Martins, Thiago G.; Simpson, Daniel; Lindgren, Finn; … - In: Computational Statistics & Data Analysis 67 (2013) C, pp. 68-83
The INLA approach for approximate Bayesian inference for latent Gaussian models has been shown to give fast and accurate estimates of posterior marginals and also to be a valuable tool in practice via the R-package R-INLA. New developments in the R-INLA are formalized and it is shown how these...