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TMB: Automatic Differentiation and Laplace Approximation

Citations

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Cited by:

  1. Craiu, Radu V. & Duchesne, Thierry, 2018. "A scalable and efficient covariate selection criterion for mixed effects regression models with unknown random effects structure," Computational Statistics & Data Analysis, Elsevier, vol. 117(C), pages 154-161.
  2. Katie Wilson & Jon Wakefield, 2022. "A probabilistic model for analyzing summary birth history data," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 47(11), pages 291-344.
  3. Herbert Susmann & Monica Alexander & Leontine Alkema, 2022. "Temporal Models for Demographic and Global Health Outcomes in Multiple Populations: Introducing a New Framework to Review and Standardise Documentation of Model Assumptions and Facilitate Model Compar," International Statistical Review, International Statistical Institute, vol. 90(3), pages 437-467, December.
  4. Wei Zhang & Simon J. Bonner & Rachel S. McCrea, 2023. "Latent multinomial models for extended batch‐mark data," Biometrics, The International Biometric Society, vol. 79(3), pages 2732-2742, September.
  5. Øystein Sørensen & Anders M. Fjell & Kristine B. Walhovd, 2023. "Longitudinal Modeling of Age-Dependent Latent Traits with Generalized Additive Latent and Mixed Models," Psychometrika, Springer;The Psychometric Society, vol. 88(2), pages 456-486, June.
  6. Simon N. Wood, 2020. "Inference and computation with generalized additive models and their extensions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(2), pages 307-339, June.
  7. Yan Cui & Qi Li & Fukang Zhu, 2020. "Flexible bivariate Poisson integer-valued GARCH model," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(6), pages 1449-1477, December.
  8. David M Keith & Jessica A Sameoto & Freya M Keyser & Christine A Ward-Paige, 2020. "Evaluating socio-economic and conservation impacts of management: A case study of time-area closures on Georges Bank," PLOS ONE, Public Library of Science, vol. 15(10), pages 1-25, October.
  9. Daniel McGuire & Havell Markus & Lina Yang & Jingyu Xu & Austin Montgomery & Arthur Berg & Qunhua Li & Laura Carrel & Dajiang J. Liu & Bibo Jiang, 2024. "Dissecting heritability, environmental risk, and air pollution causal effects using > 50 million individuals in MarketScan," Nature Communications, Nature, vol. 15(1), pages 1-14, December.
  10. Ben C. Stevenson & Rachel M. Fewster & Koustubh Sharma, 2022. "Spatial correlation structures for detections of individuals in spatial capture–recapture models," Biometrics, The International Biometric Society, vol. 78(3), pages 963-973, September.
  11. Riki Herliansyah & Ruth King & Stuart King, 2022. "Laplace Approximations for Capture–Recapture Models in the Presence of Individual Heterogeneity," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 27(3), pages 401-418, September.
  12. Yuan Yan & Eva Cantoni & Chris Field & Margaret Treble & Joanna Mills Flemming, 2023. "Spatiotemporal modeling of mature‐at‐length data using a sliding window approach," Environmetrics, John Wiley & Sons, Ltd., vol. 34(2), March.
  13. Flores-Agreda, Daniel & Cantoni, Eva, 2019. "Bootstrap estimation of uncertainty in prediction for generalized linear mixed models," Computational Statistics & Data Analysis, Elsevier, vol. 130(C), pages 1-17.
  14. Xin Jin, 2021. "Can we imitate the principal investor's behavior to learn option price?," Papers 2105.11376, arXiv.org, revised Jan 2022.
  15. Benny Ren & Ian Barnett, 2023. "Combining mixed effects hidden Markov models with latent alternating recurrent event processes to model diurnal active–rest cycles," Biometrics, The International Biometric Society, vol. 79(4), pages 3402-3417, December.
  16. Tim C. D. Lucas & Anita K. Nandi & Elisabeth G. Chestnutt & Katherine A. Twohig & Suzanne H. Keddie & Emma L. Collins & Rosalind E. Howes & Michele Nguyen & Susan F. Rumisha & Andre Python & Rohan Ara, 2021. "Mapping malaria by sharing spatial information between incidence and prevalence data sets," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 70(3), pages 733-749, June.
  17. Zheng, Nan & Cadigan, Noel, 2021. "Frequentist delta-variance approximations with mixed-effects models and TMB," Computational Statistics & Data Analysis, Elsevier, vol. 160(C).
  18. Mikkel L. Sørensen & Peter Nystrup & Mathias B. Bjerregård & Jan K. Møller & Peder Bacher & Henrik Madsen, 2023. "Recent developments in multivariate wind and solar power forecasting," Wiley Interdisciplinary Reviews: Energy and Environment, Wiley Blackwell, vol. 12(2), March.
  19. Céline Cunen & Nils Lid Hjort, 2022. "Combining information across diverse sources: The II‐CC‐FF paradigm," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(2), pages 625-656, June.
