activity
20152020
most citedThe MCMC split sampler: A block Gibbs sampling scheme for latent Gaussian models

4 citations · 6 across the 2 of their papers we have counts for

collaborators

6 papers

stat.AP2020

Generalization of the power-law rating curve using hydrodynamic theory and Bayesian hierarchical modeling

Birgir Hrafnkelsson, Helgi Sigurdarson, Sölvi Rögnvaldsson +3

The power-law rating curve has been used extensively in hydraulic practice and hydrology. It is given by , where is discharge, is water elevation, , a…

stat.ME2019

Max-and-Smooth: a two-step approach for approximate Bayesian inference in latent Gaussian models

Birgir Hrafnkelsson, Stefan Siegert, Raphaël Huser +2

With modern high-dimensional data, complex statistical models are necessary, requiring computationally feasible inference schemes. We introduce Max-and-Smooth, an approximate Bayes…

stat.ME2019

Approximate Bayesian inference for analysis of spatio-temporal flood frequency data

Árni V. Johannesson, Stefan Siegert, Raphaël Huser +2

Extreme floods cause casualties, and widespread damage to property and vital civil infrastructure. We here propose a Bayesian approach for predicting extreme floods using the gener…

stat.ME2018

A Hierarchical Spatio-Temporal Statistical Model Motivated by Glaciology

Giri Gopalan, Birgir Hrafnkelsson, Christopher K. Wikle +4

In this paper, we extend and analyze a Bayesian hierarchical spatio-temporal model for physical systems. A novelty is to model the discrepancy between the output of a computer simu…

stat.AP20162 cited

A Bayesian hierarchical model for monthly maxima of instantaneous flow

Egil Ferkingstad, Oli Pall Geirsson, Birgir Hrafnkelsson +2

We propose a comprehensive Bayesian hierarchical model for monthly maxima of instantaneous flow in river catchments. The Gumbel distribution is used as the probabilistic model for…

stat.CO20154 cited

The MCMC split sampler: A block Gibbs sampling scheme for latent Gaussian models

Óli Páll Geirsson, Birgir Hrafnkelsson, Daniel Simpson +1

A novel computationally efficient Markov chain Monte Carlo (MCMC) scheme for latent Gaussian models (LGMs) is proposed in this paper. The sampling scheme is a two block Gibbs sampl…