IDEAS home Printed from https://ideas.repec.org/a/bla/scjsta/v41y2014i4p893-912.html
   My bibliography  Save this article

Extending Integrated Nested Laplace Approximation to a Class of Near-Gaussian Latent Models

Author

Listed:
  • Thiago G. Martins
  • Håvard Rue

Abstract

type="main" xml:id="sjos12073-abs-0001"> This work extends the integrated nested Laplace approximation (INLA) method to latent models outside the scope of latent Gaussian models, where independent components of the latent field can have a near-Gaussian distribution. The proposed methodology is an essential component of a bigger project that aims to extend the R package INLA in order to allow the user to add flexibility and challenge the Gaussian assumptions of some of the model components in a straightforward and intuitive way. Our approach is applied to two examples, and the results are compared with that obtained by Markov chain Monte Carlo, showing similar accuracy with only a small fraction of computational time. Implementation of the proposed extension is available in the R-INLA package.

Suggested Citation

  • Thiago G. Martins & Håvard Rue, 2014. "Extending Integrated Nested Laplace Approximation to a Class of Near-Gaussian Latent Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 41(4), pages 893-912, December.
  • Handle: RePEc:bla:scjsta:v:41:y:2014:i:4:p:893-912
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1111/sjos.12073
    Download Restriction: Access to full text is restricted to subscribers.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Martins, Thiago G. & Simpson, Daniel & Lindgren, Finn & Rue, Håvard, 2013. "Bayesian computing with INLA: New features," Computational Statistics & Data Analysis, Elsevier, vol. 67(C), pages 68-83.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Janet Niekerk & Haakon Bakka & Håvard Rue, 2023. "Stable Non-Linear Generalized Bayesian Joint Models for Survival-Longitudinal Data," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 85(1), pages 102-128, February.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Nikoline N. Knudsen & Jörg Schullehner & Birgitte Hansen & Lisbeth F. Jørgensen & Søren M. Kristiansen & Denitza D. Voutchkova & Thomas A. Gerds & Per K. Andersen & Kristine Bihrmann & Morten Grønbæk , 2017. "Lithium in Drinking Water and Incidence of Suicide: A Nationwide Individual-Level Cohort Study with 22 Years of Follow-Up," IJERPH, MDPI, vol. 14(6), pages 1-13, June.
    2. Scott, Ryan P. & Scott, Tyler A., 2019. "Investing in collaboration for safety: Assessing grants to states for oil and gas distribution pipeline safety program enhancement," Energy Policy, Elsevier, vol. 124(C), pages 332-345.
    3. Cho, Daegon & Hwang, Youngdeok & Park, Jongwon, 2018. "More buzz, more vibes: Impact of social media on concert distribution," Journal of Economic Behavior & Organization, Elsevier, vol. 156(C), pages 103-113.
    4. Brown, Paul T. & Joshi, Chaitanya & Joe, Stephen & Rue, Håvard, 2021. "A novel method of marginalisation using low discrepancy sequences for integrated nested Laplace approximations," Computational Statistics & Data Analysis, Elsevier, vol. 157(C).
    5. Mayer Alvo & Jingrui Mu, 2023. "COVID-19 Data Analysis Using Bayesian Models and Nonparametric Geostatistical Models," Mathematics, MDPI, vol. 11(6), pages 1-13, March.
    6. David Jiménez-Hernández & Víctor González-Calatayud & Ana Torres-Soto & Asunción Martínez Mayoral & Javier Morales, 2020. "Digital Competence of Future Secondary School Teachers: Differences According to Gender, Age, and Branch of Knowledge," Sustainability, MDPI, vol. 12(22), pages 1-16, November.
    7. C. Forlani & S. Bhatt & M. Cameletti & E. Krainski & M. Blangiardo, 2020. "A joint Bayesian space–time model to integrate spatially misaligned air pollution data in R‐INLA," Environmetrics, John Wiley & Sons, Ltd., vol. 31(8), December.
    8. Petter Arnesen & Håkon Tjelmeland, 2015. "Fully Bayesian Binary Markov Random Field Models: Prior Specification and Posterior Simulation," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 42(4), pages 967-987, December.
    9. Aaron Osgood‐Zimmerman & Jon Wakefield, 2023. "A Statistical Review of Template Model Builder: A Flexible Tool for Spatial Modelling," International Statistical Review, International Statistical Institute, vol. 91(2), pages 318-342, August.
    10. Luca Grassetti & Laura Rizzi, 2019. "The determinants of individual health care expenditures in the Italian region of Friuli Venezia Giulia: evidence from a hierarchical spatial model estimation," Empirical Economics, Springer, vol. 56(3), pages 987-1009, March.
    11. Muff, Stefanie & Ott, Manuela & Braun, Julia & Held, Leonhard, 2017. "Bayesian two-component measurement error modelling for survival analysis using INLA—A case study on cardiovascular disease mortality in Switzerland," Computational Statistics & Data Analysis, Elsevier, vol. 113(C), pages 177-193.
    12. Gressani, Oswaldo & Lambert, Philippe, 2021. "Laplace approximations for fast Bayesian inference in generalized additive models based on P-splines," Computational Statistics & Data Analysis, Elsevier, vol. 154(C).
    13. Ferreira, Marco A.R. & Porter, Erica M. & Franck, Christopher T., 2021. "Fast and scalable computations for Gaussian hierarchical models with intrinsic conditional autoregressive spatial random effects," Computational Statistics & Data Analysis, Elsevier, vol. 162(C).
    14. Sameh Abdulah & Yuxiao Li & Jian Cao & Hatem Ltaief & David E. Keyes & Marc G. Genton & Ying Sun, 2023. "Large‐scale environmental data science with ExaGeoStatR," Environmetrics, John Wiley & Sons, Ltd., vol. 34(1), February.
    15. John M. Humphreys & Robert B. Srygley & David H. Branson, 2022. "Geographic Variation in Migratory Grasshopper Recruitment under Projected Climate Change," Geographies, MDPI, vol. 2(1), pages 1-19, January.
    16. John M. Humphreys, 2022. "Amplification in Time and Dilution in Space: Partitioning Spatiotemporal Processes to Assess the Role of Avian-Host Phylodiversity in Shaping Eastern Equine Encephalitis Virus Distribution," Geographies, MDPI, vol. 2(3), pages 1-16, July.
    17. Tyler A. Scott & Nicola Ulibarri & Ryan P. Scott, 2020. "Stakeholder involvement in collaborative regulatory processes: Using automated coding to track attendance and actions," Regulation & Governance, John Wiley & Sons, vol. 14(2), pages 219-237, April.
    18. Matthew Yap & Matthew Tuson & Berwin Turlach & Bryan Boruff & David Whyatt, 2021. "Modelling the Relationship between Rainfall and Mental Health Using Different Spatial and Temporal Units," IJERPH, MDPI, vol. 18(3), pages 1-15, February.
    19. Humphreys, John M. & Srygley, Robert B. & Lawton, Douglas & Hudson, Amy R. & Branson, David H., 2022. "Grasshoppers exhibit asynchrony and spatial non-stationarity in response to the El Niño/Southern and Pacific Decadal Oscillations," Ecological Modelling, Elsevier, vol. 471(C).
    20. Christian P. Robert, 2013. "Bayesian Computational Tools," Working Papers 2013-45, Center for Research in Economics and Statistics.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:scjsta:v:41:y:2014:i:4:p:893-912. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0303-6898 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.