arXiv subjects

Haavard Rue

Publications and source records attributed to Haavard Rue.

At least 19 recordsLinked to original sources

arXiv2026

Spatially continuous modelling of aggregated outcome data

This work develops a block aggregation approach to spatial estimation and prediction when the response is observed at a coarse spatial scale, for example as counts of events in administrative areas, or blocks, while covariates are available at a finer spatial resolution, typically as raster images. Our approach specifies a linear predictor at the finer resolution as a combination of covariate effects and a latent, spatially continuous Gaussian process. This linear predictor then determines the distribution of the response through an inverse link function and spatial integration. We use a simulation study to evaluate the performance of the proposed approach in comparison to two industry standard approaches: a traditional geostatistical model that associates each response with the centroid of its block; and a Markov random field (MRF) approach that aggregates covariate data to block-level. As expected, the differences in performance among the three approaches are small with respect to block-level prediction. The rationale for, and advantage of, the block aggregation approach lies in its delivery of reliable inferences at whatever spatial resolution is required in a particular application. We describe two applications: a linear Gaussian sampling model of wastewater virus concentrations in England, using population density as covariate; and log-linear Poisson model of cardiovascular hospitalisations in England using socio-demographic variables at fine-scale administrative units as covariates.

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arXiv2026

A Bayesian regression framework for circular models with INLA

Regression models for circular variables are less developed, since the concept of building a linear predictor from linear combinations of covariates and various random effects, breaks the circular nature of the variable. In this paper, we introduce a new approach to rectify this issue, leading to well-defined regression models for circular responses when the data are concentrated. Our approach extends naturally to joint regression models where we can have several circular and non-circular responses, and allow us to handle a mix of linear covariates, circular covariates and various random effects. Our formulation aligns naturally with the integrated nested Laplace approximation (INLA), which provides fast and accurate Bayesian inference. We illustrate our approach through several simulated and real examples.

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arXiv2025

Spatial Gaussian fields for complex areas with application to marine megafauna conservation

Spatial Gaussian fields (SGFs) are widely employed in modeling the distributions of marine megafauna, yet they traditionally rely on assumptions of isotropy and stationarity, conditions that often prove unrealistic in complex ecological environments featuring coastlines, islands, and depth gradients acting as partial movement barriers. Existing spatial models typically treat these barriers as either fully impermeable, completely blocking species movement and dispersal, or entirely absent, which inadequately represents most real-world scenarios. To address this limitation, we introduce the Transparent Barrier Model, an extension of spatial Gaussian fields that explicitly incorporates barriers with varying levels of permeability. The model assigns spatially varying range parameters to distinct barrier regions, allowing ecological and geographical knowledge about barrier permeability to directly inform model specifications. This approach maintains computational efficiency by utilizing the integrated nested Laplace approximation (INLA) framework combined with stochastic partial differential equations (SPDEs), ensuring feasible application even in large, complex spatial domains.We demonstrate the practical utility and flexibility of the Transparent Barrier Model through its application to dugong (Dugong dugon) distribution data from the Red Sea.

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arXiv2025

A new approach for Bayesian joint modeling of longitudinal and cure-survival outcomes using the defective Gompertz distribution

In recent medical studies, the combination of longitudinal measurements with time-to-event data has increased the demand for more sophisticated models without unbiased estimates. Joint models for longitudinal and survival data have been developed to address such problems. One complex issue that may arise in the clinical trials is the presence of individuals who are statistically immune to the event of interest, those who may not experience the event even after extended follow-up periods. So far, the literature has addressed joint modeling with the presence of cured individuals mainly through mixture models for cure fraction and their extensions. In this study, we propose a joint modeling framework that accommodates the existence or absence of a cure fraction in an integrated way, using the defective Gompertz distribution. Our aim is to provide a more parsimonious alternative within an estimation process that involves a parameter vector with multiple components. Parameter estimation is performed using Bayesian inference via the efficient integrated nested Laplace approximation algorithm, by formulating the model as a latent Gaussian model. A simulation study is conducted to evaluate the frequentist properties of the proposed method under low-information prior settings. The model is further illustrated using a publicly available, yet underexplored, dataset on antiepileptic drug failure, where quality-of-life scores serve as longitudinal biomarkers. This application allows us to estimate the proportion of patients achieving seizure control under both traditional and modern antiepileptic therapies, demonstrating the model's ability to assess and compare long-term treatment effectiveness within a clinical trial context.

