相关论文: INLA or MCMC? A Tutorial and Comparative Evaluatio…

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…

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

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…

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…

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…

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…

The log Gaussian Cox process is a flexible class of Cox processes, whose intensity surface is stochastic, for incorporating complex spatial and time structure of point patterns. The straightforward inference based on Markov chain Monte…

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…

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…

Bayesian inference for Markov processes has become increasingly relevant in recent years. Problems of this type often have intractable likelihoods and prior knowledge about model rate parameters is often poor. Markov Chain Monte Carlo…

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.…

Current implementations of multiresolution methods are limited in terms of possible types of responses and approaches to inference. We provide a multiresolution approach for spatial analysis of non-Gaussian responses using latent Gaussian…

We consider the problem of approximate Bayesian parameter inference in non-linear state-space models with intractable likelihoods. Sequential Monte Carlo with approximate Bayesian computations (SMC-ABC) is one approach to approximate 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…

Markov chain Monte Carlo (MCMC) methods remain the mainstay of Bayesian estimation of structural equation models (SEM), though they often incur a high computational cost. We present a bespoke approximate Bayesian approach to SEM, drawing on…

Gaussian processes (GPs) are commonly used for prediction and inference for spatial data analyses. However, since estimation and prediction tasks have cubic time and quadratic memory complexity in number of locations, GPs are difficult to…

Aims. Monte Carlo Radiative Transfer (MCRT) simulations are a powerful tool for understanding the role of dust in astrophysical systems and its influence on observations. However, due to the strong coupling of the radiation field and medium…

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…

Latent Gaussian processes are widely applied in many fields like, statistics, inverse problems and machine learning. A popular method for inference is through the posterior distribution, which is typically carried out by Markov Chain Monte…

We address in this paper a new approach for fitting spatiotemporal models with application in disease mapping using the interaction types 1,2,3, and 4. When we account for the spatiotemporal interactions in disease-mapping models, inference…