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<front>
<journal-meta>
<journal-id journal-id-type="publisher-id">jrepstat</journal-id>
<journal-title-group>
<journal-title>Journal of Reproducible Statistics</journal-title>
</journal-title-group>
<publisher>
<publisher-name>FAIR Press</publisher-name>
</publisher>
</journal-meta>
<article-meta>
<title-group>
<article-title>Estimating the marginal likelihood with Integrated nested Laplace approximation (INLA)</article-title>
</title-group>
<contrib-group>
<contrib contrib-type="author">
<contrib-id contrib-id-type="orcid">https://orcid.org/0000-0002-3244-6571</contrib-id>
<name>
<surname>Hubin</surname>
<given-names>Aliaksandr</given-names>
</name>
<aff>Norwegian University of Life Sciences, Ås, Norway and Integreat, University of Oslo, Oslo, Norway</aff>
</contrib>
<contrib contrib-type="author">
<contrib-id contrib-id-type="orcid">https://orcid.org/0000-0001-8198-1426</contrib-id>
<name>
<surname>Storvik</surname>
<given-names>Geir</given-names>
</name>
<aff>Department of Mathematics, University of Oslo, Oslo, Norway and Integreat, University of Oslo, Oslo, Norway</aff>
</contrib>
</contrib-group>
<pub-date date-type="pub" publication-format="electronic">
<year>2026</year>
</pub-date>
<volume>1</volume>
<elocation-id>9</elocation-id>
<history>
<date date-type="received" iso-8601-date="2026-10-14"><day>14</day><month>10</month><year>2026</year></date>
<date date-type="accepted" iso-8601-date="2026-10-23"><day>23</day><month>10</month><year>2026</year></date>
</history>
<permissions>
<license license-type="open-access" xlink:href="https://creativecommons.org/licenses/by/4.0/">
<license-p>This is an open access article distributed under the terms of the Creative Commons Attribution 4.0 International License (CC-BY 4.0), which permits unrestricted use, distribution and reproduction in any medium provided the original work is properly cited.</license-p>
</license>
</permissions>
<self-uri content-type="html" xlink:href="https://jrepstat.fairpressjournals.com/articles/estimating-the-marginal-likelihood-with-integrated-nested-laplace-approximation-inla/"/>
<abstract>
<p>The marginal likelihood is a well established model selection criterion in Bayesian statistics. It also allows to efficiently calculate the marginal posterior model probabilities that can be used for Bayesian model averaging of quantities of interest. For many complex models, including latent modeling approaches, marginal likelihoods are however difficult to compute. One recent promising approach for approximating the marginal likelihood is Integrated Nested Laplace Approximation (INLA), designed for models with latent Gaussian structures. In this study we compare the approximations obtained with INLA to alternative approaches across a progression of models of varying complexity. In particular, we evaluate a simple linear latent model with exact analytical truth, a Bayesian linear regression model, probit and logit Bayesian regression models, a longitudinal Poisson generalized linear mixed model, and two extra simulation scenarios designed to probe the limits of the latent Gaussian approximation.</p>
</abstract>
<kwd-group kwd-group-type="author">
<kwd>Integrated nested Laplace approximation</kwd>
<kwd>Marginal likelihood</kwd>
<kwd>Model Evidence</kwd>
<kwd>Bayes Factor</kwd>
<kwd>Markov chain Monte Carlo</kwd>
<kwd>Numerical Integration</kwd>
</kwd-group>
<custom-meta-group>
<custom-meta>
<meta-name>data-availability-route</meta-name>
<meta-value>open</meta-value>
</custom-meta>
<custom-meta>
<meta-name>founding-article</meta-name>
<meta-value>true</meta-value>
</custom-meta>
</custom-meta-group>
</article-meta>
</front>
<body>
<sec id="introduction">
  <title>Introduction</title>
  <p>Marginal likelihoods have been commonly accepted to be an extremely
  important quantity within Bayesian statistics. For data
  <inline-formula><alternatives>
  <tex-math><![CDATA[\mathbf{y}]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mi mathvariant="bold-italic">𝒚</mml:mi></mml:math></alternatives></inline-formula>
  and model <inline-formula><alternatives>
  <tex-math><![CDATA[\mathcal{M}]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mi mathvariant="script">ℳ</mml:mi></mml:math></alternatives></inline-formula>,
  which includes some unknown parameters <inline-formula><alternatives>
  <tex-math><![CDATA[\theta]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mi>θ</mml:mi></mml:math></alternatives></inline-formula>,
  the marginal likelihood is given by
  <styled-content id="mlikdef"><disp-formula><alternatives>
  <tex-math><![CDATA[\begin{equation}
  p(\mathbf{y}|\mathcal{M})=\int_{\Omega_\theta}p(\mathbf{y}|\mathcal{M},\theta)p(\theta|\mathcal{M})d\theta\label{mlikdef}
  \end{equation} \qquad(1)]]></tex-math>
  <mml:math display="block" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mrow><mml:mi>p</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi mathvariant="bold-italic">𝒚</mml:mi><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo stretchy="false" form="postfix">)</mml:mo><mml:mo>=</mml:mo><mml:msub><mml:mo>∫</mml:mo><mml:msub><mml:mi mathvariant="normal">Ω</mml:mi><mml:mi>θ</mml:mi></mml:msub></mml:msub><mml:mi>p</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi mathvariant="bold-italic">𝒚</mml:mi><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo>,</mml:mo><mml:mi>θ</mml:mi><mml:mo stretchy="false" form="postfix">)</mml:mo><mml:mi>p</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi>θ</mml:mi><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo stretchy="false" form="postfix">)</mml:mo><mml:mi>d</mml:mi><mml:mi>θ</mml:mi></mml:mrow><mml:mspace width="2.0em"></mml:mspace><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mn>1</mml:mn><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow></mml:math></alternatives></disp-formula></styled-content>
  where <inline-formula><alternatives>
  <tex-math><![CDATA[p(\theta|\mathcal{M})]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>p</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi>θ</mml:mi><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow></mml:math></alternatives></inline-formula>
  is the prior for <inline-formula><alternatives>
  <tex-math><![CDATA[\theta]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mi>θ</mml:mi></mml:math></alternatives></inline-formula>
  under model <inline-formula><alternatives>
  <tex-math><![CDATA[\mathcal{M}]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mi mathvariant="script">ℳ</mml:mi></mml:math></alternatives></inline-formula>
  while <inline-formula><alternatives>
  <tex-math><![CDATA[p(\mathbf{y}|\mathcal{M},\theta)]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>p</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi mathvariant="bold-italic">𝒚</mml:mi><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo>,</mml:mo><mml:mi>θ</mml:mi><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow></mml:math></alternatives></inline-formula>
  is the likelihood function conditional on
  <inline-formula><alternatives>
  <tex-math><![CDATA[\theta]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mi>θ</mml:mi></mml:math></alternatives></inline-formula>.
  Consider first the problem of comparing models
  <inline-formula><alternatives>
  <tex-math><![CDATA[\mathcal{M}_i]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:math></alternatives></inline-formula>
  and <inline-formula><alternatives>
  <tex-math><![CDATA[\mathcal{M}_j]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:math></alternatives></inline-formula>
  through the ratio between their posterior probabilities
  <styled-content id="BF"><disp-formula><alternatives>
  <tex-math><![CDATA[\begin{equation}
  \frac{p(\mathcal{M}_i|\mathbf{y})}{p(\mathcal{M}_j|\mathbf{y})} = \frac{p(\mathbf{y}|\mathcal{M}_i)}{p(\mathbf{y}|\mathcal{M}_j)}\times \frac{p(\mathcal{M}_i)}{p(\mathcal{M}_j)}.\label{BF}
  \end{equation} \qquad(2)]]></tex-math>
  <mml:math display="block" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mrow><mml:mfrac><mml:mrow><mml:mi>p</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="bold-italic">𝒚</mml:mi><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow><mml:mrow><mml:mi>p</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="bold-italic">𝒚</mml:mi><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow></mml:mfrac><mml:mo>=</mml:mo><mml:mfrac><mml:mrow><mml:mi>p</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi mathvariant="bold-italic">𝒚</mml:mi><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow><mml:mrow><mml:mi>p</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi mathvariant="bold-italic">𝒚</mml:mi><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow></mml:mfrac><mml:mo>×</mml:mo><mml:mfrac><mml:mrow><mml:mi>p</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow><mml:mrow><mml:mi>p</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow></mml:mfrac><mml:mi>.</mml:mi></mml:mrow><mml:mspace width="2.0em"></mml:mspace><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mn>2</mml:mn><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow></mml:math></alternatives></disp-formula></styled-content>
  The first term of the right hand side is the Bayes Factor (Kass &amp;
  Raftery, 1995). In this way one usually performs Bayesian model
  selection with respect to the posterior marginal model probabilities
  without the need to calculate them explicitly. However if we are
  interested in Bayesian model averaging and marginalizing some quantity
  <inline-formula><alternatives>
  <tex-math><![CDATA[\Delta]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mi mathvariant="normal">Δ</mml:mi></mml:math></alternatives></inline-formula>
  over the given set of models <inline-formula><alternatives>
  <tex-math><![CDATA[\Omega_{\mathcal{M}}]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi mathvariant="normal">Ω</mml:mi><mml:mi mathvariant="script">ℳ</mml:mi></mml:msub></mml:math></alternatives></inline-formula>
  we are calculating the posterior marginal distribution, which in our
  notation becomes
  <styled-content id="posterior_quantile"><disp-formula><alternatives>
  <tex-math><![CDATA[\begin{equation}
  \label{posterior_quantile}
  p(\Delta|\mathbf{y}) =  \sum_{\mathcal{M} \in \Omega_{\mathcal{M}}}{p(\Delta|\mathcal{M},\mathbf{y})p(\mathcal{M}|\mathbf{y})}.
