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2025-06-03 17:13:55

This https://arxiv.org/abs/2406.04655 has been replaced.
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Bayesian Inference for Spatial-Temporal Non-Gaussian Data Using Predictive Stacking
Analysing non-Gaussian spatial-temporal data requires introducing spatial dependence in generalised linear models through the link function of an exponential family distribution. Unlike in Gaussian likelihoods, inference is considerably encumbered by the inability to analytically integrate out the random effects and reduce the dimension of the parameter space. Iterative estimation algorithms struggle to converge due to the presence of weakly identified parameters. We devise Bayesian inference u…