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  • 标题:Improving the INLA approach for approximate Bayesian inference for latent Gaussian models
  • 本地全文:下载
  • 作者:Egil Ferkingstad ; Håvard Rue
  • 期刊名称:Electronic Journal of Statistics
  • 印刷版ISSN:1935-7524
  • 出版年度:2015
  • 卷号:9
  • 期号:2
  • 页码:2706-2731
  • DOI:10.1214/15-EJS1092
  • 语种:English
  • 出版社:Institute of Mathematical Statistics
  • 摘要:We introduce a new copula-based correction for generalized linear mixed models (GLMMs) within the integrated nested Laplace approximation (INLA) approach for approximate Bayesian inference for latent Gaussian models. While INLA is usually very accurate, some (rather extreme) cases of GLMMs with e.g. binomial or Poisson data have been seen to be problematic. Inaccuracies can occur when there is a very low degree of smoothing or “borrowing strength” within the model, and we have therefore developed a correction aiming to push the boundaries of the applicability of INLA. Our new correction has been implemented as part of the R-INLA package, and adds only negligible computational cost. Empirical evaluations on both real and simulated data indicate that the method works well.
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