2013
DOI: 10.1016/j.csda.2013.04.014
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Bayesian computing with INLA: New features

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. In this paper we formalize new developments in the R-INLA package and show how these features greatly extend the scope of models that can be analyzed by this interface. We also discuss the current default method in R-INLA to approximate posterior marginals of the hyperparameters using only a… Show more

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Cited by 489 publications
(406 citation statements)
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References 31 publications
(46 reference statements)
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“…In fact, while most of the commands are similar to those applied in standard R routines (e.g. lm or glm), a wealth of options can be specified within the R-INLA functions, that allow the user to select different model specifications; see Martins et al (2012) for new features.…”
Section: Discussionmentioning
confidence: 99%
See 1 more Smart Citation
“…In fact, while most of the commands are similar to those applied in standard R routines (e.g. lm or glm), a wealth of options can be specified within the R-INLA functions, that allow the user to select different model specifications; see Martins et al (2012) for new features.…”
Section: Discussionmentioning
confidence: 99%
“…More details on this methods can be found in Rue et al (2009);Martins et al (2012); Blangiardo and Cameletti (2013).…”
Section: Integrated Nested Laplace Approximation (Inla)mentioning
confidence: 99%
“…p(θ i | y) and p(ψ k | y). Moreover, as described in Martins et al (2013), INLA can provide approximations to the posterior marginals of linear combinations of the latent field defined as ν = Bθ, where matrix B contains the weights defining the linear combination.…”
Section: Bayesian Inference With Inla and Spdementioning
confidence: 99%
“…The inclusion of random spatial and temporal structures in the model allowed us to account for unknown or unobserved confounding factors that influence the dengue transmission patterns, by introducing an extra source of variability into the model in a hierarchical framework. Model parameters were estimated within a Bayesian framework using Integrated Nested Laplace Approximation (INLA, www.r-inla.org) (Martins et al, 2013;Rue et al, 2009). INLA is a promising alternative to Markov…”
Section: Model Formulationmentioning
confidence: 99%