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

DOI10.1016/J.CSDA.2020.107088MaRDI QIDQ99547zbMATH OpenOpenAlexWikidataFDO

Authors Oswaldo Gressani, Philippe Lambert, Oswaldo Gressani, 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

zbMATH Keywords

P-splinesfast Bayesian computationgeneralized additive modelsLaplace approximation

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

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• scientific article; zbMATH DE number 6734253 (Why is no real title available?)
• Accurate Approximations for Posterior Moments and Marginal Densities
• Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
• Bayesian computing with INLA: new features
• Estimation and variable selection for semiparametric additive partial linear models
• Fast Bayesian inference using Laplace approximations in a flexible promotion time cure model based on P-splines
• Fast Stable Restricted Maximum Likelihood and Marginal Likelihood Estimation of Semiparametric Generalized Linear Models
• Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
• Generalized Additive Models: Some Applications
• Generalized additive models
• Markov chain Monte Carlo with the integrated nested Laplace approximation
• ON SEMIPARAMETRIC REGRESSION WITH O'SULLIVAN PENALIZED SPLINES
• Penalized complexity priors for degrees of freedom in Bayesian P-splines
• Practical variable selection for generalized additive models
• Robust specification of the roughness penalty prior distribution in spatially adaptive Bayesian P-splines models
• Semiparametric Regression
• Semiparametric regression using variational approximations
• Straightforward intermediate rank tensor product smoothing in mixed models
• The skew-normal and related families. With the collaboration of Antonella Capitanio.
• Thin Plate Regression Splines
• Twenty years of P-splines (invited article)

Cited in

(6)

• 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
• blapsr
• Fast Bayesian inference using Laplace approximations in a flexible promotion time cure model based on P-splines
• Penalty parameter selection and asymmetry corrections to Laplace approximations in Bayesian P-splines models
• Fast Bayesian inference using Laplace approximations in nonparametric double additive location-scale models with right- and interval-censored data

Describes a project that uses

Uses Software

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

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