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Bayesian inference tasks continue to pose a computational challenge. This especially holds for spatial-temporal modeling where high-dimensional latent parameter spaces are ubiquitous. The methodology of integrated nested Laplace…

Computation · Statistics 2023-03-28 Lisa Gaedke-Merzhäuser , Elias Krainski , Radim Janalik , Håvard Rue , Olaf Schenk

The integrated nested Laplace approximation (INLA) method has become a popular approach for computationally efficient approximate Bayesian computation. In particular, by leveraging sparsity in random effect precision matrices, INLA is…

Methodology · Statistics 2024-07-02 Finn Lindgren , Fabian Bachl , Janine Illian , Man Ho Suen , Håvard Rue , Andrew E. Seaton

Fitting cross-classified multilevel models with binary response is challenging. In this setting a promising method is Bayesian inference through Integrated Nested Laplace Approximations (INLA), which performs well in several latent variable…

Computation · Statistics 2016-07-21 Leonardo Grilli , Francesco Innocenti

We investigate two options for performing Bayesian inference on spatial log-Gaussian Cox processes assuming a spatially continuous latent field: Markov chain Monte Carlo (MCMC) and the integrated nested Laplace approximation (INLA). We…

Computation · Statistics 2012-03-20 Benjamin M. Taylor , Peter J. Diggle

In recent years, spatial and spatio-temporal modeling have become an important area of research in many fields (epidemiology, environmental studies, disease mapping). In this work we propose different spatial models to study hospital…

Applications · Statistics 2010-06-21 Erik A. Sauleau , Valentina Mameli , Monica Musio

The Integrated Nested Laplace Approximation (INLA) is a convenient way to obtain approximations to the posterior marginals for parameters in Bayesian hierarchical models when the latent effects can be expressed as a Gaussian Markov Random…

Computation · Statistics 2017-02-14 Virgilio Gómez-Rubio , Francisco Palmí-Perales

This work extends the Integrated Nested Laplace Approximation (INLA) method to latent models outside the scope of latent Gaussian models, where independent components of the latent field can have a near-Gaussian distribution. The proposed…

Computation · Statistics 2016-08-14 Thiago G. Martins , Håvard Rue

Integrated Nested Laplace Approximations (INLA) has been a successful approximate Bayesian inference framework since its proposal by Rue et al. (2009). The increased computational efficiency and accuracy when compared with sampling-based…

Methodology · Statistics 2025-10-02 Janet van Niekerk , Elias Krainski , Denis Rustand , Haavard Rue

The integrated nested Laplace approximations (INLA) method has become a widely utilized tool for researchers and practitioners seeking to perform approximate Bayesian inference across various fields of application. To address the growing…

Computation · Statistics 2023-11-15 Esmail Abdul-Fattah , Janet Van Niekerk , Haavard Rue

We introduce a new copula-based correction for generalized linear mixed models (GLMMs) within the integrated nested Laplace approximation (INLA) approach for approximate Bayesian inference for latent Gaussian models. While INLA is usually…

Computation · Statistics 2015-12-16 Egil Ferkingstad , Håvard Rue

Latent Gaussian models are an extremely popular, flexible class of models. Bayesian inference for these models is, however, tricky and time consuming. Recently, Rue, Martino and Chopin introduced the Integrated Nested Laplace Approximation…

Computation · Statistics 2011-05-17 Daniel Simpson , Finn Lindgren , Håvard Rue

The integrated nested Laplace approximation (INLA) is a well-known and popular technique for spatial modeling with a user-friendly interface in the R-INLA package. Unfortunately, only a certain class of latent Gaussian models are amenable…

Methodology · Statistics 2021-03-19 Aaron Osgood-Zimmerman , Jon Wakefield

We develop a stochastic modeling approach based on spatial point processes of log-Gaussian Cox type for a collection of around 5000 landslide events provoked by a precipitation trigger in Sicily, Italy. Through the embedding into a…

Applications · Statistics 2017-08-11 Luigi Lombardo , Thomas Opitz , Raphael Huser

State-space models are used to describe and analyse dynamical systems. They are ubiquitously used in many scientific fields such as signal processing, finance and ecology to name a few. Particle filters are popular inferential methods used…

Computation · Statistics 2024-12-20 Alaa Amri

Integrated Nested Laplace Approximation provides a fast and effective method for marginal inference on Bayesian hierarchical models. This methodology has been implemented in the R-INLA package which permits INLA to be used from within R…

Computation · Statistics 2021-06-01 Virgilio Gomez-Rubio , Roger S. Bivand , Håvard Rue

Bayesian hierarchical models with latent Gaussian layers have proven very flexible in capturing complex stochastic behavior and hierarchical structures in high-dimensional spatial and spatio-temporal data. Whereas simulation-based Bayesian…

Methodology · Statistics 2017-08-10 Thomas Opitz

Misclassified variables used in regression models, either as a covariate or as the response, may lead to biased estimators and incorrect inference. Even though Bayesian models to adjust for misclassification error exist, it has not been…

Methodology · Statistics 2024-11-26 Emma Skarstein , Leonardo Soares Bastos , Håvard Rue , Stefanie Muff

Various computational challenges arise when applying Bayesian inference approaches to complex hierarchical models. Sampling-based inference methods, such as Markov Chain Monte Carlo strategies, are renowned for providing accurate results…

Methodology · Statistics 2022-03-29 Cristian Chiuchiolo , Janet van Niekerk , Håvard Rue

There is a growing demand for performing larger-scale Bayesian inference tasks, arising from greater data availability and higher-dimensional model parameter spaces. In this work we present parallelization strategies for the methodology of…

Computation · Statistics 2022-04-12 Lisa Gaedke-Merzhäuser , Janet van Niekerk , Olaf Schenk , Håvard Rue

Approximate Bayesian inference for the class of latent Gaussian models can be achieved efficiently with integrated nested Laplace approximations (INLA). Based on recent reformulations in the INLA methodology, we propose a further extension…

Methodology · Statistics 2025-02-27 Shourya Dutta , Janet van Niekerk , Haavard Rue
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