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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

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

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…

统计计算 · 统计学 2011-05-17 Daniel Simpson , Finn Lindgren , Håvard 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…

统计计算 · 统计学 2016-08-14 Thiago G. Martins , Håvard Rue

Data assimilation (DA) methods use priors arising from differential equations to robustly interpolate and extrapolate data. Popular techniques such as ensemble methods that handle high-dimensional, nonlinear PDE priors focus mostly on state…

机器学习 · 统计学 2024-06-05 Rafael Anderka , Marc Peter Deisenroth , So Takao

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

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.…

统计计算 · 统计学 2021-03-05 Martin Outzen Berild , Sara Martino , Virgilio Gómez-Rubio , 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

State-space models are used to describe and analyse dynamical systems. They are ubiquitously used in many scientific fields such as signal processing, finance and ecology to name a few. Particle filters are popular inferential methods used…

统计计算 · 统计学 2024-12-20 Alaa Amri

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

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

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…

统计方法学 · 统计学 2025-02-27 Shourya Dutta , Janet van Niekerk , Haavard 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…

统计计算 · 统计学 2023-11-15 Esmail Abdul-Fattah , Janet Van Niekerk , Haavard 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

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

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…

统计方法学 · 统计学 2019-07-26 Janet van Niekerk , Haakon Bakka , Haavard Rue , Olaf Schenk

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

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 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…

应用统计 · 统计学 2012-10-19 Julia A. Palacios , Vladimir N. Minin
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