Laplace approximations for fast Bayesian inference in generalized additive models based on P-splines

DOI10.1016/j.csda.2020.107088OpenAlexW3010835841WikidataQ114191907 ScholiaQ114191907MaRDI QIDQ99547

Oswaldo Gressani, Philippe Lambert, Oswaldo Gressani, Philippe Lambert

Publication date: February 2021

Published in: Computational Statistics & Data Analysis, Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2003.07214

zbMATH Keywords

Laplace approximationP-splinesgeneralized additive modelsfast Bayesian computation

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

blapsr ⋮ Fast Bayesian inference using Laplace approximations in nonparametric double additive location-scale models with right- and interval-censored data

Uses Software

• SemiPar
• R-INLA
• sn
• gamair
• StatLib Datasets Archive

Cites Work

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• Semiparametric Regression
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• Thin Plate Regression Splines
• Penalized complexity priors for degrees of freedom in Bayesian P-splines
• Semiparametric Regression Using Variational Approximations
• Estimation and variable selection for semiparametric additive partial linear models

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