Thursday 26 Oct 2017Statistical Science - INLA - A gentle introduction

Stefan Siegert -

H101 14:30-15:30

The Integrated Nested Laplace Approximation (INLA) method has recently become a

popular tool for its efficiency in solving high-dimensional spatio-temporal

inference problems. INLA is essentially a collection of standard mathematical

approximations that, in combination, yield a framework for Bayesian computation

that is much faster than alternatives such as MCMC. In this talk, I will walk

you through the mathematical foundations of INLA, deriving the essential steps

from scratch as much as possible. I will also say a few things about the INLA

R-package. The goal of the talk is to teach you the basics of the method so we

can start a critical discussion if and how we can use INLA to solve more

complicated inference tasks.

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