Joint posterior inference for latent Gaussian models with R-INLA

Cristian Chiuchiolo*, Janet van Niekerk, Håvard Rue

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

2 Scopus citations


Efficient Bayesian inference remains a computational challenge in hierarchical models. Simulation-based approaches such as Markov Chain Monte Carlo methods are still popular but have a large computational cost. When dealing with the large class of Latent Gaussian Models, the INLA methodology embedded in the R-INLA software provides accurate Bayesian inference by computing deterministic mixture representation to approximate the joint posterior, from which marginals are computed. The INLA approach has from the beginning been targeting to approximate univariate posteriors. In this paper, we lay out the development foundation of the tools for also providing joint approximations for subsets of the latent field. These approximations inherit Gaussian copula structure and additionally provide corrections for skewness. The same idea is carried forward also to sampling from the mixture representation, which we now can adjust for skewness.

Original languageEnglish (US)
Pages (from-to)723-752
Number of pages30
JournalJournal of Statistical Computation and Simulation
Issue number5
StatePublished - 2023

Bibliographical note

Publisher Copyright:
© 2022 Informa UK Limited, trading as Taylor & Francis Group.


  • Bayesian statistics
  • computational statistics
  • latent Gaussian models
  • Markov Chain Monte Carlo

ASJC Scopus subject areas

  • Statistics and Probability
  • Modeling and Simulation
  • Statistics, Probability and Uncertainty
  • Applied Mathematics


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