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  • Inference and computation w...
    Wood, Simon N.

    Test (Madrid, Spain), 06/2020, Letnik: 29, Številka: 2
    Journal Article

    Regression models in which a response variable is related to smooth functions of some predictor variables are popular as a result of their appealing balance between flexibility and interpretability. Since the original generalized additive models of Hastie and Tibshirani (Generalized additive models. Chapman & Hall, Boca Raton, 1990) numerous model extensions have been proposed, and a variety of practically useful computational strategies have emerged. This paper provides an overview of some widely applicable frameworks for this type of modelling, emphasizing the similarities between the different approaches, and the equivalence of smoothing, Gaussian latent process models and Gaussian random effects. The focus is particularly on Bayes empirical smoother theory, fully Bayesian inference via stochastic simulation or integrated nested Laplace approximation and boosting.