• Approximate Bayesian inference for spatial econometrics models 

      Bivand, Roger; Gómez-Rubio, Virgilio; Rue, Håvard (Journal article; Peer reviewed, 2014)
      In this paper we explore the use of the Integrated Laplace Approximation (INLA) for Bayesian inference in some widely used models in Spatial Econometrics. Bayesian inference often relies on computationally intensive ...
    • Importance Sampling with the Integrated Nested Laplace Approximation 

      Berild, Martin Outzen; Martino, Sara; Gómez-Rubio, Virgilio; Rue, Håvard (Peer reviewed; Journal article, 2022)
      The integrated nested Laplace approximation (INLA) is a deterministic approach to Bayesian inference on latent Gaussian models (LGMs) and focuses on fast and accurate approximation of posterior marginals for the parameters ...