Approximate bayesian inference in spatial generalized linear mixed models

Jo Eidsvik*, Sara Martino, Håvard Rue

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

31 Scopus citations


In this paper we propose fast approximate methods for computing posterior marginals in spatial generalized linear mixed models. We consider the common geostatistical case with a high dimensional latent spatial variable and observations at known registration sites. The methods of inference are deterministic, using no simulation-based inference. The first proposed approximation is fast to compute and is 'practically sufficient', meaning that results do not show any bias or dispersion effects that might affect decision making. Our second approximation, an improvement of the first version, is 'practically exact', meaning that one would have to run MCMC simulations for very much longer than is typically done to detect any indication of error in the approximate results. For small-count data the approximations are slightly worse, but still very accurate. Our methods are limited to likelihood functions that give unimodal full conditionals for the latent variable. The methods help to expand the future scope of non-Gaussian geostatistical models as illustrated by applications of model choice, outlier detection and sampling design. The approximations take seconds or minutes of CPU time, in sharp contrast to overnight MCMC runs for solving such problems.

Original languageEnglish (US)
Pages (from-to)1-22
Number of pages22
JournalScandinavian Journal of Statistics
Issue number1
StatePublished - Mar 2009
Externally publishedYes


  • Approximate Bayesian inference
  • Circulant covariance matrix
  • Geostatistics
  • Outlier detection
  • Spatial GLM
  • Spatial design

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty


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