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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

To account for measurement error (ME) in explanatory variables, Bayesian approaches provide a flexible framework, as expert knowledge about unobserved covariates can be incorporated in the prior distributions. However, given the analytic…

Methodology · Statistics 2013-08-19 Stefanie Muff , Andrea Riebler , Havard Rue , Philippe Saner , Leonhard Held

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

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

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

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

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

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

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

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

Cure models in survival analysis deal with populations in which a part of the individuals cannot experience the event of interest. Mixture cure models consider the target population as a mixture of susceptible and non-susceptible…

Computation · Statistics 2018-06-26 Elena Lázaro , Carmen Armero , Virgilio Gómez-Rubio

Efficient Bayesian inference remains a computational challenge in hierarchical models. Simulation-based approaches such as Markov Chain Monte Carlo methods are still popular but have a large computational cost. When dealing with the large…

Computation · Statistics 2021-12-07 Cristian Chiuchiolo , Janet van Niekerk , Haavard Rue

Generalized linear mixed models (GLMM) encompass large class of statistical models, with a vast range of applications areas. GLMM extends the linear mixed models allowing for different types of response variable. Three most common data…

Applications · Statistics 2017-04-25 Wagner Hugo Bonat , Paulo Justiniano Ribeiro , Silvia emiko Shimakura

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…

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

The Linear Ballistic Accumulator (Brown & Heathcote, 2008) model is used as a measurement tool to answer questions about applied psychology. The analyses based on this model depend upon the model selected and its estimated parameters.…

Methodology · Statistics 2020-03-03 David Gunawan , Guy E. Hawkins , Minh-Ngoc Tran , Robert Kohn , Scott Brown

Recently, it has been shown that approximations to marginal posterior distributions obtained using a low discrepancy sequence (LDS) can outperform standard grid-based methods with respect to both accuracy and computational efficiency. This…

Computation · Statistics 2019-12-05 Paul T. Brown , Chaitanya Joshi , Stephen Joe , Haavard Rue

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…

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

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