Results 181 to 190 of about 14,253 (214)

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
semanticscholar   +4 more sources

Bayesian estimation with integrated nested Laplace approximation for binary logit mixed models

Journal of Statistical Computation and Simulation, 2015
In multilevel models for binary responses, estimation is computationally challenging due to the need to evaluate intractable integrals. In this paper, we investigate the performance of integrated nested Laplace approximation (INLA), a fast deterministic method for Bayesian inference.
L. Grilli, S. Metelli, C. Rampichini
semanticscholar   +5 more sources

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   +4 more
openaire   +3 more sources

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   +2 more
openaire   +3 more sources

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   +4 more
openaire   +5 more sources

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
semanticscholar   +3 more sources

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