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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

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

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

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

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

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

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…

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

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

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

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

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…

Bayesian nonparametric marginal methods are very popular since they lead to fairly easy implementation due to the formal marginalization of the infinite-dimensional parameter of the model. However, the straightforwardness of these methods…

Methodology · Statistics 2016-05-04 Julyan Arbel , Antonio Lijoi , Bernardo Nipoti

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

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 INLA package provides a tool for computationally efficient Bayesian modeling and inference for various widely used models, more formally the class of latent Gaussian models. It is a non-sampling based framework which provides…

Methodology · Statistics 2019-07-26 Janet van Niekerk , Haakon Bakka , Haavard Rue , Olaf Schenk

The integration of longitudinal measurements and survival time in statistical modeling offers a powerful framework for capturing the interplay between these two essential outcomes, particularly when they exhibit associations. However, in…

Methodology · Statistics 2025-02-11 Taban Baghfalaki , Mojtaba Ganjali , Rui Martins

Joint modeling of longitudinal and survival data has become increasingly important in medical research, particularly for understanding disease progression in chronic conditions where both repeated biomarker measurements and time-to-event…

Methodology · Statistics 2025-12-30 Nithisha Suryadevara , Vivek Reddy Srigiri

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

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