Direct fitting of dynamic models using integrated nested Laplace approximations - INLA

Computational Statistics and Data Analysis

Volumn 56, Issue 6, 2012, Pages 1808-1828

  Ruiz Cárdenas, Ramiro ^a   Krainski, Elias T ^b   Rue, Håvard ^c  

^a FEDERAL UNIVERSITY OF MINAS GERAIS   (Brazil)

^b FEDERAL UNIVERSITY OF PARANÁ   (Brazil)

^c NORWEGIAN UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Norway)

Author keywords

Approximate Bayesian inference; Augmented model; Laplace approximation; Spatio temporal dynamic models; State space models

Indexed keywords

APPROXIMATE BAYESIAN INFERENCE; BAYESIAN ANALYSIS; BAYESIAN INFERENCE; COMPLEX MODEL; COMPUTATIONAL FRAMEWORK; COMPUTATIONAL TIME; DATA SETS; DYNAMIC LINEAR MODEL; DYNAMIC MODELING; ERROR STRUCTURES; HYPERPARAMETERS; LAPLACE APPROXIMATION; MARGINALS; RECURSIVE FORMS; SPATIO-TEMPORAL DYNAMIC MODELS; STATE VECTOR; STATE-SPACE MODELS; TEMPORAL STRUCTURES;

BAYESIAN NETWORKS; DYNAMIC MODELS; INFERENCE ENGINES; LAPLACE TRANSFORMS; VECTOR SPACES;

COMPUTER SIMULATION;

EID: 84857640888     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2011.10.024     Document Type: Article

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