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Browsing Articles (Departament d'Economia) by Subject "Approximate inference"

Browsing Articles (Departament d'Economia) by Subject "Approximate inference"

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  • Rossell Ribera, David; Abril Pla, Oriol; Bhattacharya, Anirban (Wiley, 2021)
    We propose the approximate Laplace approximation (ALA) to evaluate integrated likelihoods, a bottleneck in Bayesian model selection. The Laplace approximation (LA) is a popular tool that speeds up such computation and ...

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