This page promotes a new approach to a broad class of models (spatio-temporal models, latent variable models, mixed models) using a fast approximation to the Bayesian solution. It runs under R and appears to handle very large datasets. I have not had a chance to try this, but it looks very interesting.

Havard Rue. Bayesian computing with INLA. Available at

This Recommendation was added to the website on 2016-04-28 and was last modified on 2020-02-29. You can find similar pages at Bayesian statistics, Longitudinal data, Multilevel models, R software.

An earlier version of this page appears here.