activity
20122014
most citedPenalising model component complexity: A principled, practical approach to constructing priors

25 citations · 25 across the 3 of their papers we have counts for

collaborators

5 papers

stat.ME2014★ 25 cited

Penalising model component complexity: A principled, practical approach to constructing priors

Daniel P. Simpson, Håvard Rue, Thiago G. Martins +2

In this paper, we introduce a new concept for constructing prior distributions. We exploit the natural nested structure inherent to many model components, which defines the model c…

stat.ME2013

Sensitivity analysis for Bayesian hierarchical models

Malgorzata Roos, Thiago G. Martins, Leonhard Held +1

Prior sensitivity examination plays an important role in applied Bayesian analyses. This is especially true for Bayesian hierarchical models, where interpretability of the paramete…

stat.AP2013

Inference on Dynamic Models for non-Gaussian Random Fields using INLA: A Homicide Rate Analysis of Brazilian Cities

Renan Xavier Cortes, Thiago Guerrera Martins, Marcos Oliveira Prates +1

Robust time series analysis is an important subject in statistical modeling. Models based on Gaussian distribution are sensitive to outliers, which may imply in a significant degra…

stat.CO2012

Extending INLA to a class of near-Gaussian latent models

Thiago G. Martins, Håvard Rue

This work extends the Integrated Nested Laplace Approximation (INLA) method to latent models outside the scope of latent Gaussian models, where independent components of the latent…

stat.CO2012

Bayesian computing with INLA: new features

Thiago G. Martins, Daniel Simpson, Finn Lindgren +1

The INLA approach for approximate Bayesian inference for latent Gaussian models has been shown to give fast and accurate estimates of posterior marginals and also to be a valuable…