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INLA

• Simplified Integrated Nested Laplace Approximation

TMB

• Introduction to TMB video (Banff)
• A Statistical Introduction to Template Model Builder: A Flexible Tool for Spatial Modeling
• C++ tutorial for TMB
• Example of tmbstan crashes my R session #15
• Simulation methods in TMB

VI vs INLA

• Yes, but Did It Work?: Evaluating Variational Inference
• Comparing Laplace Approximation and Variational Inference
• Validated Variational Inference via Practical Posterior Error Bounds

Misc

• Possible INLA optimization step concerns, sparsity requirements, and Stan features for large Gaussian process inference
• Want to make an R package which has both TMB and Stan
  • https://htmlpreview.github.io/?https://github.com/mlysy/TMBtools/master/doc/TMBtools.html
  • https://cran.r-project.org/web/packages/rstantools/vignettes/minimal-rstan-package.html
• Newton's method and Fisher scoring
• INLA internals
  • https://groups.google.com/g/r-inla-discussion-group/c/9D367IklS54/m/VwlEH4sRBwAJ
  • https://github.com/jeffeaton/inla-sandbox/blob/master/inla-internals.md