>TA key component of Bayesian inference is integrating over prior distributions to obtain posteriors. In practice however, these distributions are often high-dimensional, resulting in a significant computational cost associated with integration, which remains a key challenge in Bayesian ML. Under certain assumptions, it is possible to efficiently compute posteriors for Latent Gaussian Models (LGMs), which represent a broad class of statistical models in Bayesian statistics. This is known as the method of Integrated Nested Laplace Approximations (INLA), and this project aims to implement a working basis for INLA in the PyMC library.
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