximationapproximate Bayesian inferenceaugmented modelIntegrated Nested Laplace Approximation (INLA)spatio-temporal dynamic models
Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)
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Uses Software
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