LGM split sampler: an efficient MCMC sampling scheme for latent Gaussian models
From MaRDI portal
Publication:2218042
DOI10.1214/19-STS727OpenAlexW3033213979MaRDI QIDQ2218042
Óli Páll Geirsson, Helgi Sigurdarson, Birgir Hrafnkelsson, Daniel P. Simpson
Publication date: 12 January 2021
Published in: Statistical Science (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ss/1591171228
Markov chain Monte CarloGibbs samplinglatent Gaussian modelsBayesian hierarchical modelsposterior simulation
Related Items
Approximate Bayesian inference for analysis of spatiotemporal flood frequency data ⋮ Stochastic Convergence Rates and Applications of Adaptive Quadrature in Bayesian Inference ⋮ Max-and-smooth: a two-step approach for approximate Bayesian inference in latent Gaussian models
Uses Software
Cites Work
- Unnamed Item
- An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach
- Correction: Bayesian structured additive distributional regression with an application to regional income inequality in Germany
- A comparative evaluation of stochastic-based inference methods for Gaussian process models
- Multivariate statistical modelling based on generalized linear models. With contributions by Wolfgang Hennevogl
- Weak convergence and optimal scaling of random walk Metropolis algorithms
- Bayesian computing with INLA: new features
- Unsupervised empirical Bayesian multiple testing with external covariates
- Studies in the history of probability and statistics XLIX On the Matérn correlation family
- Approximate Bayesian Inference for Latent Gaussian models by using Integrated Nested Laplace Approximations
- Geostatistics
- Bayesian Spatial Modeling of Extreme Precipitation Return Levels
- Optimal Scaling of Discrete Approximations to Langevin Diffusions
- Model-Based Geostatistics
- On Block Updating in Markov Random Field Models for Disease Mapping
- Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods
- Gaussian Markov Random Fields
- Bayesian Disease Mapping
- Beyond mean regression
- Inconsistent Estimation and Asymptotically Equal Interpolations in Model-Based Geostatistics
- Generalized Additive Models for Location, Scale and Shape
- Statistical modeling of spatial extremes