Evolving notes, images and sounds by Luis Apiolaza

Month: August 2012 (Page 1 of 2)

Mid-August flotsam

Reached mid-semester point, with quite a few new lectures to prepare. Nothing extremely complicated but, as always, the tricky part is finding a way to make it meaningful and memorable. Sometimes, and this is one of those times, I sound like a broken record but I’m a bit obsessive about helping people to ‘get’ a topic.

Gratuitous picture: Lola, Lisbon, Portugal.

INLA: Bayes goes to Norway

INLA is not the Norwegian answer to ABBA; that would probably be a-ha. INLA is the answer to ‘Why do I have enough time to cook a three-course meal while running MCMC analyses?”.

Integrated Nested Laplace Approximations (INLA) is based on direct numerical integration (rather than simulation as in MCMC) which, according to people ‘in the know’, allows:

  • the estimation of marginal posteriors for all parameters,
  • marginal posteriors for each random effect and
  • estimation of the posterior for linear combinations of random effects.

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