I am trying to do a literature review on integrated nested Laplace approximations (INLA). Most papers cite a popular paper by Rue and Chopin, however, this does not seem to be the seminal paper.
Can anyone point me to the roots of this method?
I am trying to do a literature review on integrated nested Laplace approximations (INLA). Most papers cite a popular paper by Rue and Chopin, however, this does not seem to be the seminal paper.
Can anyone point me to the roots of this method?
YES, this paper is the seminal paper. And the roots of this Havard Rue's work goes to Rue and Held (2005). And as is written in the discussion of the seminal paper, inla (program) is built on the GMRFLib library (Rue and Held (2005), appendix)