Simplified integrated nested Laplace approximation [PDF]
SummaryIntegrated nested Laplace approximation provides accurate and efficient approximations for marginal distributions in latent Gaussian random field models. Computational feasibility of the original Rue et al. (2009) methods relies on efficient approximation of Laplace approximations for the marginal distributions of the coefficients of the latent ...
Wood, Simon N, Simon N Wood
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The Integrated Nested Laplace Approximation for Fitting Dirichlet Regression Models [PDF]
This paper introduces a Laplace approximation to Bayesian inference in Dirichlet regression models, which can be used to analyze a set of variables on a simplex exhibiting skewness and heteroscedasticity, without having to transform the data. These data, which mainly consist of proportions or percentages of disjoint categories, are widely known as ...
Joaquín Martínez-Minaya +4 more
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Animal Models and Integrated Nested Laplace Approximations [PDF]
AbstractAnimal models are generalized linear mixed models used in evolutionary biology and animal breeding to identify the genetic part of traits. Integrated Nested Laplace Approximation (INLA) is a methodology for making fast, nonsampling-based Bayesian inference for hierarchical Gaussian Markov models.
Holand, Anna Marie +3 more
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Integrated Nested Laplace Approximation for Bayesian Nonparametric Phylodynamics [PDF]
Appears in Proceedings of the Twenty-Eighth Conference on Uncertainty in Artificial Intelligence (UAI2012)
Palacios, JA, Minin, VN
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Multivariate Posterior Inference for Spatial Models with the Integrated Nested Laplace Approximation [PDF]
SummaryThe integrated nested Laplace approximation (INLA) is a convenient way to obtain approximations to the posterior marginals for parameters in Bayesian hierarchical models when the latent effects can be expressed as a Gaussian Markov random field. In addition, its implementation in the R-INLA package for the R statistical software provides an easy
Gómez-Rubio, Virgilio +1 more
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Designing Proposal Distributions for Particle Filters using Integrated Nested Laplace Approximation [PDF]
State-space models are used to describe and analyse dynamical systems. They are ubiquitously used in many scientific fields such as signal processing, finance and ecology to name a few. Particle filters are popular inferential methods used for state-space methods. Integrated Nested Laplace Approximation (INLA), an approximate Bayesian inference method,
Amri, Alaa
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Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations [PDF]
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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Approximate Bayesian Inference for Latent Gaussian models by using Integrated Nested Laplace Approximations [PDF]
Summary Structured additive regression models are perhaps the most commonly used class of models in statistical applications. It includes, among others, (generalized) linear models, (generalized) additive models, smoothing spline models, state space models, semiparametric regression, spatial and spatiotemporal models, log-Gaussian Cox
Rue, Havard +2 more
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Spatial seismic point pattern analysis with Integrated Nested Laplace Approximation [PDF]
This paper proposes the use of Integrated Nested Laplace Approximation (Rue et al., 2009) to describe the spatial displacement of earthquake data. Specifying a hiechical structure of the data and parameters, an inhomogeneuos Log-Gaussian Cox Processes model is applied for describing seismic events occurred in Greece, an area of seismic hazard.
Nicoletta D'Angelo +2 more
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The Integrated Nested Laplace Approximation [PDF]
Virgilio Gómez-Rubio
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