  \end{equation} \qquad(3)]]></tex-math>
  <mml:math display="block" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mrow><mml:mi>p</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi mathvariant="normal">Δ</mml:mi><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="bold-italic">𝒚</mml:mi><mml:mo stretchy="false" form="postfix">)</mml:mo><mml:mo>=</mml:mo><mml:munder><mml:mo>∑</mml:mo><mml:mrow><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo>∈</mml:mo><mml:msub><mml:mi mathvariant="normal">Ω</mml:mi><mml:mi mathvariant="script">ℳ</mml:mi></mml:msub></mml:mrow></mml:munder><mml:mrow><mml:mi>p</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi mathvariant="normal">Δ</mml:mi><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="bold-italic">𝒚</mml:mi><mml:mo stretchy="false" form="postfix">)</mml:mo><mml:mi>p</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="bold-italic">𝒚</mml:mi><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow><mml:mi>.</mml:mi></mml:mrow><mml:mspace width="2.0em"></mml:mspace><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mn>3</mml:mn><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow></mml:math></alternatives></disp-formula></styled-content>
  Here, <inline-formula><alternatives>
  <tex-math><![CDATA[p(\mathcal{M}|\mathbf{y})]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>p</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="bold-italic">𝒚</mml:mi><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow></mml:math></alternatives></inline-formula>
  is the posterior marginal model probability for model
  <inline-formula><alternatives>
  <tex-math><![CDATA[\mathcal{M}]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mi mathvariant="script">ℳ</mml:mi></mml:math></alternatives></inline-formula>
  that can be calculated with respect to Bayes theorem as
  <styled-content id="PMP"><disp-formula><alternatives>
  <tex-math><![CDATA[\begin{equation}
  \label{PMP}
  p(\mathcal{M}|\mathbf{y}) =  \frac{{p(\mathbf{y}|\mathcal{M})p(\mathcal{M})}}{\sum_{\boldsymbol{\mathcal{M}}' \in\Omega_{\mathcal{M}}}{p(\mathbf{y}| \mathcal{M}')p(\mathcal{M}')}}.
  \end{equation} \qquad(4)]]></tex-math>
  <mml:math display="block" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mrow><mml:mi>p</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="bold-italic">𝒚</mml:mi><mml:mo stretchy="false" form="postfix">)</mml:mo><mml:mo>=</mml:mo><mml:mfrac><mml:mrow><mml:mi>p</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi mathvariant="bold-italic">𝒚</mml:mi><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo stretchy="false" form="postfix">)</mml:mo><mml:mi>p</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow><mml:mrow><mml:munder><mml:mo>∑</mml:mo><mml:mrow><mml:msup><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo>′</mml:mo></mml:msup><mml:mo>∈</mml:mo><mml:msub><mml:mi mathvariant="normal">Ω</mml:mi><mml:mi mathvariant="script">ℳ</mml:mi></mml:msub></mml:mrow></mml:munder><mml:mrow><mml:mi>p</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi mathvariant="bold-italic">𝒚</mml:mi><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:msup><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo>′</mml:mo></mml:msup><mml:mo stretchy="false" form="postfix">)</mml:mo><mml:mi>p</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:msup><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo>′</mml:mo></mml:msup><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow></mml:mrow></mml:mfrac><mml:mi>.</mml:mi></mml:mrow><mml:mspace width="2.0em"></mml:mspace><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mn>4</mml:mn><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow></mml:math></alternatives></disp-formula></styled-content>
  Thus, one requires marginal likelihoods <inline-formula><alternatives>
  <tex-math><![CDATA[p(\mathbf{y}|\mathcal{M})]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>p</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi mathvariant="bold-italic">𝒚</mml:mi><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow></mml:math></alternatives></inline-formula>
  in <xref alt="(2)" rid="BF">(2)</xref>,
  <xref alt="(3)" rid="posterior_quantile">(3)</xref> and
  <xref alt="(4)" rid="PMP">(4)</xref>. Metropolis-Hastings algorithms
  searching through models within a Monte Carlo setting (e.g. Hubin
  &amp; Storvik, 2018) requires acceptance ratios of the form
  <styled-content id="balance"><disp-formula><alternatives>
  <tex-math><![CDATA[\begin{equation}
  r_m({\mathcal{M}},\mathcal{M}^*)=\min\left\lbrace1,\frac{p(\mathbf{y}|\mathcal{M}^*)p(\mathcal{M}^*)q({\mathcal{M}}|\mathcal{M}^*)}{p(\mathbf{y}|\mathcal{M})p(\mathcal{M})q(\mathcal{M}^*|{\mathcal{M}})}\right\rbrace,\label{balance}
  \end{equation} \qquad(5)]]></tex-math>
  <mml:math display="block" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mrow><mml:msub><mml:mi>r</mml:mi><mml:mi>m</mml:mi></mml:msub><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo>,</mml:mo><mml:msup><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo>*</mml:mo></mml:msup><mml:mo stretchy="false" form="postfix">)</mml:mo><mml:mo>=</mml:mo><mml:mrow><mml:mi mathvariant="normal">min</mml:mi><mml:mo>&#8289;</mml:mo></mml:mrow><mml:mrow><mml:mo stretchy="true" form="prefix">{</mml:mo><mml:mn>1</mml:mn><mml:mo>,</mml:mo><mml:mfrac><mml:mrow><mml:mi>p</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi mathvariant="bold-italic">𝒚</mml:mi><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:msup><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo>*</mml:mo></mml:msup><mml:mo stretchy="false" form="postfix">)</mml:mo><mml:mi>p</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:msup><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo>*</mml:mo></mml:msup><mml:mo stretchy="false" form="postfix">)</mml:mo><mml:mi>q</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:msup><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo>*</mml:mo></mml:msup><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow><mml:mrow><mml:mi>p</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi mathvariant="bold-italic">𝒚</mml:mi><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo stretchy="false" form="postfix">)</mml:mo><mml:mi>p</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo stretchy="false" form="postfix">)</mml:mo><mml:mi>q</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:msup><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo>*</mml:mo></mml:msup><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow></mml:mfrac><mml:mo stretchy="true" form="postfix">}</mml:mo></mml:mrow><mml:mo>,</mml:mo></mml:mrow><mml:mspace width="2.0em"></mml:mspace><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mn>5</mml:mn><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow></mml:math></alternatives></disp-formula></styled-content>
  also involving the marginal likelihoods. All these examples show the
  fundamental importance of being able to calculate marginal likelihoods
  <inline-formula><alternatives>
  <tex-math><![CDATA[p(\mathbf{y}|\mathcal{M})]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>p</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi mathvariant="bold-italic">𝒚</mml:mi><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow></mml:math></alternatives></inline-formula>
  in Bayesian statistics.</p>
  <p>Unfortunately, for most of the models that include both unknown
  parameters <inline-formula><alternatives>
  <tex-math><![CDATA[\theta]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mi>θ</mml:mi></mml:math></alternatives></inline-formula>
  and some latent variables <inline-formula><alternatives>
  <tex-math><![CDATA[\boldsymbol{\eta}]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mi mathvariant="bold-italic">𝜼</mml:mi></mml:math></alternatives></inline-formula>
  analytical calculation of <inline-formula><alternatives>
  <tex-math><![CDATA[p(\mathbf{y}|\mathcal{M})]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>p</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi mathvariant="bold-italic">𝒚</mml:mi><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow></mml:math></alternatives></inline-formula>
  is impossible. In such situations one must use approximative methods
  that hopefully are accurate enough to neglect the approximation errors
  involved. Different approximative approaches have been mentioned in
  various settings of Bayesian variable selection and Bayesian model
  averaging. Laplace’s method (Tierney &amp; Kadane, 1986) has been
  widely used, but it is based on rather strong assumptions. The
  Harmonic mean estimator (Newton &amp; Raftery, 1994) is an easy to
  implement MCMC based method, but it can give high variability in the
  estimates. Chib’s method (Chib, 1995), and its extension (Chib &amp;
  Jeliazkov, 2001), are also MCMC based approaches that have gained
  increasing popularity. They can be very accurate provided enough MCMC
  iterations are performed, but need to be adopted to each application
  and the specific algorithm used. Approximate Bayesian
  Computation (ABC, Marin et al., 2012) has also been considered in this
  context, being much faster than MCMC alternatives, but also giving
  cruder approximations. Variational methods (Jordan et al., 1999)
  provide lower bounds for the marginal likelihoods and have been used
  for model selection in e.g. mixture models (McGrory &amp;
  Titterington, 2007). Integrated nested Laplace approximation (INLA,
  Rue et al., 2009) provides estimates of marginal likelihoods within
  the class of latent Gaussian models and has become extremely popular.
  The reason for it is that Bayesian inference within INLA is extremely
  fast and remains at the same time reasonably precise.</p>
  <p>A number of recent works build directly on INLA’s reported marginal
  likelihoods. For example, Hubin &amp; Storvik (2018) embed INLA
  marginal likelihoods within mode-jumping MCMC algorithms for Bayesian
  variable selection and model averaging in generalized linear mixed
  models; Hubin et al. (2020) additionally use them for latent process
  selection in binomial latent Gaussian models for DNA methylation;
  Gómez-Rubio et al. (2020) utilize INLA marginal likelihoods for
  Bayesian model averaging; Berild et al. (2022) combine INLA with
  importance sampling to estimate normalizing constants; and López-Gómez
  et al. (2026) rely on INLA marginal likelihoods for Bayesian model and
  variable selection. While these studies demonstrate the practical
  utility of INLA’s marginal likelihood output, they largely take its
  accuracy as an established premise or use it as an exploratory
  proposal. Earlier comparative surveys, such as Friel &amp; Wyse
  (2012), benchmarked Laplace approximations, harmonic mean estimators,
  Chib’s method, power posteriors, annealed importance sampling, and
  nested sampling, but did not include INLA in their comparisons.
