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

DOI10.1016/J.CSDA.2020.107088OpenAlexW3010835841WikidataQ114191907 ScholiaQ114191907MaRDI QIDQ99547FDOQ99547

Oswaldo Gressani, Oswaldo Gressani, Philippe Lambert, Philippe Lambert

Publication date: February 2021

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

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

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zbMATH Keywords

P-splinesfast Bayesian computationgeneralized additive modelsLaplace approximation

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Semiparametric Regression
• Bayesian computing with INLA: new features
• Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
• ON SEMIPARAMETRIC REGRESSION WITH O'SULLIVAN PENALIZED SPLINES
• Title not available (Why is that?)
• Title not available (Why is that?)
• Fast Stable Restricted Maximum Likelihood and Marginal Likelihood Estimation of Semiparametric Generalized Linear Models
• Twenty years of P-splines (invited article)
• Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
• Title not available (Why is that?)
• Thin Plate Regression Splines
• Title not available (Why is that?)
• Straightforward intermediate rank tensor product smoothing in mixed models
• Generalized additive models
• Robust specification of the roughness penalty prior distribution in spatially adaptive Bayesian P-splines models
• Markov chain Monte Carlo with the integrated nested Laplace approximation
• The skew-normal and related families. With the collaboration of Antonella Capitanio.
• Accurate Approximations for Posterior Moments and Marginal Densities
• Generalized Additive Models: Some Applications
• 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
• Practical variable selection for generalized additive models
• Fast Bayesian inference using Laplace approximations in a flexible promotion time cure model based on P-splines

Cited In (5)

• An approximate Bayesian approach for estimation of the instantaneous reproduction number under misreported epidemic data
• Laplacian-P-splines for Bayesian inference in the mixture cure model
• Penalty parameter selection and asymmetry corrections to Laplace approximations in Bayesian P-splines models
• 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

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