Bayesian computing with INLA: New features
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 featu...
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| Published in | Computational statistics & data analysis Vol. 67; pp. 68 - 83 |
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| Main Authors | , , , |
| Format | Journal Article |
| Language | English |
| Published |
Elsevier B.V
01.11.2013
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| Subjects | |
| Online Access | Get full text |
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| 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. |
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| AbstractList | 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. |
| Author | Martins, Thiago G. Lindgren, Finn Rue, Håvard Simpson, Daniel |
| Author_xml | – sequence: 1 givenname: Thiago G. surname: Martins fullname: Martins, Thiago G. email: thigm85@gmail.com, thiago.guerrera@math.ntnu.no – sequence: 2 givenname: Daniel surname: Simpson fullname: Simpson, Daniel email: daniel.simpson@math.ntnu.no – sequence: 3 givenname: Finn surname: Lindgren fullname: Lindgren, Finn email: finn.lindgren@math.ntnu.no – sequence: 4 givenname: Håvard surname: Rue fullname: Rue, Håvard email: Havard.Rue@math.ntnu.no |
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