  Consequently, systematic empirical evidence directly evaluating INLA’s
  marginal likelihood approximations against exact analytical
  benchmarks, converged MCMC estimators, and thermodynamic alternatives
  has remained scarce. The main goal of this article is to fill this gap
  by evaluating the accuracy, numerical stability, and computational
  efficiency of INLA’s marginal likelihood approximations on a
  decision-relevant scale.</p>
  <p>INLA approximates the marginal likelihood by
  <styled-content id="eqU003Ainla_mlik"><disp-formula><alternatives>
  <tex-math><![CDATA[\begin{equation}
  \label{eq:inla_mlik}
  p(\mathbf{y}|\mathcal{M})\approx \int_{\Omega_\theta} \left. \frac{p(\mathbf{y},\theta,\boldsymbol{\eta}|\mathcal{M})}{\tilde{\pi}_G(\boldsymbol{\eta}|\mathbf{y},\theta,\mathcal{M})} \right \rvert_{\boldsymbol{\eta} = \boldsymbol{\eta}^*(\theta|\mathcal{M})} d\theta,
  \end{equation} \qquad(6)]]></tex-math>
  <mml:math display="block" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mrow><mml:mi>p</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi mathvariant="bold-italic">𝒚</mml:mi><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo stretchy="false" form="postfix">)</mml:mo><mml:mo>≈</mml:mo><mml:msub><mml:mo>∫</mml:mo><mml:msub><mml:mi mathvariant="normal">Ω</mml:mi><mml:mi>θ</mml:mi></mml:msub></mml:msub><mml:msub><mml:mrow><mml:mfrac><mml:mrow><mml:mi>p</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi mathvariant="bold-italic">𝒚</mml:mi><mml:mo>,</mml:mo><mml:mi>θ</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="bold-italic">𝜼</mml:mi><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow><mml:mrow><mml:msub><mml:mover><mml:mi>π</mml:mi><mml:mo accent="true">̃</mml:mo></mml:mover><mml:mi>G</mml:mi></mml:msub><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi mathvariant="bold-italic">𝜼</mml:mi><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="bold-italic">𝒚</mml:mi><mml:mo>,</mml:mo><mml:mi>θ</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow></mml:mfrac><mml:mo stretchy="true" form="postfix">|</mml:mo></mml:mrow><mml:mrow><mml:mi mathvariant="bold-italic">𝜼</mml:mi><mml:mo>=</mml:mo><mml:msup><mml:mi mathvariant="bold-italic">𝜼</mml:mi><mml:mo>*</mml:mo></mml:msup><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi>θ</mml:mi><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow></mml:msub><mml:mi>d</mml:mi><mml:mi>θ</mml:mi><mml:mo>,</mml:mo></mml:mrow><mml:mspace width="2.0em"></mml:mspace><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mn>6</mml:mn><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow></mml:math></alternatives></disp-formula></styled-content>
  where <inline-formula><alternatives>
  <tex-math><![CDATA[\boldsymbol{\eta}^*(\theta|\mathcal{M})]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msup><mml:mi mathvariant="bold-italic">𝜼</mml:mi><mml:mo>*</mml:mo></mml:msup><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi>θ</mml:mi><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow></mml:math></alternatives></inline-formula>
  is the mode of the full conditional of the latent field
  <inline-formula><alternatives>
  <tex-math><![CDATA[\boldsymbol{\eta}]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mi mathvariant="bold-italic">𝜼</mml:mi></mml:math></alternatives></inline-formula>,
  while <inline-formula><alternatives>
  <tex-math><![CDATA[\tilde{\pi}_G(\boldsymbol{\eta}|\mathbf{y},\theta,\mathcal{M})]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msub><mml:mover><mml:mi>π</mml:mi><mml:mo accent="true">̃</mml:mo></mml:mover><mml:mi>G</mml:mi></mml:msub><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi mathvariant="bold-italic">𝜼</mml:mi><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="bold-italic">𝒚</mml:mi><mml:mo>,</mml:mo><mml:mi>θ</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow></mml:math></alternatives></inline-formula>
  is a Gaussian approximation to <inline-formula><alternatives>
  <tex-math><![CDATA[\pi(\boldsymbol{\eta}|\mathbf{y},\theta,\mathcal{M})]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>π</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi mathvariant="bold-italic">𝜼</mml:mi><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="bold-italic">𝒚</mml:mi><mml:mo>,</mml:mo><mml:mi>θ</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow></mml:math></alternatives></inline-formula>.
  Within the INLA framework, both random effects and regression
  parameters are treated as latent Gaussian variables, while the
  hyperparameter vector <inline-formula><alternatives>
  <tex-math><![CDATA[\theta]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mi>θ</mml:mi></mml:math></alternatives></inline-formula>
  is typically of low dimension. The integration of
  <inline-formula><alternatives>
  <tex-math><![CDATA[\theta]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mi>θ</mml:mi></mml:math></alternatives></inline-formula>
  over <inline-formula><alternatives>
  <tex-math><![CDATA[{\Omega_\theta}]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi mathvariant="normal">Ω</mml:mi><mml:mi>θ</mml:mi></mml:msub></mml:math></alternatives></inline-formula>
  can be performed by an empirical Bayes (EB) approach, or by numerical
  integration using a central composite design (CCD) or a regular
  grid (see Rue et al., 2009, for details). INLA correspondingly reports
  two estimates: the integration-based marginal likelihood
  <inline-formula><alternatives>
  <tex-math><![CDATA[\tilde{p}(\mathbf{y}|\mathcal{M})]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mover><mml:mi>p</mml:mi><mml:mo accent="true">̃</mml:mo></mml:mover><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi mathvariant="bold-italic">𝒚</mml:mi><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow></mml:math></alternatives></inline-formula>
  and the Gaussian approximation at the hyperparameter mode
  <inline-formula><alternatives>
  <tex-math><![CDATA[\tilde{p}_G(\mathbf{y}|\mathcal{M})]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msub><mml:mover><mml:mi>p</mml:mi><mml:mo accent="true">̃</mml:mo></mml:mover><mml:mi>G</mml:mi></mml:msub><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi mathvariant="bold-italic">𝒚</mml:mi><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow></mml:math></alternatives></inline-formula>.</p>
  <p>In the following sections we evaluate the performance of INLA
  across a series of models of increasing complexity, beginning with an
  analytically tractable Gaussian model and continuing through Gaussian
  regression, probit and logit GLMs, a longitudinal Poisson GLMM, and
  two simulation scenarios specifically designed to stress the latent
  Gaussian approximation.</p>
</sec>
<sec id="inla-versus-truth-and-the-harmonic-mean">
  <title>INLA versus truth and the harmonic mean</title>
  <p>To begin with we address an extremely simple example suggested
  by Neal (2008), in which we consider the following model
  <inline-formula><alternatives>
  <tex-math><![CDATA[\mathcal{M}]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mi mathvariant="script">ℳ</mml:mi></mml:math></alternatives></inline-formula>:
  <styled-content id="jrepU003AeqU003A7"><disp-formula><alternatives>
  <tex-math><![CDATA[\begin{equation}
  \label{jrep:eq:7}
  \begin{split}
  Y|\eta,\mathcal{M}\sim& N(\eta,\sigma_1^2);\\
  \eta|\mathcal{M}\sim& N(0,\sigma_0^2).
  \end{split}
  \end{equation} \qquad(7)]]></tex-math>
  <mml:math display="block" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mtable><mml:mtr><mml:mtd columnalign="right" style="text-align: right; padding-right: 0"><mml:mi>Y</mml:mi><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi>η</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo>∼</mml:mo></mml:mtd><mml:mtd columnalign="left" style="text-align: left; padding-left: 0"><mml:mi>N</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi>η</mml:mi><mml:mo>,</mml:mo><mml:msubsup><mml:mi>σ</mml:mi><mml:mn>1</mml:mn><mml:mn>2</mml:mn></mml:msubsup><mml:mo stretchy="false" form="postfix">)</mml:mo><mml:mo>;</mml:mo></mml:mtd></mml:mtr><mml:mtr><mml:mtd columnalign="right" style="text-align: right; padding-right: 0"><mml:mi>η</mml:mi><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo>∼</mml:mo></mml:mtd><mml:mtd columnalign="left" style="text-align: left; padding-left: 0"><mml:mi>N</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mn>0</mml:mn><mml:mo>,</mml:mo><mml:msubsup><mml:mi>σ</mml:mi><mml:mn>0</mml:mn><mml:mn>2</mml:mn></mml:msubsup><mml:mo stretchy="false" form="postfix">)</mml:mo><mml:mi>.</mml:mi></mml:mtd></mml:mtr></mml:mtable><mml:mspace width="2.0em"></mml:mspace><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mn>7</mml:mn><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow></mml:math></alternatives></disp-formula></styled-content>
  Then, obviously, the marginal likelihood is available analytically as
  <disp-formula><alternatives>
  <tex-math><![CDATA[\begin{eqnarray*}
  &Y|\mathcal{M} \sim N(0,\sigma_0^2+\sigma_1^2),
  \end{eqnarray*}]]></tex-math>
  <mml:math display="block" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mtable><mml:mtr><mml:mtd columnalign="right" style="text-align: right"></mml:mtd><mml:mtd columnalign="center" style="text-align: center"><mml:mi>Y</mml:mi><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo>∼</mml:mo><mml:mi>N</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mn>0</mml:mn><mml:mo>,</mml:mo><mml:msubsup><mml:mi>σ</mml:mi><mml:mn>0</mml:mn><mml:mn>2</mml:mn></mml:msubsup><mml:mo>+</mml:mo><mml:msubsup><mml:mi>σ</mml:mi><mml:mn>1</mml:mn><mml:mn>2</mml:mn></mml:msubsup><mml:mo stretchy="false" form="postfix">)</mml:mo><mml:mo>,</mml:mo></mml:mtd></mml:mtr></mml:mtable></mml:math></alternatives></disp-formula>
  and we have a benchmark to compare approximations to. The harmonic
  mean estimator (Raftery et al., 2007) is given by
  <disp-formula><alternatives>
  <tex-math><![CDATA[\begin{equation*}
  p(y|\mathcal{M})\approx \frac{n}{\sum_{i=1}^{n}\frac{1}{p(y|\eta_i,\mathcal{M})}},
  \end{equation*}]]></tex-math>
  <mml:math display="block" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>p</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi>y</mml:mi><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo stretchy="false" form="postfix">)</mml:mo><mml:mo>≈</mml:mo><mml:mfrac><mml:mi>n</mml:mi><mml:mrow><mml:munderover><mml:mo>∑</mml:mo><mml:mrow><mml:mi>i</mml:mi><mml:mo>=</mml:mo><mml:mn>1</mml:mn></mml:mrow><mml:mi>n</mml:mi></mml:munderover><mml:mfrac><mml:mn>1</mml:mn><mml:mrow><mml:mi>p</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi>y</mml:mi><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:msub><mml:mi>η</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow></mml:mfrac></mml:mrow></mml:mfrac><mml:mo>,</mml:mo></mml:mrow></mml:math></alternatives></disp-formula>
  where <inline-formula><alternatives>
  <tex-math><![CDATA[\eta_i\sim p(\eta|y,\mathcal{M})]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msub><mml:mi>η</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>∼</mml:mo><mml:mi>p</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi>η</mml:mi><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi>y</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow></mml:math></alternatives></inline-formula>.
