Markov chain Monte Carlo with the integrated nested Laplace approximation

DOI10.1007/s11222-017-9778-yzbMath1405.62078arXiv1701.07844OpenAlexW2585195873MaRDI QIDQ1616779

Håvard Rue, Virgilio Gómez-Rubio

Publication date: 7 November 2018

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1701.07844

zbMATH Keywords

mixture modelsMCMCspatial modelsmissing valuesINLABayesian LassoIntegrated Nested Laplace Approximationlatent Gaussian model

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Bayesian inference (62F15)

Related Items

Importance Sampling with the Integrated Nested Laplace Approximation, Importance Sampling-Based Transport Map Hamiltonian Monte Carlo for Bayesian Hierarchical Models, Fitting double hierarchical models with the integrated nested Laplace approximation, Unnamed Item, Approximate Bayesian inference for mixture cure models, Laplace approximations for fast Bayesian inference in generalized additive models based on P-splines, MSPOCK: alleviating spatial confounding in multivariate disease mapping models, A principled stopping rule for importance sampling

Uses Software

• CODA
• WinBUGS
• Arc_Mat
• R-INLA
• rjags
• MICE
• ISLR
• GPstuff

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