Importance Sampling with the Integrated Nested Laplace Approximation

DOI10.1080/10618600.2022.2067551OpenAlexW3134457650WikidataQ114099329 ScholiaQ114099329MaRDI QIDQ5057258

Håvard Rue, Martin Outzen Berild, Sara Martino, Virgilio Gómez-Rubio

Publication date: 16 December 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2103.02721

zbMATH Keywords

importance samplingBayesian inferencemixture modelsspatial modelsINLABayesian Lasso

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

A principled stopping rule for importance sampling

Uses Software

• CODA
• MASS (R)
• R-Geo
• GMRFLib
• Arc_Mat
• R-INLA
• ISLR

Cites Work

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• Markov chain Monte Carlo with the integrated nested Laplace approximation
• Approximate Bayesian Inference for Latent Gaussian models by using Integrated Nested Laplace Approximations
• Identification of Endogenous Social Effects: The Reflection Problem
• Adaptive Multiple Importance Sampling
• Statistical Analysis of Financial Data in S-Plus
• Gaussian Markov Random Fields
• An Introduction to Statistical Learning
• Applied Spatial Data Analysis with R
• An Introduction to Statistical Learning
• Hidden Markov Models for Time Series

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