Construct · 1 fields · 1 citations

integrated nested Laplace approximation: a standalone construct

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integrated nestedLaplace approximation1 CONSTRUCTIntegrated nestedRUE · BAYESIAN STATISTICS

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Bayesian statistics

a deterministic method for approximate Bayesian inference in latent Gaussian models that uses nested Laplace approximations instead of sampling.

In Bayesian statistics, integrated nested Laplace approximation refers to a deterministic method for approximate Bayesian inference in latent Gaussian models that uses nested Laplace approximations instead of sampling. This meaning comes from Rue (2009) in Journal of the Royal Statistical Society Series B: Statistical Methodology.[1]

Unit
Recovery means
Measured by

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inference3 fields · 5 citationsjingle · one word, three constructslatent4 fields · 6 citationsjingle · one word, four constructsseries3 fields · 3 citationsjingle · one word, three constructs

References

  1. Rue, H., Martino, S., & Chopin, N. (2009). Approximate Bayesian Inference for Latent Gaussian models by using Integrated Nested Laplace Approximations. Journal of the Royal Statistical Society Series B: Statistical Methodology, 71(2), 319-392. https://doi.org/10.1111/j.1467-9868.2008.00700.x

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