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Structured additive regression models are perhaps the most commonly used class of models in statistical applications. It includes, among others, (generalized) linear models, (generalized) additive models, smoothing spline models, state space models, semiparametric regression, spatial and spatiotemporal models, log-Gaussian Cox processes and geostatistical… (More)

Structured additive regression models are perhaps the most commonly used class of models in statistical applications. It includes, among others, (generalised) linear models, (generalised) additive models, smoothing-spline models, state-space models, semiparametric regression, spatial and spatio-temporal models, log-Gaussian Cox-processes, and geostatistical… (More)

Continuously indexed Gaussian fields (GFs) are the most important ingredient in spatial statistical modelling and geostatistics. The specification through the covariance function gives an intuitive interpretation of the field properties. On the computational side, GFs are hampered with the big n problem, since the cost of factorizing dense matrices is cubic… (More)

SUMMARY This paper demonstrate how Gaussian Markov random fields (conditional autoregressions) can be fast sampled using numerical techniques for sparse matrices. The algorithm is general , surprisingly efficient, and expands easily to various forms for conditional simulation and evaluation of normalisation constants. I demonstrate its use in Markov chain… (More)

- Ye Li, Patrick G. Brown, Dionne Gesink, Håvard Rue
- Statistical methods in medical research
- 2012

This article presents a methodology for modeling aggregated disease incidence data with the spatially continuous log-Gaussian Cox process. Statistical models for spatially aggregated disease incidence data usually assign the same relative risk to all individuals in the same reporting region (census areas or postal regions). A further assumption that the… (More)

- Marta Blangiardo, Michela Cameletti, Gianluca Baio, Håvard Rue
- Spatial and spatio-temporal epidemiology
- 2013

During the last three decades, Bayesian methods have developed greatly in the field of epidemiology. Their main challenge focusses around computation, but the advent of Markov Chain Monte Carlo methods (MCMC) and in particular of the WinBUGS software has opened the doors of Bayesian modelling to the wide research community. However model complexity and… (More)

- Youyi Fong, Håvard Rue, Jonathan Wakefield
- Biostatistics
- 2010

Generalized linear mixed models (GLMMs) continue to grow in popularity due to their ability to directly acknowledge multiple levels of dependency and model different data types. For small sample sizes especially, likelihood-based inference can be unreliable with variance components being particularly difficult to estimate. A Bayesian approach is appealing… (More)

- Thiago G. Martins, Daniel Simpson, Finn Lindgren, Håvard Rue
- Computational Statistics & Data Analysis
- 2013

The INLA approach for approximate Bayesian inference for latent Gaussian models has been shown to give fast and accurate estimates of posterior marginals and also to be a valuable tool in practice via the R-package R-INLA. In this paper we formalize new developments in the R-INLA package and show how these features greatly extend the scope of models that… (More)

- G I Markov, R Fields, +4 authors Johan Lindström
- 2010

Continuously indexed Gaussian fields (GFs) is the most important ingredient in spatial statistical modelling and geo-statistics. The specification through the covariance function gives an intuitive interpretation of its properties. On the computational side, GFs are hampered with the big-n problem, since the cost of factorising dense matrices is cubic in… (More)

- Mark A. van de Wiel, Gwenaël G. R. Leday, Luba Pardo, Håvard Rue, Aad W. van der Vaart, Wessel N. van Wieringen
- Biostatistics
- 2013

Next generation sequencing is quickly replacing microarrays as a technique to probe different molecular levels of the cell, such as DNA or RNA. The technology provides higher resolution, while reducing bias. RNA sequencing results in counts of RNA strands. This type of data imposes new statistical challenges. We present a novel, generic approach to model… (More)