  This estimator is consistent, however often requires too many
  iterations to converge. Following Neal (2008), we evaluated a single
  observed datum <inline-formula><alternatives>
  <tex-math><![CDATA[y = 2]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>y</mml:mi><mml:mo>=</mml:mo><mml:mn>2</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>
  (<inline-formula><alternatives>
  <tex-math><![CDATA[D = 2]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>D</mml:mi><mml:mo>=</mml:mo><mml:mn>2</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>)
  with observation standard deviation <inline-formula><alternatives>
  <tex-math><![CDATA[\sigma_1 = 1]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msub><mml:mi>σ</mml:mi><mml:mn>1</mml:mn></mml:msub><mml:mo>=</mml:mo><mml:mn>1</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>,
  varying the prior standard deviation across
  <inline-formula><alternatives>
  <tex-math><![CDATA[\sigma_0 \in \{1000, 10, 0.1\}]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msub><mml:mi>σ</mml:mi><mml:mn>0</mml:mn></mml:msub><mml:mo>∈</mml:mo><mml:mo stretchy="false" form="prefix">{</mml:mo><mml:mn>1000</mml:mn><mml:mo>,</mml:mo><mml:mn>10</mml:mn><mml:mo>,</mml:mo><mml:mn>0.1</mml:mn><mml:mo stretchy="false" form="postfix">}</mml:mo></mml:mrow></mml:math></alternatives></inline-formula>.
  The harmonic mean is obtained based on <inline-formula><alternatives>
  <tex-math><![CDATA[n = 10^7]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>n</mml:mi><mml:mo>=</mml:mo><mml:msup><mml:mn>10</mml:mn><mml:mn>7</mml:mn></mml:msup></mml:mrow></mml:math></alternatives></inline-formula>
  Monte Carlo simulations across <inline-formula><alternatives>
  <tex-math><![CDATA[5]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>5</mml:mn></mml:math></alternatives></inline-formula>
  independent replications with fixed random seeds. For INLA we used
  R-INLA release 24.06.27 with default tuning
  parameters<xref ref-type="fn" rid="fn2">2</xref>.</p>
  <table-wrap>
    <caption>
      <p>Comparison of INLA, harmonic mean
      (<inline-formula><alternatives>
      <tex-math><![CDATA[10^7]]></tex-math>
      <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msup><mml:mn>10</mml:mn><mml:mn>7</mml:mn></mml:msup></mml:math></alternatives></inline-formula>
      iterations, 5 replications), and exact analytical marginal
      likelihood. The column <inline-formula><alternatives>
      <tex-math><![CDATA[D = 2]]></tex-math>
      <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>D</mml:mi><mml:mo>=</mml:mo><mml:mn>2</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>
      indicates the observed value <inline-formula><alternatives>
      <tex-math><![CDATA[y = 2]]></tex-math>
      <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>y</mml:mi><mml:mo>=</mml:mo><mml:mn>2</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>
      in Neal (2008). The HM Error column reports the bias
      <inline-formula><alternatives>
      <tex-math><![CDATA[\text{Mean} - \text{Exact}]]></tex-math>
      <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mtext mathvariant="normal">Mean</mml:mtext><mml:mo>−</mml:mo><mml:mtext mathvariant="normal">Exact</mml:mtext></mml:mrow></mml:math></alternatives></inline-formula>
      on the log scale.</p>
    </caption>
    <table id="mlikcomp1">
      <thead>
        <tr>
          <th align="center"><inline-formula><alternatives>
          <tex-math><![CDATA[\sigma_0]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi>σ</mml:mi><mml:mn>0</mml:mn></mml:msub></mml:math></alternatives></inline-formula></th>
          <th align="center"><inline-formula><alternatives>
          <tex-math><![CDATA[\sigma_1]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi>σ</mml:mi><mml:mn>1</mml:mn></mml:msub></mml:math></alternatives></inline-formula></th>
          <th align="center"><inline-formula><alternatives>
          <tex-math><![CDATA[D]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mi>D</mml:mi></mml:math></alternatives></inline-formula></th>
          <th align="center">Exact</th>
          <th align="center">INLA</th>
          <th align="center" colspan="2">Harmonic Mean</th>
          <th align="center">HM Error</th>
          <th align="center"></th>
        </tr>
      </thead>
      <tbody>
        <tr>
          <td align="center">6-7 (lr)8-8</td>
          <td align="center"></td>
          <td align="center"></td>
          <td align="center"></td>
          <td align="center"></td>
          <td align="center">Mean</td>
          <td align="center">SD</td>
          <td align="center">(<inline-formula><alternatives>
          <tex-math><![CDATA[\text{Mean} - \text{Exact}]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mtext mathvariant="normal">Mean</mml:mtext><mml:mo>−</mml:mo><mml:mtext mathvariant="normal">Exact</mml:mtext></mml:mrow></mml:math></alternatives></inline-formula>)</td>
          <td align="center"></td>
        </tr>
        <tr>
          <td align="center">1000</td>
          <td align="center">1</td>
          <td align="center">2</td>
          <td align="center">-7.8267</td>
          <td align="center">-7.8267</td>
          <td align="center">-2.5248</td>
          <td align="right">0.1359</td>
          <td align="center"><inline-formula><alternatives>
          <tex-math><![CDATA[+5.3019]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>+</mml:mi><mml:mn>5.3019</mml:mn></mml:mrow></mml:math></alternatives></inline-formula></td>
          <td align="center"></td>
        </tr>
        <tr>
          <td align="center">10</td>
          <td align="center">1</td>
          <td align="center">2</td>
          <td align="center">-3.2463</td>
          <td align="center">-3.2463</td>
          <td align="center">-2.3509</td>
          <td align="right">0.0683</td>
          <td align="center"><inline-formula><alternatives>
          <tex-math><![CDATA[+0.8954]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>+</mml:mi><mml:mn>0.8954</mml:mn></mml:mrow></mml:math></alternatives></inline-formula></td>
          <td align="center"></td>
        </tr>
        <tr>
          <td align="center">0.1</td>
          <td align="center">1</td>
          <td align="center">2</td>
          <td align="center">-2.9041</td>
          <td align="center">-2.9041</td>
          <td align="center">-2.9041</td>
          <td align="right">0.0001</td>
          <td align="center"><inline-formula><alternatives>
          <tex-math><![CDATA[\phantom{+}0.0000]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mphantom><mml:mo>+</mml:mo></mml:mphantom><mml:mn>0.0000</mml:mn></mml:mrow></mml:math></alternatives></inline-formula></td>
          <td align="center"></td>
        </tr>
      </tbody>
    </table>
  </table-wrap>
  <p>As shown in Table <xref alt="1" rid="mlikcomp1">1</xref>, INLA
  matches the analytical ground truth to four decimal places across all
  prior standard deviations. In contrast, the harmonic mean estimator
  suffers from severe infinite-variance pseudo-convergence: at
  <inline-formula><alternatives>
  <tex-math><![CDATA[\sigma_0 = 1000]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msub><mml:mi>σ</mml:mi><mml:mn>0</mml:mn></mml:msub><mml:mo>=</mml:mo><mml:mn>1000</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>,
  its estimate of <inline-formula><alternatives>
  <tex-math><![CDATA[-2.5248]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>−</mml:mi><mml:mn>2.5248</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>
  carries an error of <inline-formula><alternatives>
  <tex-math><![CDATA[+5.3019]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>+</mml:mi><mml:mn>5.3019</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>
  log units against the analytical truth of
  <inline-formula><alternatives>
  <tex-math><![CDATA[-7.8267]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>−</mml:mi><mml:mn>7.8267</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>
  (a Bayes factor error of over <inline-formula><alternatives>
  <tex-math><![CDATA[\exp(5.3) \approx 200]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mrow><mml:mi mathvariant="normal">exp</mml:mi><mml:mo>&#8289;</mml:mo></mml:mrow><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mn>5.3</mml:mn><mml:mo stretchy="false" form="postfix">)</mml:mo><mml:mo>≈</mml:mo><mml:mn>200</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>),
  and at <inline-formula><alternatives>
  <tex-math><![CDATA[\sigma_0 = 10]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msub><mml:mi>σ</mml:mi><mml:mn>0</mml:mn></mml:msub><mml:mo>=</mml:mo><mml:mn>10</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>
  it overestimates the evidence by <inline-formula><alternatives>
  <tex-math><![CDATA[+0.8954]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>+</mml:mi><mml:mn>0.8954</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>
  log units. Only when the prior is strongly informative
  (<inline-formula><alternatives>
  <tex-math><![CDATA[\sigma_0 = 0.1]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msub><mml:mi>σ</mml:mi><mml:mn>0</mml:mn></mml:msub><mml:mo>=</mml:mo><mml:mn>0.1</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>)
  does the harmonic mean agree with the exact value. Due to this
