Bayesian computing with INLA

Steve Simon


Figure 1. Excerpt from website

This page promotes a new approach to a broad class of models (spatio-temporal models, latent variable models, mixed models) using a fast approximation to the Bayesian solution. It runs under R and appears to handle very large datasets. I have not had a chance to try this, but it looks very interesting.

Havard Rue. Bayesian computing with INLA. Available in html format.

You can find an earlier version of this page on my blog.