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DC Field | Value | Language |
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dc.contributor.author | Lambert , P | - |
dc.contributor.author | GRESSANI, Oswaldo | - |
dc.date.accessioned | 2024-06-14T09:59:17Z | - |
dc.date.available | 2024-06-14T09:59:17Z | - |
dc.date.issued | 2023 | - |
dc.date.submitted | 2024-06-14T09:54:55Z | - |
dc.identifier.citation | STATISTICAL MODELLING, 23 (5-6) , p. 409 -423 | - |
dc.identifier.uri | http://hdl.handle.net/1942/43153 | - |
dc.description.abstract | Laplace P-splines (LPS) combine the P-splines smoother and the Laplace approximation in a unifying framework for fast and flexible inference under the Bayesian paradigm. The Gaussian Markov random field prior assumed for penalized parameters and the Bernstein-von Mises theorem typically ensure a razor-sharp accuracy of the Laplace approximation to the posterior distribution of these quantities. This accuracy can be seriously compromised for some unpenalized parameters, especially when the information synthesized by the prior and the likelihood is sparse. Therefore, we propose a refined version of the LPS methodology by splitting the parameter space in two subsets. The first set involves parameters for which the joint posterior distribution is approached from a non-Gaussian perspective with an approximation scheme tailored to capture asymmetric patterns, while the posterior distribution for the penalized parameters in the complementary set undergoes the LPS treatment with Laplace approximations. As such, the dichotomization of the parameter space provides the necessary structure for a separate treatment of model parameters, yielding improved estimation accuracy as compared to a setting where posterior quantities are uniformly handled with Laplace. In addition, the proposed enriched version of LPS remains entirely sampling-free, so that it operates at a computing speed that is far from reach to any existing Markov chain Monte Carlo approach. The methodology is illustrated on the additive proportional odds model with an application on ordinal survey data. | - |
dc.description.sponsorship | Philippe Lambert acknowledges the support of the ARC project IMAL (grant 20/25-107) financed by the Wallonia-Brussels Federation and granted by the Academie Universitaire Louvain. | - |
dc.language.iso | en | - |
dc.publisher | SAGE PUBLICATIONS LTD | - |
dc.rights | 2023 The Author(s) | - |
dc.subject.other | Additive model | - |
dc.subject.other | Bayesian P-splines | - |
dc.subject.other | Laplace approximation | - |
dc.subject.other | Skewness | - |
dc.title | Penalty parameter selection and asymmetry corrections to Laplace approximations in Bayesian P-splines models | - |
dc.type | Journal Contribution | - |
dc.identifier.epage | 423 | - |
dc.identifier.issue | 5-6 | - |
dc.identifier.spage | 409 | - |
dc.identifier.volume | 23 | - |
local.bibliographicCitation.jcat | A1 | - |
local.publisher.place | 1 OLIVERS YARD, 55 CITY ROAD, LONDON EC1Y 1SP, ENGLAND | - |
local.type.refereed | Refereed | - |
local.type.specified | Article | - |
dc.identifier.doi | 10.1177/1471082X231181173 | - |
dc.identifier.isi | 001064372600001 | - |
local.provider.type | Web of Science | - |
local.uhasselt.international | no | - |
item.fullcitation | Lambert , P & GRESSANI, Oswaldo (2023) Penalty parameter selection and asymmetry corrections to Laplace approximations in Bayesian P-splines models. In: STATISTICAL MODELLING, 23 (5-6) , p. 409 -423. | - |
item.accessRights | Open Access | - |
item.fulltext | With Fulltext | - |
item.contributor | Lambert , P | - |
item.contributor | GRESSANI, Oswaldo | - |
crisitem.journal.issn | 1471-082X | - |
crisitem.journal.eissn | 1477-0342 | - |
Appears in Collections: | Research publications |
Files in This Item:
File | Description | Size | Format | |
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lambert-gressani-2023-penalty-parameter-selection-and-asymmetry-corrections-to-laplace-approximations-in-bayesian-p.pdf | Published version | 1.21 MB | Adobe PDF | View/Open |
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