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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…

统计计算 · 统计学 2017-04-06 Virgilio Gómez-Rubio , Håvard Rue

Bayesian inference often relies on Markov chain Monte Carlo (MCMC) methods, particularly required for non-Gaussian data families. When dealing with complex hierarchical models, the MCMC approach can be computationally demanding in workflows…

应用统计 · 统计学 2026-03-31 Esmail Abdul Fattah , Elias Krainski , Havard Rue

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).…

统计计算 · 统计学 2019-07-03 Sara Martino , Andrea Riebler

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…

统计方法学 · 统计学 2022-03-29 Cristian Chiuchiolo , Janet van Niekerk , 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…

统计计算 · 统计学 2017-02-14 Virgilio Gómez-Rubio , Francisco Palmí-Perales

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…

应用统计 · 统计学 2013-01-10 Janine B. Illian , Sigrunn H. Sørbye , Håvard Rue

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…

统计计算 · 统计学 2019-11-05 Virgilio Gómez-Rubio , Roger S. Bivand , 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…

统计方法学 · 统计学 2017-08-10 Thomas Opitz

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…

统计方法学 · 统计学 2024-07-02 Finn Lindgren , Fabian Bachl , Janine Illian , Man Ho Suen , Håvard Rue , Andrew E. Seaton

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…

统计计算 · 统计学 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…

统计计算 · 统计学 2023-03-28 Lisa Gaedke-Merzhäuser , Elias Krainski , Radim Janalik , Håvard Rue , Olaf Schenk

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…

统计计算 · 统计学 2022-04-12 Lisa Gaedke-Merzhäuser , Janet van Niekerk , Olaf Schenk , Håvard Rue

The log Gaussian Cox process is a flexible class of point pattern models for capturing spatial and spatio-temporal dependence for point patterns. Model fitting requires approximation of stochastic integrals which is implemented through…

统计计算 · 统计学 2016-12-04 Shinichiro Shirota , Alan E. Gelfand

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…

统计计算 · 统计学 2015-12-16 Egil Ferkingstad , Håvard Rue

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…

统计方法学 · 统计学 2025-10-02 Janet van Niekerk , Elias Krainski , Denis Rustand , 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…

统计计算 · 统计学 2016-11-07 Aliaksandr Hubin , Geir Storvik

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 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…

统计计算 · 统计学 2026-05-20 Haziq Jamil , Håvard Rue

The generalized extreme value (GEV) distribution is a popular model for analyzing and forecasting extreme weather data. To increase prediction accuracy, spatial information is often pooled via a latent Gaussian process (GP) on the GEV…

统计方法学 · 统计学 2024-05-20 Meixi Chen , Reza Ramezan , Martin Lysy

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…

应用统计 · 统计学 2010-06-21 Erik A. Sauleau , Valentina Mameli , Monica Musio
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