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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?

mkt
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HeMan
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  • This might be useful to you http://www.r-inla.org/papers. – Yair Daon Nov 30 '15 at 15:00
  • @YairDaon Certainly useful. However, the oldest paper in that list is the one I mentioned. Should I assume this is the seminal paper? I, have the feeling that there is a bit of "citation bias" in these papers. – HeMan Nov 30 '15 at 15:05
  • I think the paper you've mentioned IS the seminal one. However, there is a technical report from 2008, you might want to take a look. – Yair Daon Nov 30 '15 at 15:20

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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)

Burak
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  • The links no longer work. It also seems that Sara Martino should be mentioned here for contributions near 2007. – Yves Oct 20 '20 at 09:14