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Bilodeau B, Stringer A, Tang Y. Stochastic Convergence Rates and Applications of Adaptive Quadrature in Bayesian Inference. J Am Stat Assoc 2022. [DOI: 10.1080/01621459.2022.2141635] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/06/2022]
Affiliation(s)
- Blair Bilodeau
- Department of Statistical Sciences, University of Toronto
| | - Alex Stringer
- Department of Statistics and Actuarial Science, University of Waterloo
| | - Yanbo Tang
- Department of Mathematics, Imperial College London
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Jóhannesson ÁV, Siegert S, Huser R, Bakka H, Hrafnkelsson B. Approximate Bayesian inference for analysis of spatiotemporal flood frequency data. Ann Appl Stat 2022. [DOI: 10.1214/21-aoas1525] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
Affiliation(s)
- Árni V. Jóhannesson
- Department of Mathematics, Faculty of Physical Sciences, School of Engineering and Natural Sciences, University of Iceland
| | - Stefan Siegert
- Department of Mathematics, College of Engineering, Mathematics and Physical Sciences, University of Exeter
| | - Raphaël Huser
- Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division, King Abdullah University of Science and Technology (KAUST)
| | | | - Birgir Hrafnkelsson
- Department of Mathematics, Faculty of Physical Sciences, School of Engineering and Natural Sciences, University of Iceland
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Geirsson ÓP, Hrafnkelsson B, Simpson D, Sigurdarson H. LGM Split Sampler: An Efficient MCMC Sampling Scheme for Latent Gaussian Models. Stat Sci 2020. [DOI: 10.1214/19-sts727] [Citation(s) in RCA: 5] [Impact Index Per Article: 1.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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