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Background: We aimed to design a Bayesian adaption trial through extensive simulations to determine values for key design parameters, demonstrate error rates, and establish the expected sample size. The complexity of the proposed outcome…

This paper introduces a Laplace approximation to Bayesian inference in Dirichlet regression models, which can be used to analyze a set of variables on a simplex exhibiting skewness and heteroscedasticity, without having to transform the…

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

In ecology we may find scenarios where the same phenomenon (species occurrence, species abundance, etc.) is observed using two different types of samplers. For instance, species data can be collected from scientific sampling with a…

Modeling longitudinal and survival data jointly offers many advantages such as addressing measurement error and missing data in the longitudinal processes, understanding and quantifying the association between the longitudinal markers and…

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

Variation in a sample of molecular sequence data informs about the past evolutionary history of the sample's population. Traditionally, Bayesian modeling coupled with the standard coalescent, is used to infer the sample's bifurcating…

Applications · Statistics 2024-10-22 Julie Zhang , Julia A. Palacios

We propose the approximate Laplace approximation (ALA) to evaluate integrated likelihoods, a bottleneck in Bayesian model selection. The Laplace approximation (LA) is a popular tool that speeds up such computation and equips strong model…

Computation · Statistics 2021-10-07 David Rossell , Oriol Abril , Anirban Bhattacharya

This paper develops methodology that provides a toolbox for routinely fitting complex models to realistic spatial point pattern data. We consider models that are based on log-Gaussian Cox processes and include local interaction in these by…

Applications · Statistics 2013-01-10 Janine B. Illian , Sigrunn H. Sørbye , Håvard Rue

This tutorial shows how various Bayesian survival models can be fitted using the integrated nested Laplace approximation in a clear, legible, and comprehensible manner using the INLA and INLAjoint R-packages. Such models include accelerated…

We address in this paper a new approach for fitting spatiotemporal models with application in disease mapping using the interaction types 1,2,3, and 4. When we account for the spatiotemporal interactions in disease-mapping models, inference…

Methodology · Statistics 2022-06-22 Esmail Abdul Fattah , Haavard Rue

This paper proposes a two-stage estimation approach for a spatial misalignment scenario that is motivated by the epidemiological problem of linking pollutant exposures and health outcomes. We use the integrated nested Laplace approximation…

Methodology · Statistics 2022-07-21 Stephen Jun Villejo , Janine B Illian , Ben Swallow

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

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

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

Measurement error (ME) and missing values in covariates are often unavoidable in disciplines that deal with data, and both problems have separately received considerable attention during the past decades. However, while most researchers are…

Methodology · Statistics 2023-03-28 Emma Sofie Skarstein , Sara Martino , Stefanie Muff

It is common practice to use Laplace approximations to compute marginal likelihoods in Bayesian versions of generalised linear models (GLM). Marginal likelihoods combined with model priors are then used in different search algorithms to…

Methodology · Statistics 2022-02-01 Jon Lachmann , Geir Storvik , Florian Frommlet , Aliaksadr Hubin

Bayesian structural equation modelling (BSEM) offers many advantages such as principled uncertainty quantification, small-sample regularisation, and flexible model specification. However, the Markov chain Monte Carlo (MCMC) methods on which…

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

The Linearized Laplace Approximation (LLA) has been recently used to perform uncertainty estimation on the predictions of pre-trained deep neural networks (DNNs). However, its widespread application is hindered by significant computational…

Machine Learning · Statistics 2024-05-24 Luis A. Ortega , Simón Rodríguez Santana , Daniel Hernández-Lobato

Gaussian latent variable models are a key class of Bayesian hierarchical models with applications in many fields. Performing Bayesian inference on such models can be challenging as Markov chain Monte Carlo algorithms struggle with the…

Computation · Statistics 2020-11-09 Charles C. Margossian , Aki Vehtari , Daniel Simpson , Raj Agrawal