Gómez-Rubio, Virgilio; Bivand, Roger; Rue, Håvard - In: Econometrics : open access journal 8 (2020) 2/23, pp. 1-15
The integrated nested Laplace approximation (INLA) for Bayesian inference is an efficient approach to estimate the posterior marginal distributions of the parameters and latent effects of Bayesian hierarchical models that can be expressed as latent Gaussian Markov random fields (GMRF). The...