Importance Sampling with the Integrated Nested Laplace Approximation

DOI10.1080/10618600.2022.2067551MaRDI QIDQ5057258OpenAlexWikidataFDO

Authors Martin Outzen Berild, Sara Martino, Virgilio Gómez-Rubio, Håvard Rue

Publication date 16 December 2022

Published in Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2103.02721

zbMATH Keywords

Bayesian inferencemixture modelsBayesian Lassoimportance samplingspatial modelsINLA

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• scientific article; zbMATH DE number 2117879 (Why is no real title available?)
• scientific article; zbMATH DE number 840151 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Adaptive multiple importance sampling
• An introduction to statistical learning. With applications in R
• An introduction to statistical learning. With applications in R
• Applied Spatial Data Analysis with R
• Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
• Gaussian Markov Random Fields
• Hidden Markov models for time series. An introduction using R
• Identification of Endogenous Social Effects: The Reflection Problem
• Introduction to spatial econometrics.
• Markov chain Monte Carlo with the integrated nested Laplace approximation
• Statistical Analysis of Financial Data in S-Plus

Cited in

(11)

• Coupling the reduced-order model and the generative model for an importance sampling estimator
• Coupling importance sampling and multilevel Monte Carlo using sample average approximation
• Gibbs sampler by sampling-importance-resampling
• An importance sampling method based on the density transformation of Lévy processes
• Langevin incremental mixture importance sampling
• Importance Sampling-Based Transport Map Hamiltonian Monte Carlo for Bayesian Hierarchical Models
• Approximating Bayes in the 21st century
• A joint Bayesian framework for missing data and measurement error using integrated nested Laplace approximations
• Importance sampling and the nested bootstrap
• A principled stopping rule for importance sampling
• Iterative importance sampling with Markov chain Monte Carlo sampling in robust Bayesian analysis

Describes a project that uses

Uses Software

• CODA
• MASS (R)
• R-Geo
• GMRFLib
• Arc_Mat
• R-INLA
• ISLR

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