R-INLA
Extending integrated nested Laplace approximation to a class of near-Gaussian latent models. 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 methodology is an essential component of a bigger project that aims to extend the R package INLA in order to allow the user to add flexibility and challenge the Gaussian assumptions of some of the model components in a straightforward and intuitive way. Our approach is applied to two examples, and the results are compared with that obtained by Markov chain Monte Carlo, showing similar accuracy with only a small fraction of computational time. Implementation of the proposed extension is available in the R-INLA package.
Keywords for this software
References in zbMATH (referenced in 65 articles , 4 standard articles )
Showing results 1 to 20 of 65.
Sorted by year (- Gressani, Oswaldo; Lambert, Philippe: Laplace approximations for fast Bayesian inference in generalized additive models based on P-splines (2021)
- van Niekerk, Janet; Bakka, Haakon; Rue, Håvard: Competing risks joint models using R-INLA (2021)
- Drori, Iddo: Deep variational inference (2020)
- Gianluca Baio: survHE: Survival Analysis for Health Economic Evaluation and Cost-Effectiveness Modeling (2020) not zbMATH
- Lázaro, E.; Armero, C.; Gómez-Rubio, V.: Approximate Bayesian inference for mixture cure models (2020)
- Mejia, Amanda F.; Yue, Yu (Ryan); Bolin, David; Lindgren, Finn; Lindquist, Martin A.: A Bayesian general linear modeling approach to cortical surface fMRI data analysis (2020)
- Timothy D. Meehan, Nicole L. Michel, Håvard Rue: Estimating Animal Abundance with N-Mixture Models Using the R-INLA Package for R (2020) not zbMATH
- Zammit-Mangion, Andrew; Rougier, Jonathan: Multi-scale process modelling and distributed computation for spatial data (2020)
- Amaral Turkman, Maria Antónia; Paulino, Carlos Daniel; Müller, Peter: Computational Bayesian statistics. An introduction (2019)
- Daniel Turek, Mark Risser: Bayesian nonstationary Gaussian process modeling: the BayesNSGP package for R (2019) arXiv
- Dinsdale, Daniel; Salibian-Barrera, Matias: Modelling Ocean temperatures from bio-probes under preferential sampling (2019)
- Heaton, Matthew J.; Datta, Abhirup; Finley, Andrew O.; Furrer, Reinhard; Guinness, Joseph; Guhaniyogi, Rajarshi; Gerber, Florian; Gramacy, Robert B.; Hammerling, Dorit; Katzfuss, Matthias; Lindgren, Finn; Nychka, Douglas W.; Sun, Furong; Zammit-Mangion, Andrew: A case study competition among methods for analyzing large spatial data (2019)
- Khristenko, U.; Scarabosio, L.; Swierczynski, P.; Ullmann, E.; Wohlmuth, B.: Analysis of boundary effects on PDE-based sampling of Whittle-Matérn random fields (2019)
- Krainski, Elias T.; Gómez-Rubio, Virgilio; Bakka, Haakon; Lenzi, Amanda; Castro-Camilo, Daniela; Simpson, Daniel; Lindgren, Finn; Rue, Håvard: Advanced spatial modeling with stochastic partial differential equations using R and INLA (2019)
- McLean, M. W.; Wand, M. P.: Variational message passing for elaborate response regression models (2019)
- Sameh Abdulah, Yuxiao Li, Jian Cao, Hatem Ltaief, David E. Keyes, Marc G. Genton, Ying Sun: ExaGeoStatR: A Package for Large-Scale Geostatistics in R (2019) arXiv
- Tsokos, Alkeos; Narayanan, Santhosh; Kosmidis, Ioannis; Baio, Gianluca; Cucuringu, Mihai; Whitaker, Gavin; Király, Franz: Modeling outcomes of soccer matches (2019)
- Cowles, Mary Kathryn; Bonett, Stephen; Seedorff, Michael: Independent sampling for Bayesian normal conditional autoregressive models with OpenCL acceleration (2018)
- David Bolin; Finn Lindgren: Calculating Probabilistic Excursion Sets and Related Quantities Using excursions (2018) not zbMATH
- Duncan Lee; Alastair Rushworth; Gary Napier: Spatio-Temporal Areal Unit Modeling in R with Conditional Autoregressive Priors Using the CARBayesST Package (2018) not zbMATH