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arXiv2025

Scalable skewed Bayesian inference for latent Gaussian models

Approximate Bayesian inference for the class of latent Gaussian models can be achieved efficiently with integrated nested Laplace approximations (INLA). Based on recent reformulations in the INLA methodology, we propose a further extension that is necessary in some cases like heavy-tailed likelihoods or binary regression with imbalanced data. This extension formulates a skewed version of the Laplace method such that some marginals are skewed and some are kept Gaussian while the dependence is maintained with the Gaussian copula from the Laplace method. Our approach is formulated to be scalable in model and data size, using a variational inferential framework enveloped in INLA. We illustrate the necessity and performance using simulated cases, as well as a case study of a rare disease where class imbalance is naturally present.

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arXiv2024

Towards black-box parameter estimation

Deep learning algorithms have recently shown to be a successful tool in estimating parameters of statistical models for which simulation is easy, but likelihood computation is challenging. But the success of these approaches depends on simulating parameters that sufficiently reproduce the observed data, and, at present, there is a lack of efficient methods to produce these simulations. We develop new black-box procedures to estimate parameters of statistical models based only on weak parameter structure assumptions. For well-structured likelihoods with frequent occurrences, such as in time series, this is achieved by pre-training a deep neural network on an extensive simulated database that covers a wide range of data sizes. For other types of complex dependencies, an iterative algorithm guides simulations to the correct parameter region in multiple rounds. These approaches can successfully estimate and quantify the uncertainty of parameters from non-Gaussian models with complex spatial and temporal dependencies. The success of our methods is a first step towards a fully flexible automatic black-box estimation framework.

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arXiv2023

Enhanced spatial modeling on linear networks using Gaussian Whittle-Matérn fields

Spatial statistics is traditionally based on stationary models on $\mathbb{R^d}$ like Matérn fields. The adaptation of traditional spatial statistical methods, originally designed for stationary models in Euclidean spaces, to effectively model phenomena on linear networks such as stream systems and urban road networks is challenging. The current study aims to analyze the incidence of traffic accidents on road networks using three different methodologies and compare the model performance for each methodology. Initially, we analyzed the application of spatial triangulation precisely on road networks instead of traditional continuous regions. However, this approach posed challenges in areas with complex boundaries, leading to the emergence of artificial spatial dependencies. To address this, we applied an alternative computational method to construct nonstationary barrier models. Finally, we explored a recently proposed class of Gaussian processes on compact metric graphs, the Whittle-Matérn fields, defined by a fractional SPDE on the metric graph. The latter fields are a natural extension of Gaussian fields with Matérn covariance functions on Euclidean domains to non-Euclidean metric graph settings. A ten-year period (2010-2019) of daily traffic-accident records from Barcelona, Spain have been used to evaluate the three models referred above. While comparing model performance we observed that the Whittle-Matérn fields defined directly on the network outperformed the network triangulation and barrier models. Due to their flexibility, the Whittle-Matérn fields can be applied to a wide range of environmental problems on linear networks such as spatio-temporal modeling of water contamination in stream networks or modeling air quality or accidents on urban road networks.

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arXiv2023

INLA+ -- Approximate Bayesian inference for non-sparse models using HPC

The integrated nested Laplace approximations (INLA) method has become a widely utilized tool for researchers and practitioners seeking to perform approximate Bayesian inference across various fields of application. To address the growing demand for incorporating more complex models and enhancing the method's capabilities, this paper introduces a novel framework that leverages dense matrices for performing approximate Bayesian inference based on INLA across multiple computing nodes using HPC. When dealing with non-sparse precision or covariance matrices, this new approach scales better compared to the current INLA method, capitalizing on the computational power offered by multiprocessors in shared and distributed memory architectures available in contemporary computing resources and specialized dense matrix algebra. To validate the efficacy of this approach, we conduct a simulation study then apply it to analyze cancer mortality data in Spain, employing a three-way spatio-temporal interaction model.

