Corrected Integrated Laplace Approximation for Bayesian Inference in Latent Gaussian Models

arXiv:2605.20345v1 Announce Type: cross Abstract: Latent Gaussian models (LGMs) are a popular class of Bayesian hierarchical models that include Gaussian processes, as well as certain spatial models and mixed-effect models. Efficient Bayesian inference of LGMs often requires marginalizing out the latent variables. For LGMs with a non-Gaussian likelihood, exact marginalization is not possible and a popular approach is to do approximate marginalization with an integrated Laplace approximation (ILA). Using ILA produces an approximate posterior which, in some settings, can differ significantly fro

Source: arXiv cs.LG — read the full report at the original publisher.

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