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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

The Integrated Nested Laplace Approximation (INLA) has established itself as a widely used method for approximate inference on Bayesian hierarchical models which can be represented as a latent Gaussian model (LGM). INLA is based on…

Computation · Statistics 2017-04-06 Virgilio Gómez-Rubio , 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

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

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…

The integrated nested Laplace approximation (INLA) for Bayesian inference is an efficient approach to estimate the posterior marginal distributions of the parameters and latent effects of Bayesian hierarchical models that can be expressed…

Computation · Statistics 2019-11-05 Virgilio Gómez-Rubio , Roger S. Bivand , Håvard Rue

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

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

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

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

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

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

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

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

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

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

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

Latent Gaussian models (LGMs) are a popular class of Bayesian hierarchical models that include Gaussian processes, as well as certain spatial models and mixed-effect models. Efficient Bayesian inference of LGMs often requires marginalizing…

Machine Learning · Statistics 2026-05-21 Jinlin Lai , Charles C. Margossian , Daniel R. Sheldon

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
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