Simplified integrated nested Laplace approximation

DOI10.1093/BIOMET/ASZ044zbMATH Open1435.62341OpenAlexW2924323180MaRDI QIDQ5222230FDOQ5222230

Authors: Simon N. Wood 

Publication date: 1 April 2020

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://research-information.bris.ac.uk/ws/files/183874761/ginlane.pdf

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zbMATH Keywords

Bayesian computationsmoothingadditive modelquasi-Newton methodCholesky update

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Random fields; image analysis (62M40)

Cited In (9)

• A novel method of marginalisation using low discrepancy sequences for integrated nested Laplace approximations
• Stochastic Convergence Rates and Applications of Adaptive Quadrature in Bayesian Inference
• Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
• The Bayesian simulation study (BASIS) framework for simulation studies in statistical and methodological research
• Understanding the stochastic partial differential equation approach to smoothing
• Inference and computation with generalized additive models and their extensions
• Approximating Bayes in the 21st century
• Computing Bayes: from then `til now
• Extending integrated nested Laplace approximation to a class of near-Gaussian latent models

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