Bayesian Model Averaging with the Integrated Nested Laplace Approximation

The integrated nested Laplace approximation (INLA) for Bayesian inference is an efficient approach to estimate the posterior marginal distributions of the parameters and latent effects of Bayesian hierarchical models that can be expressed as latent Gaussian Markov random fields (GMRF). The represent...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awduron: Virgilio Gómez-Rubio, Roger S. Bivand, Håvard Rue
Fformat: Erthygl
Iaith:English
Cyhoeddwyd: MDPI AG 2020-06-01
Cyfres:Econometrics
Pynciau:
Mynediad Ar-lein:https://www.mdpi.com/2225-1146/8/2/23