English
Related papers

Related papers: INLA+ -- Approximate Bayesian inference for non-sp…

200 papers

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 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

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 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

In a bivariate meta-analysis the number of diagnostic studies involved is often very low so that frequentist methods may result in problems. Bayesian inference is attractive as informative priors that add small amount of information can…

Methodology · Statistics 2015-12-22 Jingyi Guo , Håvard Rue , Andrea Riebler

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

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

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

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

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

The goal of phylodynamics, an area on the intersection of phylogenetics and population genetics, is to reconstruct population size dynamics from genetic data. Recently, a series of nonparametric Bayesian methods have been proposed for such…

Applications · Statistics 2012-10-19 Julia A. Palacios , Vladimir N. Minin

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

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

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

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 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…

Robust time series analysis is an important subject in statistical modeling. Models based on Gaussian distribution are sensitive to outliers, which may imply in a significant degradation in estimation performance as well as in prediction…

Bayesian inference on non-Gaussian data is often non-analytic and requires computationally expensive approximations such as sampling or variational inference. We propose an approximate inference framework primarily designed to be…

Machine Learning · Computer Science 2022-10-12 Marius Hobbhahn , Philipp Hennig

Regression models for circular variables are less developed, since the concept of building a linear predictor from linear combinations of covariates and various random effects, breaks the circular nature of the variable. In this paper, we…

Methodology · Statistics 2026-02-10 Xiang Ye , Janet Van Niekerk , Haavard Rue

Deep neural networks (DNNs) often produce overconfident out-of-distribution predictions, motivating Bayesian uncertainty quantification. The Linearized Laplace Approximation (LLA) achieves this by linearizing the DNN and applying Laplace…

Machine Learning · Statistics 2026-02-04 Pedro Jiménez , Luis A. Ortega , Pablo Morales-Álvarez , Daniel Hernández-Lobato