Bayesian Integrated Nested Laplace Approximation (INLA) Longevity Bonds Market Model
RisksPricing coupon longevity bonds (CLBs) is challenging in illiquid markets due to the incompleteness of insurance markets and the unavailability of longevity payout data.
Yethu Sithole, Samuel Asante Gyamerah
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Importance Sampling with the Integrated Nested Laplace Approximation [PDF]
Journal of Computational and Graphical Statistics, 2021 The integrated nested Laplace approximation (INLA) is a deterministic approach to Bayesian inference on latent Gaussian models (LGMs) and focuses on fast and accurate approximation of posterior marginals for the parameters in the models.
Gómez-Rubio, Virgilio +4 more
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Simplified Integrated Nested Laplace Approximation [PDF]
Biometrika, 2019 Integrated 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.
Wood, Simon N, Simon N Wood
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Animal Models and Integrated Nested Laplace Approximations [PDF]
G3 Genes|Genomes|Genetics, 2013 Animal 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 ...
Steinsland, Ingelin +3 more
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Integrated nested laplace approximation for bayesian nonparametric phylodynamics [PDF]
, 2012 The goal of phylodynamics, an area on the intersection of phylogenetics and population genetics, is to reconstruct population size dynamics from genetic data.
Palacios, JA, Minin, VN
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The Integrated Nested Laplace Approximation for fitting Dirichlet regression models [PDF]
Journal of Computational and Graphical Statistics, 2022 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,
Simpson, Daniel +5 more
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Fitting complex ecological point process models with integrated nested Laplace approximation [PDF]
Methods in Ecology and Evolution, 2013 Summary 1. We highlight an emerging statistical method, integrated nested Laplace approximation (INLA), which is ideally suited for fitting complex models to many of the rich spatial data sets that ecologists wish to analyse. 2.
Gallego-Fernández, Juan B. +9 more
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A Novel Method of Marginalisation using Low Discrepancy Sequences for Integrated Nested Laplace Approximations [PDF]
Computational Statistics & Data Analysis, 2019 Recently, it has been shown that approximations to marginal posterior distributions obtained using a low discrepancy sequence (LDS) can outperform standard grid-based methods with respect to both accuracy and computational efficiency. This recent method,
Joe, Stephen +3 more
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Multivariate Posterior Inference for Spatial Models with the Integrated Nested Laplace Approximation
Journal of the Royal Statistical Society Series C: Applied Statistics, 2018 Summary The 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
Virgilio Gómez-Rubio +1 more
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Bayesian scanning of spatial disease rates with integrated nested Laplace approximation (INLA)
Statistical Methods & Applications, 2014 Among the many tools suited to detect local clusters in group-level data, Kulldorff–Nagarwalla’s spatial scan statistic gained wide popularity (Kulldorff and Nagarwalla in Stat Med 14(8):799–810, 1995).
DEMARINIS G., BILANCIA, Massimo
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