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Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations [PDF]

Journal of Forecasting, 2014
ABSTRACTThis article discusses the use of Bayesian methods for inference and forecasting in dynamic term structure models through integrated nested Laplace approximations (INLA). This method of analytical approximation allows accurate inferences for latent factors, parameters and forecasts in dynamic models with reduced computational cost.
Márcio Laurini, Luiz Koodi Hotta
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COUNT DATA REGRESSION MODELS: NUMBER OF CAESAREAN SECTION DELIVERIES USING INTEGRATED NESTED LAPLACE APPROXIMATION IN THE STATE OF ANDHRA PRADESH, INDIA.

Global and Stochastic Analysis
: Count Data denotes the frequency of an event transpiring within a designated time interval. For instance, examine the prevalence of caesarean sections that women experience during their lifetime.
A. Pradesh, Srinu Setti, B.MUNISWAMY
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Estimating stochastic volatility models using integrated nested Laplace approximations

The European Journal of Finance, 2011
Volatility in financial time series is mainly analysed through two classes of models; the generalized autoregressive conditional heteroscedasticity (GARCH) models and the stochastic volatility (SV) ones. GARCH models are straightforward to estimate using maximum-likelihood techniques, while SV models require more complex inferential and computational ...
Sara Martino, Kjersti Aas, Ola Lindqvist, Linda R. Neef, Håvard Rue   +4 more
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Applying integrated nested laplace approximation to the superresolution problem

2011 IEEE International Symposium on Signal Processing and Information Technology (ISSPIT), 2011
Superresolution is a term used to describe the generation of a high-resolution image from a sequence of similar low-resolution images. In 2011 we derived a closed form to resolve the superresolution problem, thus proposing a new algorithm to generate the high-resolution image.
Marcelo Oliveira Camponez, Evandro O. Teatini Salles, Mario Sarcinelli-Filho   +2 more
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Extending Integrated Nested Laplace Approximation to a Class of Near‐Gaussian Latent Models

Scandinavian Journal of Statistics, 2014
ABSTRACTThis work extends the integrated nested Laplace approximation (INLA) method to latent models outside the scope of latent Gaussian models, where independent components of the latent field can have a near‐Gaussian distribution. The proposed methodology is an essential component of a bigger project that aims to extend the R package INLA in order ...
Thiago G. Martins, H. Rue
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Bayesian scanning of spatial disease rates with integrated nested Laplace approximation (INLA)

Statistical Methods & Applications, 2014
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
M. Bilancia, G. Demarinis
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Direct fitting of dynamic models using integrated nested Laplace approximations — INLA

Computational Statistics & Data Analysis, 2012
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ruiz-Cárdenas, Ramiro, Krainski, Elias T., Rue, Håvard   +2 more
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Integrated nested Laplace approximation method for hierarchical Bayesian inference of spatial model with application to functional magnetic resonance imaging data

Communications in Statistics - Theory and Methods, 2020
Analysis of functional magnetic resonance imaging (fMRI) data plays a crucial role in medical statistics. Many developed approaches have relied on the voxel-wise general linear model (GLM). Despite the popularity of classical GLM, this procedure has some
P. Naseri, H. Alavi Majd, S. Tabatabaei
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Integrated Nested Laplace Approximations for Large-Scale Spatiotemporal Bayesian Modeling

SIAM Journal on Scientific Computing
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Lisa Gaedke-Merzhäuser, Elias Krainski, Radim Janalik, Håvard Rue, Olaf Schenk   +4 more
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Bayesian bivariate meta‐analysis of diagnostic test studies using integrated nested Laplace approximations

Statistics in Medicine, 2010
AbstractFor bivariate meta‐analysis of diagnostic studies, likelihood approaches are very popular. However, they often run into numerical problems with possible non‐convergence. In addition, the construction of confidence intervals is controversial.
Paul, M, Riebler, A, Bachmann, L M, Rue, H, Held, L   +4 more
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