%0 Journal Article %1 Nevillea20118 %A Nevillea, Sarah E. %A Wand, M.P. %D 2011 %J Procedia Environmental Sciences %K Bayesian GEV %P 8 - 13 %R 10.1016/j.proenv.2011.02.003 %T Generalised extreme value geoadditive model analysis via variational Bayes %U http://www.sciencedirect.com/science/article/B987R-52C3FG7-J/2/1883b63f8b92df8e71a6f1c753635114 %V 3 %X We devise a variational Bayes algorithm for fast approximate inference in Bayesian Generalized Extreme Value additive model analysis. Such models are useful for flexibly assessing the impact of continuous predictor variables on sample extremes. The new methodology allows large Bayesian models to be fitted and assessed without the significant computing costs of Monte Carlo methods. © 2010 Published by Elsevier Ltd. Selection and/or peer-review under responsibility of Alfred Stein.

@article{Nevillea20118, abstract = {We devise a variational Bayes algorithm for fast approximate inference in Bayesian Generalized Extreme Value additive model analysis. Such models are useful for flexibly assessing the impact of continuous predictor variables on sample extremes. The new methodology allows large Bayesian models to be fitted and assessed without the significant computing costs of Monte Carlo methods. © 2010 Published by Elsevier Ltd. Selection and/or peer-review under responsibility of Alfred Stein.}, added-at = {2011-03-21T18:45:33.000+0100}, author = {Nevillea, Sarah E. and Wand, M.P.}, biburl = {https://www.bibsonomy.org/bibtex/2fe1d0aa0ee75d2b000fbe5b49e368c3c/marsianus}, description = {ScienceDirect - Procedia Environmental Sciences : Generalised extreme value geoadditive model analysis via variational Bayes}, doi = {10.1016/j.proenv.2011.02.003}, interhash = {c987e09543b89372b41f37d2ed759f6f}, intrahash = {fe1d0aa0ee75d2b000fbe5b49e368c3c}, issn = {1878-0296}, journal = {Procedia Environmental Sciences}, keywords = {Bayesian GEV}, note = {1st Conference on Spatial Statistics 2011 - Mapping Global Change}, pages = {8 - 13}, timestamp = {2013-11-18T15:47:52.000+0100}, title = {Generalised extreme value geoadditive model analysis via variational Bayes}, url = {http://www.sciencedirect.com/science/article/B987R-52C3FG7-J/2/1883b63f8b92df8e71a6f1c753635114}, volume = 3, year = 2011 }