most citedApproximate Laplace approximations for scalable model selection

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stat.CO2020★ 1 cited

Approximate Laplace approximations for scalable model selection

David Rossell, Oriol Abril, Anirban Bhattacharya

We propose the approximate Laplace approximation (ALA) to evaluate integrated likelihoods, a bottleneck in Bayesian model selection. The Laplace approximation (LA) is a popular too…