  well-documented pathology (see also Neal, 2008), the harmonic mean
  will be dropped from most of the primary comparisons to follow.</p>
</sec>
<sec id="inla-versus-chibs-method-in-gaussian-bayesian-regression">
  <title>INLA versus Chib’s method in Gaussian Bayesian
  regression</title>
  <p>In the second example we address INLA versus Chib’s method (Chib,
  1995) for the US crime data (Vandaele, 1978) based on the following
  model <inline-formula><alternatives>
  <tex-math><![CDATA[\mathcal{M}]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mi mathvariant="script">ℳ</mml:mi></mml:math></alternatives></inline-formula>:
  <styled-content id="normgammf"><disp-formula><alternatives>
  <tex-math><![CDATA[\begin{equation}
  \label{normgammf}
  \begin{split}
   Y_t|\mu_t,\mathcal{M} \stackrel{iid}{\sim}&  N(\mu_t,\sigma^2);\\
   \mu_t|\mathcal{M}=& \beta_0 + \sum_{i=1}^{p_{\mathcal{M}}} \beta_{i}x^{\mathcal{M}}_{ti};\\
    \frac{1}{\sigma^2}|\mathcal{M} \sim& \text{ Gamma}(\alpha_\sigma,\beta_\sigma);\\
    \beta_i|\mathcal{M} \sim& N(\mu_\beta,\sigma_{\beta}^2),%\label{normgamml}
    \end{split}
  \end{equation} \qquad(8)]]></tex-math>
  <mml:math display="block" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mtable><mml:mtr><mml:mtd columnalign="right" style="text-align: right; padding-right: 0"><mml:msub><mml:mi>Y</mml:mi><mml:mi>t</mml:mi></mml:msub><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:msub><mml:mi>μ</mml:mi><mml:mi>t</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mover><mml:mo>∼</mml:mo><mml:mrow><mml:mi>i</mml:mi><mml:mi>i</mml:mi><mml:mi>d</mml:mi></mml:mrow></mml:mover></mml:mtd><mml:mtd columnalign="left" style="text-align: left; padding-left: 0"><mml:mi>N</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:msub><mml:mi>μ</mml:mi><mml:mi>t</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msup><mml:mi>σ</mml:mi><mml:mn>2</mml:mn></mml:msup><mml:mo stretchy="false" form="postfix">)</mml:mo><mml:mo>;</mml:mo></mml:mtd></mml:mtr><mml:mtr><mml:mtd columnalign="right" style="text-align: right; padding-right: 0"><mml:msub><mml:mi>μ</mml:mi><mml:mi>t</mml:mi></mml:msub><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo>=</mml:mo></mml:mtd><mml:mtd columnalign="left" style="text-align: left; padding-left: 0"><mml:msub><mml:mi>β</mml:mi><mml:mn>0</mml:mn></mml:msub><mml:mo>+</mml:mo><mml:munderover><mml:mo>∑</mml:mo><mml:mrow><mml:mi>i</mml:mi><mml:mo>=</mml:mo><mml:mn>1</mml:mn></mml:mrow><mml:msub><mml:mi>p</mml:mi><mml:mi mathvariant="script">ℳ</mml:mi></mml:msub></mml:munderover><mml:msub><mml:mi>β</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:msubsup><mml:mi>x</mml:mi><mml:mrow><mml:mi>t</mml:mi><mml:mi>i</mml:mi></mml:mrow><mml:mi mathvariant="script">ℳ</mml:mi></mml:msubsup><mml:mo>;</mml:mo></mml:mtd></mml:mtr><mml:mtr><mml:mtd columnalign="right" style="text-align: right; padding-right: 0"><mml:mfrac><mml:mn>1</mml:mn><mml:msup><mml:mi>σ</mml:mi><mml:mn>2</mml:mn></mml:msup></mml:mfrac><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo>∼</mml:mo></mml:mtd><mml:mtd columnalign="left" style="text-align: left; padding-left: 0"><mml:mrow><mml:mspace width="0.333em"></mml:mspace><mml:mtext mathvariant="normal"> Gamma</mml:mtext></mml:mrow><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:msub><mml:mi>α</mml:mi><mml:mi>σ</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi>β</mml:mi><mml:mi>σ</mml:mi></mml:msub><mml:mo stretchy="false" form="postfix">)</mml:mo><mml:mo>;</mml:mo></mml:mtd></mml:mtr><mml:mtr><mml:mtd columnalign="right" style="text-align: right; padding-right: 0"><mml:msub><mml:mi>β</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo>∼</mml:mo></mml:mtd><mml:mtd columnalign="left" style="text-align: left; padding-left: 0"><mml:mi>N</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:msub><mml:mi>μ</mml:mi><mml:mi>β</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msubsup><mml:mi>σ</mml:mi><mml:mi>β</mml:mi><mml:mn>2</mml:mn></mml:msubsup><mml:mo stretchy="false" form="postfix">)</mml:mo><mml:mo>,</mml:mo></mml:mtd></mml:mtr></mml:mtable><mml:mspace width="2.0em"></mml:mspace><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mn>8</mml:mn><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow></mml:math></alternatives></disp-formula></styled-content>
  where <inline-formula><alternatives>
  <tex-math><![CDATA[t=1,...,47]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>t</mml:mi><mml:mo>=</mml:mo><mml:mn>1</mml:mn><mml:mo>,</mml:mo><mml:mi>.</mml:mi><mml:mi>.</mml:mi><mml:mi>.</mml:mi><mml:mo>,</mml:mo><mml:mn>47</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>
  and <inline-formula><alternatives>
  <tex-math><![CDATA[i=0,...,p_{\mathcal{M}}]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>i</mml:mi><mml:mo>=</mml:mo><mml:mn>0</mml:mn><mml:mo>,</mml:mo><mml:mi>.</mml:mi><mml:mi>.</mml:mi><mml:mi>.</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi>p</mml:mi><mml:mi mathvariant="script">ℳ</mml:mi></mml:msub></mml:mrow></mml:math></alternatives></inline-formula>.
  We also addressed two different model variants,
  <inline-formula><alternatives>
  <tex-math><![CDATA[\mathcal{M}_1]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>1</mml:mn></mml:msub></mml:math></alternatives></inline-formula>
  and <inline-formula><alternatives>
  <tex-math><![CDATA[\mathcal{M}_2]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>2</mml:mn></mml:msub></mml:math></alternatives></inline-formula>,
  induced by different sets of the explanatory variables with
  cardinalities <inline-formula><alternatives>
  <tex-math><![CDATA[p_{\mathcal{M}_1}=8]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msub><mml:mi>p</mml:mi><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>1</mml:mn></mml:msub></mml:msub><mml:mo>=</mml:mo><mml:mn>8</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>
  and <inline-formula><alternatives>
  <tex-math><![CDATA[p_{\mathcal{M}_2}=11]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msub><mml:mi>p</mml:mi><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>2</mml:mn></mml:msub></mml:msub><mml:mo>=</mml:mo><mml:mn>11</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>
  respectively.</p>
  <p>In model <xref alt="(8)" rid="normgammf">(8)</xref>, the
  hyperparameters were specified to <inline-formula><alternatives>
  <tex-math><![CDATA[\mu_\beta = 0,\alpha_\sigma = 1]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msub><mml:mi>μ</mml:mi><mml:mi>β</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mn>0</mml:mn><mml:mo>,</mml:mo><mml:msub><mml:mi>α</mml:mi><mml:mi>σ</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mn>1</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>
  and <inline-formula><alternatives>
  <tex-math><![CDATA[\beta_\sigma = 1]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msub><mml:mi>β</mml:mi><mml:mi>σ</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mn>1</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>.
  Because the regression coefficients <inline-formula><alternatives>
  <tex-math><![CDATA[\boldsymbol{\beta}]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mi mathvariant="bold-italic">𝜷</mml:mi></mml:math></alternatives></inline-formula>
  follow a conjugate multivariate Gaussian conditional distribution,
  they can be integrated out analytically. The residual precision
  <inline-formula><alternatives>
  <tex-math><![CDATA[\tau = \sigma^{-2}]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>τ</mml:mi><mml:mo>=</mml:mo><mml:msup><mml:mi>σ</mml:mi><mml:mrow><mml:mi>−</mml:mi><mml:mn>2</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:math></alternatives></inline-formula>
  can then be integrated via one-dimensional numerical quadrature over
  <inline-formula><alternatives>
  <tex-math><![CDATA[\log \tau]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mrow><mml:mi mathvariant="normal">log</mml:mi><mml:mo>&#8289;</mml:mo></mml:mrow><mml:mi>τ</mml:mi></mml:mrow></mml:math></alternatives></inline-formula>,
  providing a benchmark against which both INLA and MCMC estimates can
  be rigorously validated.</p>
  <p>For Chib’s method, computations were performed using the
  <monospace>MCMCregress</monospace> function from the
  <monospace>MCMCpack</monospace> package (Martin et al., 2011) with
  <monospace>marginal.likelihood = &quot;Chib95&quot;</monospace> and
  <inline-formula><alternatives>
  <tex-math><![CDATA[100\,000]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mn>100</mml:mn><mml:mspace width="0.167em"></mml:mspace><mml:mn>000</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>
  iterations per replication across <inline-formula><alternatives>
  <tex-math><![CDATA[5]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>5</mml:mn></mml:math></alternatives></inline-formula>
  independent runs with fixed random seeds. INLA computations were
  performed using R-INLA (version 24.06.27) in default mode. For INLA,
  we used <monospace>strategy = &quot;gaussian&quot;</monospace> (which
  is exact for linear Gaussian models) and hyperparameter integration
  <monospace>int.strategy = &quot;ccd&quot;</monospace> over the
  residual precision <inline-formula><alternatives>
  <tex-math><![CDATA[\tau]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mi>τ</mml:mi></mml:math></alternatives></inline-formula>.
