{"doi":"10.1093/biomet/asaa068","title":"Approximating posteriors with high-dimensional nuisance parameters via integrated rotated Gaussian approximation","abstract":"Posterior computation for high-dimensional data with many parameters can be challenging. This article focuses on a new method for approximating posterior distributions of a low- to moderate-dimensional parameter in the presence of a high-dimensional or otherwise computationally challenging nuisance parameter. The focus is on regression models and the key idea is to separate the likelihood into two components through a rotation. One component involves only the nuisance parameters, which can then be integrated out using a novel type of Gaussian approximation. We provide theory on approximation accuracy that holds for a broad class of forms of the nuisance component and priors. Applying our method to simulated and real data sets shows that it can outperform state-of-the-art posterior approximation approaches.","journal":"Biometrika","year":2020,"id":115480,"datarank":0.16479184330021646,"base_score":1.0986122886681096,"endowment":1.0986122886681096,"self_citation_contribution":0.16479184330021646,"citation_network_contribution":0.0,"self_endowment_contribution":0.16479184330021646,"citer_contribution":0.0,"corpus_percentile":null,"corpus_rank":null,"citation_count":2,"citer_count":0,"citers_with_citation_signal":0,"citers_with_endowment":0,"datacite_reuse_total":0,"is_dataset":false,"is_dataset_confidence":0.9558,"is_data_producer":false,"deposit_databanks":null,"is_oa":true,"file_count":0,"downloads":0,"has_version_chain":false,"published_date":"2020-01-01","fair_score":null,"fair_percentile":null,"algorithm_id":"datarank_citation_only_1hop_v6","ranking_scope":"data_only","authors":[{"id":541063,"name":"Galen Reeves","orcid":"0000-0003-4230-0688","position":1,"is_corresponding":false},{"id":440625,"name":"David B. Dunson","orcid":null,"position":2,"is_corresponding":false},{"id":541062,"name":"Willem van den Boom","orcid":"0000-0002-1777-3857","position":0,"is_corresponding":true}],"reference_count":65,"raw_metadata":{"citation_network_status":"fetched"},"created_at":"2026-07-18T23:13:36.820928Z","pmid":"35747172","pmcid":null,"fwci":null,"citation_percentile":null,"influential_citations":0,"oa_status":null,"license":null,"views":0,"total_file_size_bytes":0,"version_count":0,"fair_f":null,"fair_a":null,"fair_i":null,"fair_r":null,"fair_zscore":null,"fair_rationale":null,"fair_model":null,"fair_agent_version":null,"fair_fulltext_source":null,"fair_has_llm":null,"fair_computed_at":null,"clinical_trials":[],"software_tools":[],"db_accessions":[],"linked_datasets":[],"topics":[]}