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New frontiers in Bayesian modeling using the INLA package in R

2019/07/24 by Janet van Niekerk, van Niekerk, Janet, Haakon Bakka +4 · 1 citation
Computer Science · Mathematics · #Bayesian Methods and Mixture Models #Computation (stat.CO) #FOS: Computer and information sciences #Gaussian Processes and Bayesian Inference #Methodology (stat.ME) #Statistical Methods and Bayesian Inference

paper · pdf · doi:10.48550/arxiv.1907.10426

openalex publication_date 2019/07/24 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/04

Abstract

The INLA package provides a tool for computationally efficient Bayesian modeling and inference for various widely used models, more formally the class of latent Gaussian models. It is a non-sampling based framework which provides approximate results for Bayesian inference, using sparse matrices. The swift uptake of this framework for Bayesian modeling is rooted in the computational efficiency of the approach and catalyzed by the demand presented by the big data era. In this paper, we present new developments within the INLA package with the aim to provide a computationally efficient mechanism for the Bayesian inference of relevant challenging situations.

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