Bayesian computing with INLA: New features

Thiago G. Martins, Daniel Simpson, Finn Lindgren, Håvard Rue

Research output: Contribution to journalArticlepeer-review

214 Citations (Scopus)
237 Downloads (Pure)

Abstract

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. New developments in the R-INLA are formalized and it is shown how these features greatly extend the scope of models that can be analyzed by this interface. The current default method in R-INLA to approximate the posterior marginals of the hyperparameters using only a modest number of evaluations of the joint posterior distribution of the hyperparameters, without any need for numerical integration, is discussed.
Original languageEnglish
Pages (from-to)68-83
JournalComputational Statistics & Data Analysis
Volume67
Early online date2 May 2013
DOIs
Publication statusPublished - Nov 2013

Keywords

  • Approximate Bayesian inference
  • INLA
  • Latent Gaussian models
  • stat.CO

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