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arXiv2023

Statistical inference for radial generalized Pareto distributions and return sets in geometric extremes

We use a functional analogue of the quantile function for probability measures on $\mathbb{R}^d$ to characterize a novel limit Poisson point process for radially recentred and rescaled random vectors under a radial-directional decomposition. This limit process yields new multivariate distributions, including \textit{radial generalised Pareto distributions}, exhibiting stability for extrapolation to extremal sets along any direction. We show that the normalising functions leading to the limit Poisson point process correspond to a novel class of sets visited with fixed probability, with geometric properties determined by the conditional distribution of the radius given the direction and the Radon-Nikodym derivative of the directional probability distribution relative to reference spherical measures. This leads to return sets, defined by the complement of these probability sets and expressed by their return period. We identify an important member, the \textit{isotropic return set}, where all directions of exceedances outside the set are equally likely. Building on the limit Poisson point process likelihood, we develop parsimonious statistical models leveraging links between limit distribution parameters, with novel diagnostics for assessing convergence to the limiting distribution. These models enable Bayesian inference for return sets with arbitrarily large return periods and probabilities of unobserved extreme events, incorporating directional information from observations outside probability sets. The framework supports efficient computations in dimensions d=2 and d=3. We demonstrate the utility of the methods through simulations and case studies involving hydrological and oceanographic data, showcasing potential for robust and interpretable analysis of multivariate extremes.

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arXiv2023

A flexible Bayesian tool for CoDa mixed models: logistic-normal distribution with Dirichlet covariance

Compositional Data Analysis (CoDa) has gained popularity in recent years. This type of data consists of values from disjoint categories that sum up to a constant. Both Dirichlet regression and logistic-normal regression have become popular as CoDa analysis methods. However, fitting this kind of multivariate models presents challenges, especially when structured random effects are included in the model, such as temporal or spatial effects. To overcome these challenges, we propose the logistic-normal Dirichlet Model (LNDM). We seamlessly incorporate this approach into the R-INLA package, facilitating model fitting and model prediction within the framework of Latent Gaussian Models (LGMs). Moreover, we explore metrics like Deviance Information Criteria (DIC), Watanabe Akaike information criterion (WAIC), and cross-validation measure conditional predictive ordinate (CPO) for model selection in R-INLA for CoDa. Illustrating LNDM through a simple simulated example and with an ecological case study on Arabidopsis thaliana in the Iberian Peninsula, we underscore its potential as an effective tool for managing CoDa and large CoDa databases.

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arXiv2022

Leave-group-out cross-validation for latent Gaussian models

Evaluating the predictive performance of a statistical model is commonly done using cross-validation. Among the various methods, leave-one-out cross-validation (LOOCV) is frequently used. Originally designed for exchangeable observations, LOOCV has since been extended to other cases such as hierarchical models. However, it focuses primarily on short-range prediction and may not fully capture long-range prediction scenarios. For structured hierarchical models, particularly those involving multiple random effects, the concepts of short- and long-range predictions become less clear, which can complicate the interpretation of LOOCV results. In this paper, we propose a complementary cross-validation framework specifcally tailored for longer-range prediction in latent Gaussian models, including those with structured random effects. Our approach differs from LOOCV by excluding a carefully constructed set from the training set, which better emulates longer-range prediction conditions. Furthermore, we achieve computational effciency by adjusting the full joint posterior for this modifed cross-validation, thus eliminating the need for model reftting. This method is implemented in the R-INLA package (www.r-inla.org) and can be adapted to a variety of inferential frameworks.

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arXiv2022

Approximate Bayesian Inference for the Interaction Types 1, 2, 3 and 4 with Application in Disease Mapping

We address in this paper a new approach for fitting spatiotemporal models with application in disease mapping using the interaction types 1,2,3, and 4. When we account for the spatiotemporal interactions in disease-mapping models, inference becomes more useful in revealing unknown patterns in the data. However, when the number of locations and/or the number of time points is large, the inference gets computationally challenging due to the high number of required constraints necessary for inference, and this holds for various inference architectures including Markov chain Monte Carlo (MCMC) and Integrated Nested Laplace Approximations (INLA). We re-formulate INLA approach based on dense matrices to fit the intrinsic spatiotemporal models with the four interaction types and account for the sum-to-zero constraints, and discuss how the new approach can be implemented in a high-performance computing framework. The computing time using the new approach does not depend on the number of constraints and can reach a 40-fold faster speed compared to INLA in realistic scenarios. This approach is verified by a simulation study and a real data application, and it is implemented in the R package INLAPLUS and the Python header function: inla1234().