  Different precisions <inline-formula><alternatives>
  <tex-math><![CDATA[\sigma_{\beta}^{-2}]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msubsup><mml:mi>σ</mml:mi><mml:mi>β</mml:mi><mml:mrow><mml:mi>−</mml:mi><mml:mn>2</mml:mn></mml:mrow></mml:msubsup></mml:math></alternatives></inline-formula>
  in the range <inline-formula><alternatives>
  <tex-math><![CDATA[[0,100]]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mo stretchy="false" form="prefix">[</mml:mo><mml:mn>0</mml:mn><mml:mo>,</mml:mo><mml:mn>100</mml:mn><mml:mo stretchy="false" form="postfix">]</mml:mo></mml:mrow></mml:math></alternatives></inline-formula>
  were evaluated to explore the behavior across prior specifications.
  Figure <xref alt="1" rid="chinla0">1</xref> shows the estimated
  marginal log-likelihoods for Chib’s method
  (<inline-formula><alternatives>
  <tex-math><![CDATA[x]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mi>x</mml:mi></mml:math></alternatives></inline-formula>-axis)
  and INLA (<inline-formula><alternatives>
  <tex-math><![CDATA[y]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mi>y</mml:mi></mml:math></alternatives></inline-formula>-axis)
  for model <inline-formula><alternatives>
  <tex-math><![CDATA[\mathcal{M}_1]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>1</mml:mn></mml:msub></mml:math></alternatives></inline-formula>
  (left) and <inline-formula><alternatives>
  <tex-math><![CDATA[\mathcal{M}_2]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>2</mml:mn></mml:msub></mml:math></alternatives></inline-formula>
  (right), with the dashed line representing the identity line
  <inline-formula><alternatives>
  <tex-math><![CDATA[y = x]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>y</mml:mi><mml:mo>=</mml:mo><mml:mi>x</mml:mi></mml:mrow></mml:math></alternatives></inline-formula>.
  Across all 100 evaluated prior precisions, the median absolute
  discrepancy between INLA and the exact analytical benchmark is
  <inline-formula><alternatives>
  <tex-math><![CDATA[0.0091]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>0.0091</mml:mn></mml:math></alternatives></inline-formula>
  log units for <inline-formula><alternatives>
  <tex-math><![CDATA[\mathcal{M}_1]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>1</mml:mn></mml:msub></mml:math></alternatives></inline-formula>
  (95th percentile <inline-formula><alternatives>
  <tex-math><![CDATA[0.0092]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>0.0092</mml:mn></mml:math></alternatives></inline-formula>,
  maximum <inline-formula><alternatives>
  <tex-math><![CDATA[0.0092]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>0.0092</mml:mn></mml:math></alternatives></inline-formula>)
  and <inline-formula><alternatives>
  <tex-math><![CDATA[0.0089]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>0.0089</mml:mn></mml:math></alternatives></inline-formula>
  for <inline-formula><alternatives>
  <tex-math><![CDATA[\mathcal{M}_2]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>2</mml:mn></mml:msub></mml:math></alternatives></inline-formula>
  (95th percentile <inline-formula><alternatives>
  <tex-math><![CDATA[0.0090]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>0.0090</mml:mn></mml:math></alternatives></inline-formula>,
  maximum <inline-formula><alternatives>
  <tex-math><![CDATA[0.0091]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>0.0091</mml:mn></mml:math></alternatives></inline-formula>),
  while the discrepancy in the log Bayes factor
  <inline-formula><alternatives>
  <tex-math><![CDATA[\log \text{BF}_{12}]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mrow><mml:mi mathvariant="normal">log</mml:mi><mml:mo>&#8289;</mml:mo></mml:mrow><mml:msub><mml:mtext mathvariant="normal">BF</mml:mtext><mml:mn>12</mml:mn></mml:msub></mml:mrow></mml:math></alternatives></inline-formula>
  between INLA and the exact benchmark has a median of only
  <inline-formula><alternatives>
  <tex-math><![CDATA[0.0002]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>0.0002</mml:mn></mml:math></alternatives></inline-formula>
  (95th percentile <inline-formula><alternatives>
  <tex-math><![CDATA[0.0004]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>0.0004</mml:mn></mml:math></alternatives></inline-formula>,
  maximum <inline-formula><alternatives>
  <tex-math><![CDATA[0.0005]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>0.0005</mml:mn></mml:math></alternatives></inline-formula>)
  log units.</p>
  <fig id="chinla0">
    <caption><p>Chib’s-INLA plots of estimated marginal log-likelihoods
    obtained by Chib’s method (<inline-formula><alternatives>
    <tex-math><![CDATA[x]]></tex-math>
    <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mi>x</mml:mi></mml:math></alternatives></inline-formula>-axis)
    and INLA (<inline-formula><alternatives>
    <tex-math><![CDATA[y]]></tex-math>
    <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mi>y</mml:mi></mml:math></alternatives></inline-formula>-axis)
    for 100 different values of <inline-formula><alternatives>
    <tex-math><![CDATA[\sigma_{\beta}^{-2} \in [0, 100]]]></tex-math>
    <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msubsup><mml:mi>σ</mml:mi><mml:mi>β</mml:mi><mml:mrow><mml:mi>−</mml:mi><mml:mn>2</mml:mn></mml:mrow></mml:msubsup><mml:mo>∈</mml:mo><mml:mo stretchy="false" form="prefix">[</mml:mo><mml:mn>0</mml:mn><mml:mo>,</mml:mo><mml:mn>100</mml:mn><mml:mo stretchy="false" form="postfix">]</mml:mo></mml:mrow></mml:math></alternatives></inline-formula>
    with the identity reference line (<inline-formula><alternatives>
    <tex-math><![CDATA[y = x]]></tex-math>
    <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>y</mml:mi><mml:mo>=</mml:mo><mml:mi>x</mml:mi></mml:mrow></mml:math></alternatives></inline-formula>).
    The left plot corresponds to model <inline-formula><alternatives>
    <tex-math><![CDATA[\mathcal{M}_1]]></tex-math>
    <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>1</mml:mn></mml:msub></mml:math></alternatives></inline-formula>
    while the right plot corresponds to model
    <inline-formula><alternatives>
    <tex-math><![CDATA[\mathcal{M}_2]]></tex-math>
    <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>2</mml:mn></mml:msub></mml:math></alternatives></inline-formula>.</p></caption>
    <p><inline-graphic mimetype="application" mime-subtype="pdf" xlink:href="apppic/n100ci1.pdf">
      <alt-text>image</alt-text>
    </inline-graphic>
    <inline-graphic mimetype="application" mime-subtype="pdf" xlink:href="apppic/n100ci2.pdf">
      <alt-text>image</alt-text>
    </inline-graphic></p>
  </fig>
  <p>Table <xref alt="2" rid="mlikcomp2">2</xref> reports numerical
  estimates across three standard prior standard deviations
  (<inline-formula><alternatives>
  <tex-math><![CDATA[\sigma_\beta \in \{1000, 10, 0.1\}]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msub><mml:mi>σ</mml:mi><mml:mi>β</mml:mi></mml:msub><mml:mo>∈</mml:mo><mml:mo stretchy="false" form="prefix">{</mml:mo><mml:mn>1000</mml:mn><mml:mo>,</mml:mo><mml:mn>10</mml:mn><mml:mo>,</mml:mo><mml:mn>0.1</mml:mn><mml:mo stretchy="false" form="postfix">}</mml:mo></mml:mrow></mml:math></alternatives></inline-formula>),
  including the exact benchmark, the INLA estimate, the mean and
  standard deviation across 5 Chib replications, and the INLA error
  against truth. INLA matches the analytical benchmark to within
  <inline-formula><alternatives>
  <tex-math><![CDATA[0.0005]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>0.0005</mml:mn></mml:math></alternatives></inline-formula>–<inline-formula><alternatives>
  <tex-math><![CDATA[0.0006]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>0.0006</mml:mn></mml:math></alternatives></inline-formula>
  log units in all settings, while the Monte Carlo standard error of
  Chib’s estimator is approximately <inline-formula><alternatives>
  <tex-math><![CDATA[0.0002]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>0.0002</mml:mn></mml:math></alternatives></inline-formula>
  log units.</p>
  <table-wrap>
    <caption>
      <p>Comparison of exact analytical marginal likelihood, INLA
      (integration-based), and Chib’s method
      (<inline-formula><alternatives>
      <tex-math><![CDATA[5]]></tex-math>
      <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>5</mml:mn></mml:math></alternatives></inline-formula>
      replications with <inline-formula><alternatives>
      <tex-math><![CDATA[100\,000]]></tex-math>
      <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mn>100</mml:mn><mml:mspace width="0.167em"></mml:mspace><mml:mn>000</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>
      iterations) for US crime data. The Monte Carlo standard error
      (MCSE) is <inline-formula><alternatives>
      <tex-math><![CDATA[\text{SD}/\sqrt{5}]]></tex-math>
      <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mtext mathvariant="normal">SD</mml:mtext><mml:mi>/</mml:mi><mml:msqrt><mml:mn>5</mml:mn></mml:msqrt></mml:mrow></mml:math></alternatives></inline-formula>.</p>
    </caption>
    <table id="mlikcomp2">
      <thead>
        <tr>
          <th align="left"><inline-formula><alternatives>
          <tex-math><![CDATA[\mathcal{M}]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mi mathvariant="script">ℳ</mml:mi></mml:math></alternatives></inline-formula></th>
          <th align="center"><inline-formula><alternatives>
          <tex-math><![CDATA[\sigma_\beta]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi>σ</mml:mi><mml:mi>β</mml:mi></mml:msub></mml:math></alternatives></inline-formula></th>
          <th align="right">Exact</th>
          <th align="right">INLA</th>
          <th align="center" colspan="3">Chib’s method
          (<inline-formula><alternatives>
          <tex-math><![CDATA[10^5]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msup><mml:mn>10</mml:mn><mml:mn>5</mml:mn></mml:msup></mml:math></alternatives></inline-formula>
          iter)</th>
          <th align="center">Diff</th>
          <th align="center"></th>
        </tr>
      </thead>
      <tbody>
        <tr>
          <td align="left">5-7 (lr)8-8</td>
          <td align="center"></td>
          <td align="right"></td>
          <td align="right"></td>
          <td align="center">Mean</td>
