Bayesian Model Averaging with the Integrated Nested Laplace Approximation by Virgilio Gómez-Rubio, Roger S. Bivand, Håvard Rue

“…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). …”
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Estimating Spatial Econometrics Models with Integrated Nested Laplace Approximation by Virgilio Gómez-Rubio, Roger S. Bivand, Håvard Rue

“…The integrated nested Laplace approximation (INLA) provides a fast and effective method for marginal inference in Bayesian hierarchical models. This methodology has been implemented in the <b>R-INLA</b> package which permits INLA to be used from within R statistical software. …”
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