OpenAlex
Approximate Laplace Approximations for Scalable Model Selection
Work
Year: 2021
Type: article
Abstract: We propose the approximate Laplace approximation (ALA) to evaluate integrated likelihoods, a bottleneck in Bayesian model selection. The Laplace approximation (LA) is a popular tool that speeds up suc... more
Source: Journal of the Royal Statistical Society Series B (Statistical Methodology)
Authors David Rossell, Oriol Abril, Anirban Bhattacharya
Institutions Universitat Pompeu Fabra, Barcelona School of Economics, Texas A&M University
Cites: 42
Cited by: 14
Related to: 10
FWCI: 2.093
Citation percentile (by year/subfield): 99.98
Topic: Statistical Methods and Inference
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: hybrid
Funder National Institutes of Health
Grant ID R01 CA158113DMS-01