Spatial Bayesian Hierarchical Modelling with Integrated Nested Laplace Approximation

Abstract: We consider latent Gaussian fields for modelling spatial dependence in the context of both spatial point patterns and areal data, providing two different applications. The inhomogeneous Log-Gaussian Cox Process model is specified to describe a seismic sequence occurred in Greece, resorting to the Stochastic Partial Differential Equations. The Besag-York-Mollie model is fitted for disease mapping of the Covid-19 infection in the North of Italy. These models both belong to the class of Bayesian hierarchical models with latent Gaussian fields whose posterior is not available in closed form. Therefore, the inference is performed with the Integrated Nested Laplace Approximation, which provides accurate and relatively fast analytical approximations to the posterior quantities of interest.