          <td align="center">SD</td>
          <td align="center">MCSE</td>
          <td align="center">(<inline-formula><alternatives>
          <tex-math><![CDATA[\text{INLA} - \text{Exact}]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mtext mathvariant="normal">INLA</mml:mtext><mml:mo>−</mml:mo><mml:mtext mathvariant="normal">Exact</mml:mtext></mml:mrow></mml:math></alternatives></inline-formula>)</td>
          <td align="center"></td>
        </tr>
        <tr>
          <td align="left"><inline-formula><alternatives>
          <tex-math><![CDATA[\mathcal{M}_1]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>1</mml:mn></mml:msub></mml:math></alternatives></inline-formula></td>
          <td align="center">1000</td>
          <td align="right">-73.2093</td>
          <td align="right">-73.2098</td>
          <td align="center">-73.2091</td>
          <td align="center">0.0006</td>
          <td align="center">0.0003</td>
          <td align="center">-0.0005</td>
          <td align="center"></td>
        </tr>
        <tr>
          <td align="left"><inline-formula><alternatives>
          <tex-math><![CDATA[\mathcal{M}_1]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>1</mml:mn></mml:msub></mml:math></alternatives></inline-formula></td>
          <td align="center">10</td>
          <td align="right">-31.7733</td>
          <td align="right">-31.7739</td>
          <td align="center">-31.7735</td>
          <td align="center">0.0006</td>
          <td align="center">0.0003</td>
          <td align="center">-0.0005</td>
          <td align="center"></td>
        </tr>
        <tr>
          <td align="left"><inline-formula><alternatives>
          <tex-math><![CDATA[\mathcal{M}_1]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>1</mml:mn></mml:msub></mml:math></alternatives></inline-formula></td>
          <td align="center">0.1</td>
          <td align="right">1.4380</td>
          <td align="right">1.4374</td>
          <td align="center">1.4379</td>
          <td align="center">0.0003</td>
          <td align="center">0.0001</td>
          <td align="center">-0.0006</td>
          <td align="center"></td>
        </tr>
        <tr>
          <td align="left"><inline-formula><alternatives>
          <tex-math><![CDATA[\mathcal{M}_2]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>2</mml:mn></mml:msub></mml:math></alternatives></inline-formula></td>
          <td align="center">1000</td>
          <td align="right">-96.6376</td>
          <td align="right">-96.6381</td>
          <td align="center">-96.6375</td>
          <td align="center">0.0007</td>
          <td align="center">0.0003</td>
          <td align="center">-0.0005</td>
          <td align="center"></td>
        </tr>
        <tr>
          <td align="left"><inline-formula><alternatives>
          <tex-math><![CDATA[\mathcal{M}_2]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>2</mml:mn></mml:msub></mml:math></alternatives></inline-formula></td>
          <td align="center">10</td>
          <td align="right">-41.3990</td>
          <td align="right">-41.3996</td>
          <td align="center">-41.3988</td>
          <td align="center">0.0003</td>
          <td align="center">0.0001</td>
          <td align="center">-0.0005</td>
          <td align="center"></td>
        </tr>
        <tr>
          <td align="left"><inline-formula><alternatives>
          <tex-math><![CDATA[\mathcal{M}_2]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>2</mml:mn></mml:msub></mml:math></alternatives></inline-formula></td>
          <td align="center">0.1</td>
          <td align="right">1.0627</td>
          <td align="right">1.0621</td>
          <td align="center">1.0625</td>
          <td align="center">0.0003</td>
          <td align="center">0.0001</td>
          <td align="center">-0.0006</td>
          <td align="center"></td>
        </tr>
      </tbody>
    </table>
  </table-wrap>
  <p>Going further into MCMC convergence,
  Figure <xref alt="2" rid="figadj">2</xref> shows the performance of
  Chib’s method as a function of the number of iterations from
  <inline-formula><alternatives>
  <tex-math><![CDATA[200]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>200</mml:mn></mml:math></alternatives></inline-formula>
  to <inline-formula><alternatives>
  <tex-math><![CDATA[102\,400]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mn>102</mml:mn><mml:mspace width="0.167em"></mml:mspace><mml:mn>400</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>
  (<inline-formula><alternatives>
  <tex-math><![CDATA[10]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>10</mml:mn></mml:math></alternatives></inline-formula>
  independent replications per iteration level). The solid horizontal
  line indicates the INLA default estimate
  (<inline-formula><alternatives>
  <tex-math><![CDATA[-19.4768]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>−</mml:mi><mml:mn>19.4768</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>)
  for model <inline-formula><alternatives>
  <tex-math><![CDATA[\mathcal{M}_1]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>1</mml:mn></mml:msub></mml:math></alternatives></inline-formula>
  under precision <inline-formula><alternatives>
  <tex-math><![CDATA[\sigma_\beta^{-2} = 0.2]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msubsup><mml:mi>σ</mml:mi><mml:mi>β</mml:mi><mml:mrow><mml:mi>−</mml:mi><mml:mn>2</mml:mn></mml:mrow></mml:msubsup><mml:mo>=</mml:mo><mml:mn>0.2</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>.
  Crucially, the vertical axis in
  Figure <xref alt="2" rid="figadj">2</xref> spans a very narrow
  interval of <inline-formula><alternatives>
  <tex-math><![CDATA[[-19.494, -19.464]]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mo stretchy="false" form="prefix">[</mml:mo><mml:mi>−</mml:mi><mml:mn>19.494</mml:mn><mml:mo>,</mml:mo><mml:mi>−</mml:mi><mml:mn>19.464</mml:mn><mml:mo stretchy="false" form="postfix">]</mml:mo></mml:mrow></mml:math></alternatives></inline-formula>
  (a total span of only <inline-formula><alternatives>
  <tex-math><![CDATA[0.030]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>0.030</mml:mn></mml:math></alternatives></inline-formula>
  log units). Hence, the apparent scatter in the plot reflects
  microscopic Monte Carlo variation, which rapidly stabilizes around the
  deterministic INLA estimate as iterations increase. All 100
  convergence runs use deterministic seeds
  <inline-formula><alternatives>
  <tex-math><![CDATA[20000 + 100i + j]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mn>20000</mml:mn><mml:mo>+</mml:mo><mml:mn>100</mml:mn><mml:mi>i</mml:mi><mml:mo>+</mml:mo><mml:mi>j</mml:mi></mml:mrow></mml:math></alternatives></inline-formula>
  (<inline-formula><alternatives>
  <tex-math><![CDATA[i, j \in \{1, \dots, 10\}]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>i</mml:mi><mml:mo>,</mml:mo><mml:mi>j</mml:mi><mml:mo>∈</mml:mo><mml:mo stretchy="false" form="prefix">{</mml:mo><mml:mn>1</mml:mn><mml:mo>,</mml:mo><mml:mi>…</mml:mi><mml:mo>,</mml:mo><mml:mn>10</mml:mn><mml:mo stretchy="false" form="postfix">}</mml:mo></mml:mrow></mml:math></alternatives></inline-formula>),
  recorded in <monospace>results/seeds.csv</monospace>.</p>
  <fig id="figadj">
    <caption><p>Convergence of Chib’s method across MCMC iteration
    counts (<inline-formula><alternatives>
    <tex-math><![CDATA[200]]></tex-math>
    <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>200</mml:mn></mml:math></alternatives></inline-formula>
    to <inline-formula><alternatives>
    <tex-math><![CDATA[102\,400]]></tex-math>
    <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mn>102</mml:mn><mml:mspace width="0.167em"></mml:mspace><mml:mn>400</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>,
    10 runs per level) for the Gaussian regression model
    (<inline-formula><alternatives>
    <tex-math><![CDATA[\mu_\beta = 1, \sigma_\beta^{-2} = 0.2]]></tex-math>
    <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msub><mml:mi>μ</mml:mi><mml:mi>β</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mn>1</mml:mn><mml:mo>,</mml:mo><mml:msubsup><mml:mi>σ</mml:mi><mml:mi>β</mml:mi><mml:mrow><mml:mi>−</mml:mi><mml:mn>2</mml:mn></mml:mrow></mml:msubsup><mml:mo>=</mml:mo><mml:mn>0.2</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>).
    The horizontal line marks the default INLA estimate
    (<inline-formula><alternatives>
    <tex-math><![CDATA[-19.4768]]></tex-math>
    <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>−</mml:mi><mml:mn>19.4768</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>).
    Note that the vertical axis spans only
    <inline-formula><alternatives>
    <tex-math><![CDATA[0.030]]></tex-math>
    <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>0.030</mml:mn></mml:math></alternatives></inline-formula>
    log units (from <inline-formula><alternatives>
    <tex-math><![CDATA[-19.494]]></tex-math>
    <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>−</mml:mi><mml:mn>19.494</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>
    to <inline-formula><alternatives>
    <tex-math><![CDATA[-19.464]]></tex-math>
    <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>−</mml:mi><mml:mn>19.464</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>).</p></caption>
    <graphic mimetype="application" mime-subtype="pdf" xlink:href="apppic/citune1.pdf" />
  </fig>
  <p>From Figure <xref alt="2" rid="figadj">2</xref> one can see that
  Chib’s method requires substantial sampling effort to achieve high
  precision, whereas INLA returns a stable, near-exact value in a
  fraction of a second. The computational time for INLA is under 0.1
  seconds for this model, while 100 000 iterations of Chib’s method
  require approximately 1.5 seconds per run on the same hardware.</p>
</sec>
<sec id="inla-versus-chibs-method-in-probit-regression">
  <title>INLA versus Chib’s method in probit regression</title>
  <p>In the third example, we compare INLA with Chib’s method (Chib,
  1995) for approximating the marginal likelihood in a Bayesian probit
  regression model <inline-formula><alternatives>
  <tex-math><![CDATA[\mathcal{M}]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mi mathvariant="script">ℳ</mml:mi></mml:math></alternatives></inline-formula>.
