Past, present and future of software for Bayesian inference

DOI10.1214/23-STS907MaRDI QIDQ6540228FDO

Authors Erik Štrumbelj, Alexandre Bouchard-Côté, Jukka Corander, Andrew Gelman, Håvard Rue, Lawrence M. Murray, Henri Pesonen, Martyn Plummer, Aki Vehtari

Publication date 15 May 2024

Published in Statistical Science (Search for Journal in Brave)

zbMATH Keywords

MCMCstatisticsdata analysiscomputationprobabilistic programming

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• scientific article; zbMATH DE number 6982909 (Why is no real title available?)
• scientific article; zbMATH DE number 6734253 (Why is no real title available?)
• A new avenue for Bayesian inference with INLA
• AD Model Builder: using automatic differentiation for statistical inference of highly parameterized complex nonlinear models
• Adaptive Rejection Sampling for Gibbs Sampling
• An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach
• Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
• Automatic differentiation variational inference
• Bayesian Analysis of Binary and Polychotomous Response Data
• Bayesian Inference for Logistic Models Using Pólya–Gamma Latent Variables
• Bayesian Synthetic Likelihood
• Bayesian auxiliary variable models for binary and multinomial regression
• Bayesian computing with INLA: new features
• Bayesian optimization for likelihood-free inference of simulator-based statistical models
• Direct Methods for Sparse Linear Systems
• Dynamic nested sampling: an improved algorithm for parameter estimation and evidence calculation
• Ensemble samplers with affine invariance
• Forecasting at Scale
• Non-Reversible Parallel Tempering: A Scalable Highly Parallel MCMC Scheme
• Parallelized integrated nested Laplace approximations for fast Bayesian inference
• Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC
• Slice sampling. (With discussions and rejoinder)
• Spatial modeling with R-INLA: a review
• The Hugin tool for learning Bayesian networks
• The data augmentation algorithm: theory and methodology
• The frontier of simulation-based inference
• The geometric foundations of Hamiltonian Monte Carlo
• The no-U-turn sampler: adaptively setting path lengths in Hamiltonian Monte Carlo
• ggplot2. Elegant graphics for data analysis. With contributions by Carson Sievert

Cited in

(1)

• A double Pólya-Gamma data augmentation scheme for a hierarchical negative binomial-binomial data model

This page was built for publication: Past, present and future of software for Bayesian inference

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6540228)