Bayesian Inference with Inla

Gomez-Rubio, Virgilio

  • 出版商: CRC
  • 出版日期: 2021-09-30
  • 售價: $1,980
  • 貴賓價: 9.5$1,881
  • 語言: 英文
  • 頁數: 332
  • 裝訂: Quality Paper - also called trade paper
  • ISBN: 1032174536
  • ISBN-13: 9781032174532
  • 相關分類: 機率統計學 Probability-and-statistics
  • 立即出貨 (庫存 < 3)

商品描述

The integrated nested Laplace approximation (INLA) is a recent computational method that can fit Bayesian models in a fraction of the time required by typical Markov chain Monte Carlo (MCMC) methods. INLA focuses on marginal inference on the model parameters of latent Gaussian Markov random fields models and exploits conditional independence properties in the model for computational speed.

Bayesian Inference with INLA provides a description of INLA and its associated R package for model fitting. This book describes the underlying methodology as well as how to fit a wide range of models with R. Topics covered include generalized linear mixed-effects models, multilevel models, spatial and spatio-temporal models, smoothing methods, survival analysis, imputation of missing values, and mixture models. Advanced features of the INLA package and how to extend the number of priors and latent models available in the package are discussed. All examples in the book are fully reproducible and datasets and R code are available from the book website.

This book will be helpful to researchers from different areas with some background in Bayesian inference that want to apply the INLA method in their work. The examples cover topics on biostatistics, econometrics, education, environmental science, epidemiology, public health, and the social sciences.

作者簡介

Virgilio Gómez-Rubio is associate professor in the Department of Mathematics, School of Industrial Engineering, Universidad de Castilla-La Mancha, Albacete, Spain. He has developed several packages on spatial and Bayesian statistics that are available on CRAN, as well as co-authored books on spatial data analysis and INLA including Advanced Spatial Modeling with Stochastic Partial Differential Equations Using R and INLA (CRC Press, 2019).