Automatic approximation of the marginal likelihood in non-Gaussian hierarchical models

Computational Statistics and Data Analysis

Volumn 51, Issue 2, 2006, Pages 699-709

  Skaug, Hans J ^a   Fournier, David A ^b  

^a UNIVERSITY OF BERGEN   (Norway)

^b Otter Research Ltd   (Canada)

Author keywords

AD Model Builder; Automatic differentiation; Importance sampling; Laplace approximation; Mixed models; Random effects

Indexed keywords

COMPUTER SCIENCE; COMPUTER SOFTWARE; DATA REDUCTION; HIERARCHICAL SYSTEMS; MATHEMATICAL MODELS; MAXIMUM LIKELIHOOD ESTIMATION;

AD MODEL BUILDERS; AUTOMATIC DIFFERENTIATION; IMPORTANCE SAMPLING; LAPLACE APPROXIMATION; MIXED MODELS; RANDOM EFFECTS;

APPROXIMATION THEORY;

EID: 33747839964     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2006.03.005     Document Type: Article

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