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

Inference in state-space models usually relies on recursive forms for filtering and smoothing of the state vectors regarding the temporal structure of the observations, an assumption that is, from our view point, unnecessary if the dataset is fixed, that is, completely available before analysis. In...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	Computational statistics & data analysis 2012-06, Vol.56 (6), p.1808-1828
Hauptverfasser:	Ruiz-Cárdenas, Ramiro, Krainski, Elias T., Rue, Håvard
Format:	Artikel
Sprache:	eng
Schlagworte:	Approximate Bayesian inference Approximate Bayesian inference State-space models Laplace approximation Augmented model Spatio-temporal dynamic models Approximation Augmented model Bayesian analysis Computation Dynamics Inference Laplace approximation Mathematical models Recursive Spatio-temporal dynamic models State vectors State-space models
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!