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相关论文: Latent Gaussian modeling and INLA: A review with f…

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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

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…

统计计算 · 统计学 2021-06-01 Virgilio Gomez-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…

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

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

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

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

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

Coming up with Bayesian models for spatial data is easy, but performing inference with them can be challenging. Writing fast inference code for a complex spatial model with realistically-sized datasets from scratch is time-consuming, and if…

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

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 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

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

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…

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…

统计计算 · 统计学 2021-12-07 Cristian Chiuchiolo , Janet van Niekerk , Haavard 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 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

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 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…

统计计算 · 统计学 2013-02-21 Thiago G. Martins , Daniel Simpson , Finn Lindgren , Håvard Rue

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
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