Related papers: Integrated Nested Laplace Approximations (INLA)
This paper develops methodology that provides a toolbox for routinely fitting complex models to realistic spatial point pattern data. We consider models that are based on log-Gaussian Cox processes and include local interaction in these by…
Cure models in survival analysis deal with populations in which a part of the individuals cannot experience the event of interest. Mixture cure models consider the target population as a mixture of susceptible and non-susceptible…
We propose the approximate Laplace approximation (ALA) to evaluate integrated likelihoods, a bottleneck in Bayesian model selection. The Laplace approximation (LA) is a popular tool that speeds up such computation and equips strong model…
Joint models for longitudinal and time-to-event data are increasingly used in health research to characterize the association between biomarker trajectories and the risk of clinical events. However, these models usually assume a linear…
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…
Bayesian hierarchical models are increasingly popular for realistic modelling and analysis of complex data. This trend is accompanied by the need for flexible, general, and computationally efficient methods for model criticism and conflict…
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…
Markov chain Monte Carlo (MCMC) methods remain the mainstay of Bayesian estimation of structural equation models (SEM), though they often incur a high computational cost. We present a bespoke approximate Bayesian approach to SEM, drawing on…
Double hierarchical generalized linear models (DHGLM) are a family of models that are flexible enough as to model hierarchically the mean and scale parameters. In a Bayesian framework, fitting highly parameterized hierarchical models is…
Latent Gaussian models (LGMs) are perhaps the most commonly used class of models in statistical applications. Nevertheless, in areas ranging from longitudinal studies in biostatistics to geostatistics, it is easy to find datasets that…
The Epidemic Type Aftershock Sequence (ETAS) model is widely used to model seismic sequences and underpins Operational Earthquake Forecasting (OEF). However, it remains challenging to assess the reliability of inverted ETAS parameters for a…
Data assimilation (DA) methods use priors arising from differential equations to robustly interpolate and extrapolate data. Popular techniques such as ensemble methods that handle high-dimensional, nonlinear PDE priors focus mostly on state…
Coming up with Bayesian models for spatial data is easy, but performing inference with them can be challenging. Writing fast inference code for a complex spatial model with realistically-sized datasets from scratch is time-consuming, and if…
We address in this paper a new approach for fitting spatiotemporal models with application in disease mapping using the interaction types 1,2,3, and 4. When we account for the spatiotemporal interactions in disease-mapping models, inference…
Measurement error (ME) and missing values in covariates are often unavoidable in disciplines that deal with data, and both problems have separately received considerable attention during the past decades. However, while most researchers are…
Regression models for circular variables are less developed, since the concept of building a linear predictor from linear combinations of covariates and various random effects, breaks the circular nature of the variable. In this paper, we…
Deep neural networks (DNNs) often produce overconfident out-of-distribution predictions, motivating Bayesian uncertainty quantification. The Linearized Laplace Approximation (LLA) achieves this by linearizing the DNN and applying Laplace…
The Laplace approximation (LA) has been proposed as a method for approximating the marginal likelihood of statistical models with latent variables. However, the approximate maximum likelihood estimators (MLEs) based on the LA are often…
The linearized-Laplace approximation (LLA) has been shown to be effective and efficient in constructing Bayesian neural networks. It is theoretically compelling since it can be seen as a Gaussian process posterior with the mean function…
Statistical applications often involve the calculation of intractable multidimensional integrals. The Laplace formula is widely used to approximate such integrals. However, in high-dimensional or small sample size problems, the shape of the…