Bayesian Nonparametric Regression and Density Estimation Using Integrated Nested Laplace Approximations
نویسندگان
چکیده
منابع مشابه
Bayesian nonparametric regression and density estimation using integrated nested Laplace approximations.
Integrated nested Laplace approximations (INLA) are a recently proposed approximate Bayesian approach to fit structured additive regression models with latent Gaussian field. INLA method, as an alternative to Markov chain Monte Carlo techniques, provides accurate approximations to estimate posterior marginals and avoid time-consuming sampling. We show here that two classical nonparametric smoot...
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متن کاملDiscussion on “ Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations
integrated nested Laplace approximations” by H. Rue, S. Martino, and N. Chopin, Christian P. Robert, CEREMADE, Université Paris Dauphine and CREST, INSEE Rue, Martino and Chopin are to be congratulated on their impressive and wide-ranging attempt at overcoming the difficulties in handling latent Gaussian structures. In time series as well as spatial problems, the explosion in the dimension of t...
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ژورنال
عنوان ژورنال: Journal of Biometrics & Biostatistics
سال: 2013
ISSN: 2155-6180
DOI: 10.4172/2155-6180.1000e125