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arXiv2022

A new avenue for Bayesian inference with INLA

Integrated Nested Laplace Approximations (INLA) has been a successful approximate Bayesian inference framework since its proposal by Rue et al. (2009). The increased computational efficiency and accuracy when compared with sampling-based methods for Bayesian inference like MCMC methods, are some contributors to its success. Ongoing research in the INLA methodology and implementation thereof in the R package R-INLA, ensures continued relevance for practitioners and improved performance and applicability of INLA. The era of big data and some recent research developments, presents an opportunity to reformulate some aspects of the classic INLA formulation, to achieve even faster inference, improved numerical stability and scalability. The improvement is especially noticeable for data-rich models. We demonstrate the efficiency gains with various examples of data-rich models, like Cox's proportional hazards model, an item-response theory model, a spatial model including prediction, and a 3-dimensional model for fMRI data.

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arXiv2021

Joint Posterior Inference for Latent Gaussian Models with R-INLA

Efficient Bayesian inference remains a computational challenge in hierarchical models. Simulation-based approaches such as Markov Chain Monte Carlo methods are still popular but have a large computational cost. When dealing with the large class of Latent Gaussian Models, the INLA methodology embedded in the R-INLA software provides accurate Bayesian inference by computing deterministic mixture representation to approximate the joint posterior, from which marginals are computed. The INLA approach has from the beginning been targeting to approximate univariate posteriors. In this paper we lay out the development foundation of the tools for also providing joint approximations for subsets of the latent field. These approximations inherit Gaussian copula structure and additionally provide corrections for skewness. The same idea is carried forward also to sampling from the mixture representation, which we now can adjust for skewness.

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arXiv2021

Low-rank variational Bayes correction to the Laplace method

Approximate inference methods like the Laplace method, Laplace approximations and variational methods, amongst others, are popular methods when exact inference is not feasible due to the complexity of the model or the abundance of data. In this paper we propose a hybrid approximate method called Low-Rank Variational Bayes correction (VBC), that uses the Laplace method and subsequently a Variational Bayes correction in a lower dimension, to the joint posterior mean. The cost is essentially that of the Laplace method which ensures scalability of the method, in both model complexity and data size. Models with fixed and unknown hyperparameters are considered, for simulated and real examples, for small and large datasets.

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arXiv2021

Smart Gradient -- An Adaptive Technique for Improving Gradient Estimation

Computing the gradient of a function provides fundamental information about its behavior. This information is essential for several applications and algorithms across various fields. One common application that require gradients are optimization techniques such as stochastic gradient descent, Newton's method and trust region methods. However, these methods usually requires a numerical computation of the gradient at every iteration of the method which is prone to numerical errors. We propose a simple limited-memory technique for improving the accuracy of a numerically computed gradient in this gradient-based optimization framework by exploiting (1) a coordinate transformation of the gradient and (2) the history of previously taken descent directions. The method is verified empirically by extensive experimentation on both test functions and on real data applications. The proposed method is implemented in the R package smartGrad and in C++.

math.NA↗

arXiv2020

Skewed probit regression -- Identifiability, contraction and reformulation

Skewed probit regression is but one example of a statistical model that generalizes a simpler model, like probit regression. All skew-symmetric distributions and link functions arise from symmetric distributions by incorporating a skewness parameter through some skewing mechanism. In this work we address some fundamental issues in skewed probit regression, and more genreally skew-symmetric distributions or skew-symmetric link functions. We address the issue of identifiability of the skewed probit model parameters by reformulating the intercept from first principles. A new standardization of the skew link function is given to provide and anchored interpretation of the inference. Possible skewness parameters are investigated and the penalizing complexity priors of these are derived. This prior is invariant under reparameterization of the skewness parameter and quantifies the contraction of the skewed probit model to the probit model. The proposed results are available in the R-INLA package and we illustrate the use and effects of this work using simulated data, and well-known datasets using the link as well as the likelihood.

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arXiv2020

Improving Bayesian Local Spatial Models in Large Data Sets

Environmental processes resolved at a sufficiently small scale in space and time will inevitably display non-stationary behavior. Such processes are both challenging to model and computationally expensive when the data size is large. Instead of modeling the global non-stationarity explicitly, local models can be applied to disjoint regions of the domain. The choice of the size of these regions is dictated by a bias-variance trade-off; large regions will have smaller variance and larger bias, whereas small regions will have higher variance and smaller bias. From both the modeling and computational point of view, small regions are preferable to better accommodate the non-stationarity. However, in practice, large regions are necessary to control the variance. We propose a novel Bayesian three-step approach that allows for smaller regions without compromising the increase of the variance that would follow. We are able to propagate the uncertainty from one step to the next without issues caused by reusing the data. The improvement in inference also results in improved prediction, as our simulated example shows. We illustrate this new approach on a data set of simulated high-resolution wind speed data over Saudi Arabia.

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