  20. Aaron Osgood‐Zimmerman & Jon Wakefield, 2023. "A Statistical Review of Template Model Builder: A Flexible Tool for Spatial Modelling," International Statistical Review, International Statistical Institute, vol. 91(2), pages 318-342, August.
  21. David L. Miller & Richard Glennie & Andrew E. Seaton, 2020. "Understanding the Stochastic Partial Differential Equation Approach to Smoothing," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 25(1), pages 1-16, March.
  22. Théo Michelot & Richard Glennie & Catriona Harris & Len Thomas, 2021. "Varying-Coefficient Stochastic Differential Equations with Applications in Ecology," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 26(3), pages 446-463, September.
  23. Ingrid Sandvig Thorsen & Bård Støve & Hans J. Skaug, 2023. "A TMB Approach to Study Spatial Variation in Weather-Generated Claims in Insurance," SN Operations Research Forum, Springer, vol. 4(4), pages 1-27, December.
  24. Ruggero Bellio & Nicola Soriani, 2021. "Maximum likelihood estimation based on the Laplace approximation for p2 network regression models," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 75(1), pages 24-41, February.
  25. Jenni Niku & Francis K. C. Hui & Sara Taskinen & David I. Warton, 2021. "Analyzing environmental‐trait interactions in ecological communities with fourth‐corner latent variable models," Environmetrics, John Wiley & Sons, Ltd., vol. 32(6), September.
  26. Devin S. Johnson & Brian M. Brost & Mevin B. Hooten, 2022. "Greater Than the Sum of its Parts: Computationally Flexible Bayesian Hierarchical Modeling," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 27(2), pages 382-400, June.
  27. Ingvild M. Helgøy & Hans J. Skaug, 2022. "The Sibling Distribution for Multivariate Life Time Data," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 84(1), pages 340-363, May.
  28. Daniel Ovando & Gary D. Libecap & Katherine D. Millage & Lennon Thomas, 2020. "Coasean Approaches to Ending Overfishing: Bigeye Tuna Conservation in the Western and Central Pacific Ocean," NBER Working Papers 27801, National Bureau of Economic Research, Inc.
  29. William H. Aeberhard & Eva Cantoni & Chris Field & Hans R. Künsch & Joanna Mills Flemming & Ximing Xu, 2021. "Robust estimation for discrete‐time state space models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(4), pages 1127-1147, December.
  30. Andreia Monteiro & Raquel Menezes & Maria Eduarda Silva, 2021. "Modelling informative time points: an evolutionary process approach," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(2), pages 364-382, June.
  31. Cole C Monnahan & Kasper Kristensen, 2018. "No-U-turn sampling for fast Bayesian inference in ADMB and TMB: Introducing the adnuts and tmbstan R packages," PLOS ONE, Public Library of Science, vol. 13(5), pages 1-10, May.
  32. Andersson, Jonas & Sheybanivaziri, Samaneh, 2023. "Probabilistic forecasting of electricity prices using an augmented LMARX-model," Discussion Papers 2023/11, Norwegian School of Economics, Department of Business and Management Science.
  33. Roland Langrock & Timo Adam & Vianey Leos‐Barajas & Sina Mews & David L. Miller & Yannis P. Papastamatiou, 2018. "Spline‐based nonparametric inference in general state‐switching models," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 72(3), pages 179-200, August.
  34. Han, Jeongseop & Lee, Youngjo, 2024. "Enhanced Laplace approximation," Journal of Multivariate Analysis, Elsevier, vol. 202(C).
  35. Ethan Lawler & Kim Whoriskey & William H. Aeberhard & Chris Field & Joanna Mills Flemming, 2019. "The Conditionally Autoregressive Hidden Markov Model (CarHMM): Inferring Behavioural States from Animal Tracking Data Exhibiting Conditional Autocorrelation," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 24(4), pages 651-668, December.
  36. Geir D. Berentsen & Jan Bulla & Antonello Maruotti & Bård Støve, 2022. "Modelling clusters of corporate defaults: Regime‐switching models significantly reduce the contagion source," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 71(3), pages 698-722, June.
  37. Junker, Rune Grønborg & Kallesøe, Carsten Skovmose & Real, Jaume Palmer & Howard, Bianca & Lopes, Rui Amaral & Madsen, Henrik, 2020. "Stochastic nonlinear modelling and application of price-based energy flexibility," Applied Energy, Elsevier, vol. 275(C).
  38. Paul Roddy & Ursula Dalrymple & Tomas O Jensen & Sabine Dittrich & V Bhargavi Rao & Daniel A Pfeffer & Katherine A Twohig & Teri Roberts & Oscar Bernal & Ethan Guillen, 2019. "Quantifying the incidence of severe-febrile-illness hospital admissions in sub-Saharan Africa," PLOS ONE, Public Library of Science, vol. 14(7), pages 1-19, July.
  39. Jenni Niku & David I. Warton & Francis K. C. Hui & Sara Taskinen, 2017. "Generalized Linear Latent Variable Models for Multivariate Count and Biomass Data in Ecology," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 22(4), pages 498-522, December.
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