A new avenue for Bayesian inference with INLA

Research output: Contribution to journalArticlepeer-review

4 Scopus citations

Abstract

Integrated Nested Laplace Approximations (INLA) has been a successful approximate Bayesian inference framework since its proposal by Rue et al. (2009). The increased computational efficiency and accuracy when compared with sampling-based methods for Bayesian inference like MCMC methods, are some contributors to its success. Ongoing research in the INLA methodology and implementation thereof in the R package R-INLA, ensures continued relevance for practitioners and improved performance and applicability of INLA. The era of big data and some recent research developments, presents an opportunity to reformulate some aspects of the classic INLA formulation, to achieve even faster inference, improved numerical stability and scalability. The improvement is especially noticeable for data-rich models. Various examples of data-rich models, like Cox's proportional hazards model, an item-response theory model, a spatial model including prediction, and a three-dimensional model for fMRI data are used to illustrate the efficiency gains in a tangible manner.
Original languageEnglish (US)
Pages (from-to)107692
JournalComputational Statistics and Data Analysis
Volume181
DOIs
StatePublished - Jan 27 2023

Bibliographical note

KAUST Repository Item: Exported on 2023-02-21

ASJC Scopus subject areas

  • Computational Theory and Mathematics
  • Computational Mathematics
  • Applied Mathematics
  • Statistics and Probability

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