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Fast and accurate Bayesian model criticism and conflict diagnostics using R-INLA


Ferkingstad, Egil; Held, Leonhard; Rue, Håvard (2017). Fast and accurate Bayesian model criticism and conflict diagnostics using R-INLA. Stat, 6(1):331-344.

Abstract

Bayesian hierarchical models are increasingly popular for realistic modelling and analysis of complex data. This trend is accompanied by the need for flexible, general and computationally efficient methods for model criticism and conflict detection. Usually, a Bayesian hierarchical model incorporates a grouping of the individual data points, as, for example, with individuals in repeated measurement data. In such cases, the following question arises: Are any of the groups “outliers,” or in conflict with the remaining groups? Existing general approaches aiming to answer such questions tend to be extremely computationally demanding when model fitting is based on Markov chain Monte Carlo. We show how group-level model criticism and conflict detection can be carried out quickly and accurately through integrated nested Laplace approximations (INLA). The new method is implemented as a part of the open-source R-INLA package for Bayesian computing (http://r-inla.org). Copyright © 2017 John Wiley & Sons, Ltd.

Abstract

Bayesian hierarchical models are increasingly popular for realistic modelling and analysis of complex data. This trend is accompanied by the need for flexible, general and computationally efficient methods for model criticism and conflict detection. Usually, a Bayesian hierarchical model incorporates a grouping of the individual data points, as, for example, with individuals in repeated measurement data. In such cases, the following question arises: Are any of the groups “outliers,” or in conflict with the remaining groups? Existing general approaches aiming to answer such questions tend to be extremely computationally demanding when model fitting is based on Markov chain Monte Carlo. We show how group-level model criticism and conflict detection can be carried out quickly and accurately through integrated nested Laplace approximations (INLA). The new method is implemented as a part of the open-source R-INLA package for Bayesian computing (http://r-inla.org). Copyright © 2017 John Wiley & Sons, Ltd.

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Additional indexing

Item Type:Journal Article, refereed, original work
Communities & Collections:04 Faculty of Medicine > Epidemiology, Biostatistics and Prevention Institute (EBPI)
Dewey Decimal Classification:610 Medicine & health
Scopus Subject Areas:Physical Sciences > Statistics and Probability
Social Sciences & Humanities > Statistics, Probability and Uncertainty
Language:English
Date:2017
Deposited On:30 Jan 2018 22:20
Last Modified:08 Apr 2020 22:40
Publisher:Wiley-Blackwell Publishing, Inc.
ISSN:2049-1573
OA Status:Closed
Publisher DOI:https://doi.org/10.1002/sta4.163

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