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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…

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

Joint models for longitudinal and time-to-event data are increasingly used in health research to characterize the association between biomarker trajectories and the risk of clinical events. However, these models usually assume a linear…

Methodology · Statistics 2026-04-21 Denis Rustand , Håvard Rue , Lisa Le Gall , Karen Leffondre

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

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

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

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 is a short description and basic introduction to the Integrated nested Laplace approximations (INLA) approach. INLA is a deterministic paradigm for Bayesian inference in latent Gaussian models (LGMs) introduced in Rue et al. (2009).…

Computation · Statistics 2019-07-03 Sara Martino , Andrea Riebler

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 deterministic approach to Bayesian inference on latent Gaussian models (LGMs) and focuses on fast and accurate approximation of posterior marginals for the parameters in the models.…

Computation · Statistics 2021-03-05 Martin Outzen Berild , Sara Martino , Virgilio Gómez-Rubio , Håvard Rue

Two-part joint models for a longitudinal semicontinuous biomarker and a terminal event have been recently introduced based on frequentist estimation. The biomarker distribution is decomposed into a probability of positive value and the…

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

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

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

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

The marginal likelihood is a well established model selection criterion in Bayesian statistics. It also allows to efficiently calculate the marginal posterior model probabilities that can be used for Bayesian model averaging of quantities…

Computation · Statistics 2016-11-07 Aliaksandr Hubin , Geir Storvik

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

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

Joint models for longitudinal and survival data have gained a lot of attention in recent years, with the development of myriad extensions to the basic model, including those which allow for multivariate longitudinal data, competing risks…

Methodology · Statistics 2020-03-09 Katya Mauff , Ewout Steyerberg , Isabella Kardys , Eric Boersma , Dimitris Rizopoulos

We introduce a numerically tractable formulation of Bayesian joint models for longitudinal and survival data. The longitudinal process is modelled using generalised linear mixed models, while the survival process is modelled using a…

Methodology · Statistics 2021-04-23 Danilo Alvares , Francisco Javier Rubio
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