Search Results - subject:"Laplace approximation"

Computing Bayes : Bayesian computation from 1763 to the 21st century

Martin, Gael M.; Frazier, David T.; Robert, Christian P. - 2020

Persistent link: https://www.econbiz.de/10012607643

Computing bayes : from then 'til now

Martin, Gael M.; Frazier, David T.; Robert, Christian P. - 2022

Persistent link: https://www.econbiz.de/10013494406

ℓ2-penalized approximate likelihood inference in logit mixed models for regional prevalence estimation under covariate rank-deficiency

Krause, Joscha; Burgard, Jan Pablo; Morales, Domingo - In: Metrika 85 (2021) 4, pp. 459-489

algorithm to solve this problem. We extend the Laplace approximation to the log-likelihood by an ℓ2-penalty in order to …

Persistent link: https://www.econbiz.de/10014497611

Approximating bayes in the 21st century

Martin, Gael M.; Frazier, David T.; Robert, Christian P. - 2021

Persistent link: https://www.econbiz.de/10013193948

Covid-19 across European regions : the role ofborder controls

Eckardt, Matthias; Kappner, Kalle; Wolf, Nikolaus - 2020

Persistent link: https://www.econbiz.de/10012316417

Covid-19 across European regions : the role of border controls

Eckardt, Matthias; Kappner, Kalle; Wolf, Nikolaus - In: Covid economics : vetted and real-time papers (2020) 42, pp. 94-111

Persistent link: https://www.econbiz.de/10012311611

VARIATIONAL APPROXIMATIONS FOR SELECTING HIERARCHICAL MODELS OF CIRCULAR DATA IN A SMALL AREA ESTIMATION APPLICATION

Hernandez-Stumpfhauser, Daniel; Breidt, F. Jay; … - In: Statistics in Transition New Series 17 (2016) 1, pp. 91-104

Persistent link: https://www.econbiz.de/10012141609

Alternative estimating procedures for multiple membership logit models with mixed effects: indirect inference and data cloning

Gottard, Anna; Calzolari, Giorgio - Dipartimento di Statistica, Informatica, Applicazioni … - 2014

Multiple-membership logit models with random effects are logit models for clustered binary data, where each statistical unit can belong to more than one group. For these models, the likelihood function is analytically intractable. We propose two different approaches for parameter estimation:...

Persistent link: https://www.econbiz.de/10010862523

Weighted Average Power Similar Tests for Structural Change for the Gaussian Linear Regression Model

Forchini, Giovanni - Department of Econometrics and Business Statistics, … - 2005

involve the numerical evaluation of (potentially) complicated integrals. In this paper we suggest a uniform Laplace … approximation to evaluate weighted average power test statistics for which a simple closed form does not exist. We also show that a …

Persistent link: https://www.econbiz.de/10005149121

Automated Likelihood Based Inference for Stochastic Volatility Models

Skaug, Hans J.; Yu, Jun - School of Economics, Singapore Management University - 2009

In this paper the Laplace approximation is used to perform classical and Bayesian analyses of univariate and … multivariate stochastic volatility (SV) models. We show that implementation of the Laplace approximation is greatly simplified by …

Persistent link: https://www.econbiz.de/10008521815