|
|
1 | (18) |
|
|
1 | (7) |
|
|
1 | (1) |
|
|
2 | (1) |
|
|
3 | (1) |
|
|
4 | (4) |
|
|
8 | (1) |
|
1.3 Prior and Posterior Distributions |
|
|
9 | (2) |
|
|
11 | (1) |
|
|
12 | (1) |
|
|
13 | (2) |
|
|
15 | (4) |
|
|
15 | (1) |
|
|
16 | (1) |
|
|
17 | (2) |
|
|
19 | (20) |
|
2.1 Latent Gaussian Models (LGMs) |
|
|
19 | (2) |
|
2.2 Gaussian Markov Random Fields (GMRFs) |
|
|
21 | (2) |
|
2.3 Laplace Approximation and INLA |
|
|
23 | (8) |
|
|
31 | (4) |
|
|
35 | (4) |
|
3 Bayesian Linear Regression |
|
|
39 | (32) |
|
|
39 | (1) |
|
3.2 Bayesian Inference for Linear Regression |
|
|
40 | (7) |
|
|
47 | (2) |
|
3.4 Model Selection and Checking |
|
|
49 | (7) |
|
3.4.1 Model Selection by DIC |
|
|
49 | (1) |
|
3.4.2 Posterior Predictive Model Checking |
|
|
50 | (2) |
|
3.4.3 Cross-Validation Model Checking |
|
|
52 | (2) |
|
3.4.4 Bayesian Residual Analysis |
|
|
54 | (2) |
|
|
56 | (1) |
|
|
57 | (2) |
|
3.7 Ridge Regression for Multicollinearity |
|
|
59 | (4) |
|
3.8 Regression with Autoregressive Errors |
|
|
63 | (8) |
|
4 Generalized Linear Models |
|
|
71 | (30) |
|
|
71 | (2) |
|
|
73 | (3) |
|
|
76 | (8) |
|
|
77 | (2) |
|
4.3.2 Negative Binomial Regression |
|
|
79 | (5) |
|
|
84 | (3) |
|
4.5 Gamma Regression for Skewed Data |
|
|
87 | (4) |
|
4.6 Proportional Responses |
|
|
91 | (5) |
|
4.7 Modeling Zero-Inflated Data |
|
|
96 | (5) |
|
5 Linear Mixed and Generalized Linear Mixed Models |
|
|
101 | (40) |
|
|
101 | (1) |
|
|
102 | (9) |
|
|
106 | (3) |
|
|
109 | (2) |
|
|
111 | (8) |
|
|
112 | (1) |
|
5.3.2 Random Slope and Intercept |
|
|
113 | (3) |
|
|
116 | (3) |
|
5.4 Classical Z-Matrix Model |
|
|
119 | (5) |
|
5.4.1 Ridge Regression Revisited |
|
|
121 | (3) |
|
5.5 Generalized Linear Mixed Models |
|
|
124 | (1) |
|
|
125 | (8) |
|
|
133 | (8) |
|
5.7.1 Improving the Approximation |
|
|
139 | (2) |
|
|
141 | (28) |
|
|
141 | (2) |
|
6.2 Semiparametric Models |
|
|
143 | (5) |
|
6.2.1 Piecewise Constant Baseline Hazard Models |
|
|
143 | (3) |
|
6.2.2 Stratified Proportional Hazards Models |
|
|
146 | (2) |
|
6.3 Accelerated Failure Time Models |
|
|
148 | (3) |
|
|
151 | (6) |
|
6.5 Interval Censored Data |
|
|
157 | (3) |
|
|
160 | (4) |
|
6.7 Joint Modeling of Longitudinal and Time-to-Event Data |
|
|
164 | (5) |
|
7 Random Walk Models for Smoothing Methods |
|
|
169 | (42) |
|
|
169 | (1) |
|
|
170 | (15) |
|
7.2.1 Random Walk (RW) Priors for Equally-Spaced Locations |
|
|
170 | (6) |
|
7.2.2 Choice of Priors on σ2ε and σ2f |
|
|
176 | (3) |
|
7.2.3 Random Walk Models for Non-Equally Spaced Locations |
|
|
179 | (6) |
|
|
185 | (7) |
|
7.3.1 Thin-Plate Splines on Regular Lattices |
|
|
185 | (3) |
|
7.3.2 Thin-Plate Splines at Irregularly-Spaced Locations |
|
|
188 | (4) |
|
|
192 | (3) |
|
7.5 Penalized Regression Splines (P-Splines) |
|
|
195 | (3) |
|
7.6 Adaptive Spline Smoothing |
|
|
198 | (3) |
|
7.7 Generalized Nonparametric Regression Models |
|
|
201 | (5) |
|
7.8 Excursion Set with Uncertainty |
|
|
206 | (5) |
|
8 Gaussian Process Regression |
|
|
211 | (18) |
|
|
211 | (5) |
|
8.2 Penalized Complexity Priors |
|
|
216 | (1) |
|
8.3 Credible Bands for Smoothness |
|
|
217 | (3) |
|
8.4 Non-Stationary Fields |
|
|
220 | (2) |
|
8.5 Interpolation with Uncertainty |
|
|
222 | (4) |
|
|
226 | (3) |
|
9 Additive and Generalized Additive Models |
|
|
229 | (22) |
|
|
229 | (7) |
|
9.2 Generalized Additive Models |
|
|
236 | (9) |
|
|
237 | (3) |
|
|
240 | (5) |
|
9.3 Generalized Additive Mixed Models |
|
|
245 | (6) |
|
10 Errors-in-Variables Regression |
|
|
251 | (16) |
|
|
251 | (3) |
|
10.2 Classical Errors-in-Variables Models |
|
|
254 | (9) |
|
10.2.1 A Simple Linear Model with Heteroscedastic Errors-in-Variables |
|
|
254 | (3) |
|
10.2.2 A General Exposure Model with Replicated Measurements |
|
|
257 | (6) |
|
10.3 Berkson Errors-in-Variables Models |
|
|
263 | (4) |
|
11 Miscellaneous Topics in INLA |
|
|
267 | (22) |
|
11.1 Splines as a Mixed Model |
|
|
267 | (5) |
|
11.1.1 Truncated Power Basis Splines |
|
|
267 | (1) |
|
11.1.2 O'Sullivan Splines |
|
|
268 | (1) |
|
11.1.3 Example: Canadian Income Data |
|
|
269 | (3) |
|
11.2 Analysis of Variance for Functional Data |
|
|
272 | (6) |
|
|
278 | (5) |
|
11.4 Density Estimation Using INLA |
|
|
283 | (6) |
Appendix A Installation |
|
289 | (2) |
Appendix B Uninformative Priors in Linear Regression |
|
291 | (6) |
Bibliography |
|
297 | (12) |
Index |
|
309 | |