50 citations · 90 across the 22 of their papers we have counts for
6 papers · 1 filter
Dense Matrices Are Alike; Sparse Matrices Are Sparse in Their Own Way: A Structure-Adaptive Tile Cholesky Factorization
Esmail Abdul Fattah, Hatem Ltaief, Håvard Rue +1
Sparse direct Cholesky solvers fix one data structure for an entire matrix, but symmetric positive definite systems range from nearly dense to irregular, sometimes mixing both with…
Cross Validation for the log Gaussian Cox Process
Hans Montcho, Håvard Rue, Finn Lindgren +4
The log Gaussian Cox Process (LGCP) is one of the most widely used models for the analysis of spatial point patterns. Although Bayesian methods and software for fitting LGCPs are n…
Deterministic Leave-One-Cluster-Out Cross-Validation for Multilevel Bayesian Structural Equation Models
Mohammad Alhyari, Haziq Jamil, Hans Montcho +1
We introduce a closed-form, refit-free procedure for leave-one-cluster-out (LOCO) cross-validation in multilevel Gaussian Bayesian structural equation models (SEMs), together with…
Distributed and recursive Bayesian inference for Big Data and complex spatio-temporal models
Mario Figueira, David Conesa, Antonio López-Quílez +1
The rapid growth of massive and complex datasets in fields such as econometrics, environmental sciences, risk management, and public policy has reshaped statistical modeling while…
Informative Distance-Based Priors for Correlation Matrices Centred on a Target Reference
Anna Freni-Sterrantino, Janet van Niekerk, Elias Teixeira Krainski +3
Specifying a prior over the space of correlation matrices is a persistent challenge in Bayesian analysis. The space is a curved manifold whose dimension grows quadratically with th…
ADELIA: Automatic Differentiation for Efficient Laplace Inference Approximations
Afif Boudaoud, Lisa Gaedke-Merzhäuser, Alexandros Nikolaos Ziogas +6
Spatio-temporal Bayesian inference drives environmental and health sciences using latent Gaussian models. Integrated Nested Laplace Approximations (INLA) enable inference for these…