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A method for sequential inference of the fixed parameters of a dynamic latent Gaussian models is proposed and evaluated that is based on the iterated Laplace approximation. The method provides a useful trade-off between computational…

Methodology · Statistics 2015-09-29 Tiep Mai , Simon Wilson

We develop Bayesian predictive stacking for geostatistical models, where the primary inferential objective is to provide inference on the latent spatial random field and conduct spatial predictions at arbitrary locations. We exploit…

Methodology · Statistics 2025-09-25 Lu Zhang , Wenpin Tang , Sudipto Banerjee

Markov chain Monte Carlo (MCMC) methods remain the mainstay of Bayesian estimation of structural equation models (SEM), though they often incur a high computational cost. We present a bespoke approximate Bayesian approach to SEM, drawing on…

Methodology · Statistics 2026-05-20 Haziq Jamil , Håvard Rue

This study investigates the spatial distribution of emergency alarm call events to identify spatial covariates associated with the events and discern hotspot regions for the events. The study is motivated by the problem of developing…

Applications · Statistics 2022-07-19 Fekadu L. Bayisa , Markus Ådahl , Patrik Rydén , Ottmar Cronie

The Laplace approximation (LA) has been proposed as a method for approximating the marginal likelihood of statistical models with latent variables. However, the approximate maximum likelihood estimators (MLEs) based on the LA are often…

Methodology · Statistics 2022-07-21 Jeongseop Han , Youngjo Lee

Bayesian methods and software for spatial data analysis are generally now well established in the scientific community. Despite the wide application of spatial models, the analysis of multivariate spatial data using R-INLA has not been…

The INLA approach for approximate Bayesian inference for latent Gaussian models has been shown to give fast and accurate estimates of posterior marginals and also to be a valuable tool in practice via the R-package R-INLA. In this paper we…

Computation · Statistics 2013-02-21 Thiago G. Martins , Daniel Simpson , Finn Lindgren , Håvard Rue

The key operation in Bayesian inference, is to compute high-dimensional integrals. An old approximate technique is the Laplace method or approximation, which dates back to Pierre- Simon Laplace (1774). This simple idea approximates the…

Non-terminal events can represent a meaningful change in a patient's life. Thus, better understanding and predicting their occurrence can bring valuable information to individuals. In a context where longitudinal markers could inform these…

Methodology · Statistics 2025-01-16 Juliette Ortholand , Stanley Durrleman , Sophie Tezenas du Montcel

This paper introduces the R package INLAjoint, designed as a toolbox for fitting a diverse range of regression models addressing both longitudinal and survival outcomes. INLAjoint relies on the computational efficiency of the integrated…

Methodology · Statistics 2024-04-04 Denis Rustand , Janet van Niekerk , Elias Teixeira Krainski , Håvard Rue

Multivariate spatio-temporal data arise more and more frequently in a wide range of applications; however, there are relatively few general statistical methods that can readily use that incorporate spatial, temporal and variable…

Methodology · Statistics 2017-11-15 Elynn Yi Chen , Qiwei Yao , Rong Chen

In low-resource settings, prevalence mapping relies on empirical prevalence data from a finite, often spatially sparse, set of surveys of communities within the region of interest, possibly supplemented by remotely sensed images that can…

Applications · Statistics 2015-05-27 Peter J. Diggle , Emanuele Giorgi

Data assimilation (DA) methods use priors arising from differential equations to robustly interpolate and extrapolate data. Popular techniques such as ensemble methods that handle high-dimensional, nonlinear PDE priors focus mostly on state…

Machine Learning · Statistics 2024-06-05 Rafael Anderka , Marc Peter Deisenroth , So Takao

Double hierarchical generalized linear models (DHGLM) are a family of models that are flexible enough as to model hierarchically the mean and scale parameters. In a Bayesian framework, fitting highly parameterized hierarchical models is…

Methodology · Statistics 2022-01-20 Mabel Morales-Otero , Virgilio Gómez-Rubio , Vicente Núñez-Antón

Quantifying spatial and/or temporal associations in multivariate geolocated data of different types is achievable via spatial random effects in a Bayesian hierarchical model, but severe computational bottlenecks arise when spatial…

Methodology · Statistics 2024-04-02 Michele Peruzzi , David B. Dunson

The statistical methods used to analyze medical data are becoming increasingly complex. Novel statistical methods increasingly rely on simulation studies to assess their validity. Such assessments typically appear in statistical or…

Applications · Statistics 2021-11-03 Kori Khan , Hengrui Luo , Wenna Xi

We propose to learn latent graphical models when data have mixed variables and missing values. This model could be used for further data analysis, including regression, classification, ranking etc. It also could be used for imputing missing…

Methodology · Statistics 2015-11-17 Xiao Li , Jinzhu Jia , Yuan Yao

This paper studies the relationship between the student's abilities in the second year of high school and the infrastructural endowment in all Italian municipalities, using spatial Bayesian modelling. Municipal student scores are obtained…

Methodology · Statistics 2024-12-24 Leonardo Cefalo , Alessio Pollice , Virgilio Gómez-Rubio

Infectious disease models can be of great use for understanding the underlying mechanisms that influence the spread of diseases and predicting future disease progression. Modeling has been increasingly used to evaluate the potential impact…

Applications · Statistics 2019-08-20 Md Mahsin , Rob Deardon , Patrick Brown

Despite the abundance of methods for variable selection and accommodating spatial structure in regression models, there is little precedent for incorporating spatial dependence in covariate inclusion probabilities for regionally varying…

Methodology · Statistics 2012-09-05 Kristian Lum
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