The Integrated Nested Laplace Approximation for fitting Dirichlet regression models

1 code implementation • 9 Jul 2019 • Joaquín Martínez-Minaya, Finn Lindgren, Antonio López-Quílez, Daniel Simpson, David Conesa

This paper introduces a Laplace approximation to Bayesian inference in Dirichlet regression models, which can be used to analyze a set of variables on a simplex exhibiting skewness and heteroscedasticity, without having to transform the data.

Bayesian Inference Computation Methodology