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Parallelized integrated nested Laplace approximations for fast Bayesian inference

Lisa Gaedke-Merzhäuser, Janet van Niekerk, Olaf Schenk, Håvard Rue

2022Statistics and Computing24 citationsDOI

Topics & Concepts

Computer scienceSolverLeverage (statistics)Laplace's methodInferenceBayesian inferenceBayesian probabilityApproximate inferenceParallel computingAlgorithmTheoretical computer scienceMachine learningArtificial intelligenceProgramming languageGaussian Processes and Bayesian InferenceStatistical Methods and Bayesian InferenceBayesian Modeling and Causal Inference
Parallelized integrated nested Laplace approximations for fast Bayesian inference | Litcius