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 … Continue reading → [Read more...]

This post is written by Julien Cornebise. Last week in Aachen was the 3rd Edition of the Bayes(Pharma) workshop. Its specificity: half-and-half industry/academic participants and speakers, all in Pharmaceutical statistics, with a great care to welcome newcomers to Bayes, so as to spread as much as possible the ... [Read more...]

[Update alert: INLA author Håvard Rue found a problem with the code below. See here] Ramsay and Silverman’s Functional Data Analysis is a tremendously useful book that deserves to be more widely known. It’s full of ideas of neat things one can do when part of a ... [Read more...]

The second day at the Latent Gaussian Models workshop in Zürich was equally interesting. Among the morning talks, let me mention Daniel Bové who gave a talk connected with the hyper-g prior paper he wrote with Leo Held (commented in an earlier post) and the duo of Janine Illian ... [Read more...]

An exciting conference in Zurich next February, 02-05. (I think I will attend! And not for skiing reasons!) Latent Gaussian models have numerous applications, for example in spatial and spatio-temporal epidemiology and climate modelling. This workshop brings together researchers who develop and apply Bayesian inference in this broad model class. ... [Read more...]