35 citations · 70 across the 16 of their papers we have counts for
3 papers · 1 filter
Leave-group-out cross-validation for latent Gaussian models
Zhedong Liu, Janet Van Niekerk, Haavard Rue
Evaluating the predictive performance of a statistical model is commonly done using cross-validation. Among the various methods, leave-one-out cross-validation (LOOCV) is frequentl…
Parallelized integrated nested Laplace approximations for fast Bayesian inference
Lisa Gaedke-Merzhäuser, Janet van Niekerk, Olaf Schenk +1
There is a growing demand for performing larger-scale Bayesian inference tasks, arising from greater data availability and higher-dimensional model parameter spaces. In this work w…
Joint Posterior Inference for Latent Gaussian Models with R-INLA
Cristian Chiuchiolo, Janet van Niekerk, Haavard Rue
Efficient Bayesian inference remains a computational challenge in hierarchical models. Simulation-based approaches such as Markov Chain Monte Carlo methods are still popular but ha…