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Automatic approximation of the marginal likelihood in non-Gaussian hierarchical models - MaRDI portal

Automatic approximation of the marginal likelihood in non-Gaussian hierarchical models (Q1010406)

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scientific article; zbMATH DE number 5540450
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Automatic approximation of the marginal likelihood in non-Gaussian hierarchical models
scientific article; zbMATH DE number 5540450

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    Automatic approximation of the marginal likelihood in non-Gaussian hierarchical models (English)
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    6 April 2009
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    AD model builder
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    automatic differentiation
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    importance sampling
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    Laplace approximation
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    mixed models
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    random effects
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