Introduction to INLA

INLA

In the Bayesian paradigm all unknown quantities in the model are treated as random variables and the aim is to compute (or estimate) the joint posterior distribution. This is, the distribution of the parameters, θ, conditional on the observed data y. The way that posterior distribution is obtained relies on Bayes’ theorem:

\[\begin{equation} \pi(\theta|\textbf{y}) = \frac{ \pi(\textbf{y}|\theta)\pi(\theta) }{\pi(\textbf{y}) } \end{equation}\]

Where \(\pi(\textbf{y}|\theta)\) is the likelihood of the data \(\textbf{y}\) given parameters \(\theta\), \(\pi(\theta)\) is the prior distribution of the parameters and \(\pi(\textbf{y})\) is the marginal likelihood, which acts as a normalizing constant (Gómez-Rubio, 2021).

Laplace Integrated Nested Approach or INLA is a recent method of fitting Bayesian models. The INLA approach aims to solve the computational difficulty of MCMC in data-intensive problems or complex models. In many applications, the posterior distribution sampling process using MCMC can take too long and is often not even feasible with existing computational resources.

The slides of the “SPATIAL PREDICTION MODELS IN R” lecture at UCSD-GPS Fall 2021 can be found here

Required packages

First, we install and load all the needed packages for this workshop. Here a reference for the installation of INLA package

# install.packages("kableExtra")
# install.packages("tidyverse")
# install.packages("yardstick")
# install.packages("gt")
# install.packages("spdep")
# install.packages("viridis")
# install.packages("INLA",repos=c(getOption("repos"),INLA="https://inla.r-inla-download.org/R/stable"), dep=TRUE)


library(kableExtra)
library(tidyverse)
library(yardstick)
library(gt)
library(spdep)
library(viridis)
library(INLA)

Mortality data

For this workshop we will use monthly mortality data from Lima, Peru (2018-2019). We’re downloading the data directly from the github repository. You can check the dictionary at the bottom of the table.

db <- readRDS(url("https://github.com/healthinnovation/Inla_intro/raw/main/db_excess_proc_dis_1819_m.rds"))
reg prov distr year month n week date temperature precipitation pp.insured pp.edu.under25 pp.pover pp.no.elec pp.no.water
LIMA LIMA SANTA ROSA 2019 11 14 44 2019-11-04 29.05179 0.0628037 0.7250182 0.1420677 0.1330481 0.0308246 0.103765
LIMA LIMA SURQUILLO 2019 04 82 13 2019-04-01 29.43726 0.4175346 0.7250182 0.1420677 0.4330481 0.7308246 0.803765
LIMA LIMA PUNTA NEGRA 2018 01 0 1 2018-01-08 29.27019 0.5562810 0.7250182 0.1420677 0.1330481 0.0308246 0.103765
LIMA LIMA CHACLACAYO 2019 11 30 44 2019-11-04 29.05179 0.0628037 0.7250182 0.1420677 0.4330481 0.0308246 0.103765
LIMA LIMA CHACLACAYO 2019 01 42 1 2019-01-07 29.26792 0.2194335 0.7250182 0.1420677 0.4330481 0.0308246 0.103765
LIMA LIMA CARABAYLLO 2019 07 194 26 2019-07-01 29.06252 0.0398653 0.3250182 0.1420677 0.4330481 0.7308246 0.803765
LIMA LIMA SAN BORJA 2018 12 104 48 2018-12-03 29.15187 0.1387612 0.7250182 0.1420677 0.4330481 0.7308246 0.803765
LIMA LIMA LIMA 2018 09 316 35 2018-09-03 29.00803 0.0264610 0.7250182 0.1420677 0.4330481 0.7308246 0.803765
LIMA LIMA LIMA 2019 12 454 48 2019-12-02 29.15607 0.1205020 0.7250182 0.1420677 0.4330481 0.7308246 0.803765
LIMA LIMA SURQUILLO 2018 10 116 39 2018-10-01 29.03968 0.0989436 0.7250182 0.1420677 0.4330481 0.7308246 0.803765
LIMA LIMA BARRANCO 2018 05 22 18 2018-05-07 29.31195 0.2102735 0.7250182 0.1420677 0.4330481 0.0308246 0.103765
LIMA LIMA RIMAC 2018 12 180 48 2018-12-03 29.15187 0.1387612 0.7250182 0.1420677 0.4330481 0.7308246 0.803765
LIMA LIMA PUNTA HERMOSA 2018 07 0 26 2018-07-02 29.01577 0.0666329 0.7250182 0.1420677 0.1330481 0.0308246 0.103765
LIMA LIMA SAN BORJA 2019 08 80 31 2019-08-05 28.98726 0.0000000 0.7250182 0.1420677 0.4330481 0.7308246 0.803765
LIMA LIMA LA MOLINA 2019 07 116 26 2019-07-01 29.06252 0.0398653 0.7250182 0.1420677 0.4330481 0.7308246 0.803765
Dictionary
Variable name Description
reg region
prov province
distr district
year year of register
month month of register
week week of register
n number of deaths
temperature monthly temperature
precipitation monthly precipitation
pp.pover poverty indicator
pp.edu.under25 proportion of people under 25 with a low level of education
pp.insured proportion of insured population
pp.no.elec proportion of people without access to basic electricity service
pp.no.water proportion of people without access to basic water service

1 Descriptive analysis