Controlling the flexibility of non-Gaussian processes through shrinkage priors
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Publication:6203348
DOI10.1214/22-ba1342arXiv2203.05510OpenAlexW4313003093MaRDI QIDQ6203348
Rafael Cabral, David Bolin, Håvard Rue
Publication date: 27 February 2024
Published in: Bayesian Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2203.05510
BayesianpriorsSPDEnon-GaussianMatérn covariancenormal inverse Gaussianpenalized complexitygeneralized asymmetric Laplace
Inference from stochastic processes and prediction (62M20) Random fields; image analysis (62M40) Bayesian inference (62F15)
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