Bayesian computing with INLA: New features

• Published in: Computational statistics & data analysis Vol. 67; pp. 68 - 83
• Main Authors: Martins, Thiago G., Simpson, Daniel, Lindgren, Finn, Rue, Håvard
• Format: Journal Article
• Language: English
• Published: Elsevier B.V 01.11.2013
• Subjects: Approximate Bayesian inference; Approximation; INLA; Latent Gaussian models; INLA; Latent Gaussian models; Approximate Bayesian inference

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...