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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.

Rather than going to the usual univariate randomized complete block or split-plot designs that I have analyzed before (here using REML and here using MCMC), I’ll go for some analyses that motivated me to look for INLA. I was having a look at some reproductive output for Drosophila data here at the university, and wanted to fit a logistic model using MCMCglmm. Unfortunately, I was running into the millions (~3M) of iterations to get a good idea of the posterior and, therefore, leaving the computer running overnight. Almost by accident I came across INLA and started playing with it. The idea is that Sol—a Ph.D. student—had a cool experiment with a bunch of flies using different mating strategies over several generations, to check the effect on breeding success. Therefore we have to keep track of the pedigree too.

Gratuitous picture: Cubist apartments not in Norway (Photo: Luis, click to enlarge).

Up to this point we have read the response data, the pedigree and constructed the inverse of the pedigree matrix. We also needed to build a contrast matrix to compare the mean response between the different mating strategies. I was struggling there and contacted Gregor Gorjanc, who kindly emailed me the proper way to do it.

There is another related package (Animal INLA) that takes care of i- giving details about the priors and ii- “easily” fitting models that include a term with a pedigree (an animal model in quantitative genetics speak). However, I wanted the assumptions to be clear so read the source of Animal INLA and shamelessly copied the useful bits (read the source, Luke!).

A quick look at the time taken by INLA shows that it is in the order of seconds (versus overnight using MCMC). I have tried a few examples and the MCMCglmm and INLA results tend to be very close; however, figuring out how to code models has been very tricky for me. INLA follows the glorious tradition of not having a ‘proper’ manual, but a number of examples with code. In fact, they reimplement BUGS‘s examples. Personally, I struggle with that approach towards documentation, but you may be the right type of person for that. Note for letter to Santa: real documentation for INLA.

I was talking with a student about using Norwegian software and he mentioned Norwegian Black Metal. That got me thinking about how the developers of the package would look like; would they look like Gaahl of Gorgoroth (see interview here)?

Gaahl Gorgoroth

Not an INLA developer

Talk about disappointment! In fact Håvard Rue, INLA mastermind, looks like a nice, clean, non-black-metal statistician. To be fair, it would be quite hard to code in any language wearing those spikes…


  1. I’ve been using INLA for perhaps the last two years and have been really impressed. Have you checked out the spatial statistics example from http://inla.googlecode.com/hg-history/default/r-inla.org/papers/spde-jrssb-revised.pdf with the stochastic PDE model? That’s probably the most attractive feature as far as I’m concerned.

    Also while Rue and his collaborators may not look like they’re into Norwegian black metal, Dan Simpson has some pretty eclectic taste in music.

    • Luis

      2012/09/25 at 10:16 am

      Thanks for your comment Sam. I haven’t used INLA during the last few months by, funny now that you mentioned it, I was looking forward to test INLA’s spatial capabilities. I have a few trials where spatial trends have to be taken into account.

      Great to hear about an eclectic INLA crowd!

      • Cool. Because Dan did his PhD at my university (Queensland University of Technology) there’s a bit of an INLA following in the Bayesian statistics group. One of our students is doing disease mapping and is using the rw2d, matern2d, and bym models. I’m currently redrafting a paper to make use of the spde model class for some air quality data.

  2. Hi Luis,

    Like you I made my first faltering steps with INLA by grabbing bits from the AnimalINLA code to do univariate genetic analyses. I came back to it later, revisited the analyses and got a bit of a better understanding of what I was doing. Now I’ve come back to it again, forgotten how to do everything I’d done before, and am wanting to estimate genetic and environmental covariances/correlations between traits and was wondering if you’d played in this area at all? It doesn’t seem intuitively obvious how you’d set it up.


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