Haavard Rue, a professor and the mastermind behind Integrated Nested Laplace Approximations (INLA), joins Janet van Niekerk, a research scientist specializing in its application to medical statistics. They dive into the advantages of INLA over traditional MCMC methods, highlighting its efficiency with large datasets. The conversation touches on computational challenges, the significance of carefully chosen priors, and the potential of integrating GPUs for future advancements. They also share insights on using INLA for complex models, particularly in healthcare and spatial analysis.
