New Frontiers in Bayesian Modeling Using the INLA Package in R

Autor: Janet Van Niekerk, Haakon Bakka, Håvard Rue, Olaf Schenk
Jazyk: angličtina
Rok vydání: 2021
Předmět:
Zdroj: Journal of Statistical Software, Vol 100, Pp 1-28 (2021)
Druh dokumentu: article
ISSN: 1548-7660
DOI: 10.18637/jss.v100.i02
Popis: 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.
Databáze: Directory of Open Access Journals