  The data set addressed is the simulated Bernoulli data introduced by
  Hubin &amp; Storvik (2018). The model is given by
  <disp-formula><alternatives>
  <tex-math><![CDATA[\begin{align}
  \begin{split}
   Y_t|\eta_t,\mathcal{M} \stackrel{iid}{\sim}&  \text{Bernoulli}(\Phi(\eta_t));\\%\label{bernprobf}\\
   \eta_t|\mathcal{M}  =& \beta_0 + \sum_{i=1}^{p_{\mathcal{M} }} \beta_{i}x^{\mathcal{M}}_{ti};\\
   \beta_i|\mathcal{M}  \sim& N(\mu_\beta,\sigma_{\beta}^2),%\label{bernprobl}.
   \end{split}
  \end{align}]]></tex-math>
  <mml:math display="block" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mtable><mml:mtr><mml:mtd columnalign="right" style="text-align: right"><mml:mtable><mml:mtr><mml:mtd columnalign="right" style="text-align: right; padding-right: 0"><mml:msub><mml:mi>Y</mml:mi><mml:mi>t</mml:mi></mml:msub><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:msub><mml:mi>η</mml:mi><mml:mi>t</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mover><mml:mo>∼</mml:mo><mml:mrow><mml:mi>i</mml:mi><mml:mi>i</mml:mi><mml:mi>d</mml:mi></mml:mrow></mml:mover></mml:mtd><mml:mtd columnalign="left" style="text-align: left; padding-left: 0"><mml:mtext mathvariant="normal">Bernoulli</mml:mtext><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi mathvariant="normal">Φ</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:msub><mml:mi>η</mml:mi><mml:mi>t</mml:mi></mml:msub><mml:mo stretchy="false" form="postfix">)</mml:mo><mml:mo stretchy="false" form="postfix">)</mml:mo><mml:mo>;</mml:mo></mml:mtd></mml:mtr><mml:mtr><mml:mtd columnalign="right" style="text-align: right; padding-right: 0"><mml:msub><mml:mi>η</mml:mi><mml:mi>t</mml:mi></mml:msub><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo>=</mml:mo></mml:mtd><mml:mtd columnalign="left" style="text-align: left; padding-left: 0"><mml:msub><mml:mi>β</mml:mi><mml:mn>0</mml:mn></mml:msub><mml:mo>+</mml:mo><mml:munderover><mml:mo>∑</mml:mo><mml:mrow><mml:mi>i</mml:mi><mml:mo>=</mml:mo><mml:mn>1</mml:mn></mml:mrow><mml:msub><mml:mi>p</mml:mi><mml:mi mathvariant="script">ℳ</mml:mi></mml:msub></mml:munderover><mml:msub><mml:mi>β</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:msubsup><mml:mi>x</mml:mi><mml:mrow><mml:mi>t</mml:mi><mml:mi>i</mml:mi></mml:mrow><mml:mi mathvariant="script">ℳ</mml:mi></mml:msubsup><mml:mo>;</mml:mo></mml:mtd></mml:mtr><mml:mtr><mml:mtd columnalign="right" style="text-align: right; padding-right: 0"><mml:msub><mml:mi>β</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo>∼</mml:mo></mml:mtd><mml:mtd columnalign="left" style="text-align: left; padding-left: 0"><mml:mi>N</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:msub><mml:mi>μ</mml:mi><mml:mi>β</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msubsup><mml:mi>σ</mml:mi><mml:mi>β</mml:mi><mml:mn>2</mml:mn></mml:msubsup><mml:mo stretchy="false" form="postfix">)</mml:mo><mml:mo>,</mml:mo></mml:mtd></mml:mtr></mml:mtable></mml:mtd></mml:mtr></mml:mtable></mml:math></alternatives></disp-formula>
  where <inline-formula><alternatives>
  <tex-math><![CDATA[t=1,...,2000]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>t</mml:mi><mml:mo>=</mml:mo><mml:mn>1</mml:mn><mml:mo>,</mml:mo><mml:mi>.</mml:mi><mml:mi>.</mml:mi><mml:mi>.</mml:mi><mml:mo>,</mml:mo><mml:mn>2000</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>
  and <inline-formula><alternatives>
  <tex-math><![CDATA[i=0,...,p_{\mathcal{M}}]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>i</mml:mi><mml:mo>=</mml:mo><mml:mn>0</mml:mn><mml:mo>,</mml:mo><mml:mi>.</mml:mi><mml:mi>.</mml:mi><mml:mi>.</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi>p</mml:mi><mml:mi mathvariant="script">ℳ</mml:mi></mml:msub></mml:mrow></mml:math></alternatives></inline-formula>.
  We addressed two different sets of explanatory variables with
  cardinalities 11 for model <inline-formula><alternatives>
  <tex-math><![CDATA[\mathcal{M}_1]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>1</mml:mn></mml:msub></mml:math></alternatives></inline-formula>
  and 13 for model <inline-formula><alternatives>
  <tex-math><![CDATA[\mathcal{M}_2]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>2</mml:mn></mml:msub></mml:math></alternatives></inline-formula>.</p>
  <p>For Chib’s method, computations were performed using the
  <monospace>MCMCprobit</monospace> function in
  <monospace>MCMCpack</monospace> (Martin et al., 2011) with
  <monospace>marginal.likelihood = &quot;Chib95&quot;</monospace> and
  <inline-formula><alternatives>
  <tex-math><![CDATA[100\,000]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mn>100</mml:mn><mml:mspace width="0.167em"></mml:mspace><mml:mn>000</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>
  iterations per replication across <inline-formula><alternatives>
  <tex-math><![CDATA[5]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>5</mml:mn></mml:math></alternatives></inline-formula>
  independent runs with fixed random seeds. For INLA, we used the
  <monospace>binomial</monospace> family with
  <monospace>link = &quot;probit&quot;</monospace>, using
  <monospace>strategy = &quot;simplified.laplace&quot;</monospace> and
  <monospace>int.strategy = &quot;ccd&quot;</monospace>. Since all prior
  precisions <inline-formula><alternatives>
  <tex-math><![CDATA[\sigma_\beta^{-2}]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msubsup><mml:mi>σ</mml:mi><mml:mi>β</mml:mi><mml:mrow><mml:mi>−</mml:mi><mml:mn>2</mml:mn></mml:mrow></mml:msubsup></mml:math></alternatives></inline-formula>
  were fixed across evaluations, no further hyperparameter optimization
  over regression priors was required.</p>
  <table-wrap>
    <caption>
      <p>Comparison of INLA and Chib’s method for Bayesian probit
      regression across 5 independent replications with
      <inline-formula><alternatives>
      <tex-math><![CDATA[100\,000]]></tex-math>
      <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mn>100</mml:mn><mml:mspace width="0.167em"></mml:mspace><mml:mn>000</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>
      iterations. <inline-formula><alternatives>
      <tex-math><![CDATA[\text{MCSE} = \text{SD}/\sqrt{5}]]></tex-math>
      <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mtext mathvariant="normal">MCSE</mml:mtext><mml:mo>=</mml:mo><mml:mtext mathvariant="normal">SD</mml:mtext><mml:mi>/</mml:mi><mml:msqrt><mml:mn>5</mml:mn></mml:msqrt></mml:mrow></mml:math></alternatives></inline-formula>.</p>
    </caption>
    <table id="mlikcomp3">
      <thead>
        <tr>
          <th align="left"><inline-formula><alternatives>
          <tex-math><![CDATA[\mathcal{M}]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mi mathvariant="script">ℳ</mml:mi></mml:math></alternatives></inline-formula></th>
          <th align="center"><inline-formula><alternatives>
          <tex-math><![CDATA[\sigma_\beta]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi>σ</mml:mi><mml:mi>β</mml:mi></mml:msub></mml:math></alternatives></inline-formula></th>
          <th align="right">INLA</th>
          <th align="center" colspan="4">Chib’s method
          (<inline-formula><alternatives>
          <tex-math><![CDATA[10^5]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msup><mml:mn>10</mml:mn><mml:mn>5</mml:mn></mml:msup></mml:math></alternatives></inline-formula>
          iter, 5 reps)</th>
          <th align="center">Diff</th>
          <th align="center"></th>
        </tr>
      </thead>
      <tbody>
        <tr>
          <td align="left">4-7 (lr)8-8</td>
          <td align="center"></td>
          <td align="right"></td>
          <td align="right">Mean</td>
          <td align="center">SD</td>
          <td align="center">MCSE</td>
          <td align="center">Replicates</td>
          <td align="center">(<inline-formula><alternatives>
          <tex-math><![CDATA[\text{INLA} - \text{Mean}]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mtext mathvariant="normal">INLA</mml:mtext><mml:mo>−</mml:mo><mml:mtext mathvariant="normal">Mean</mml:mtext></mml:mrow></mml:math></alternatives></inline-formula>)</td>
          <td align="center"></td>
        </tr>
        <tr>
          <td align="left"><inline-formula><alternatives>
          <tex-math><![CDATA[\mathcal{M}_1]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>1</mml:mn></mml:msub></mml:math></alternatives></inline-formula></td>
          <td align="center">1000</td>
          <td align="right">-688.3190</td>
          <td align="right">-688.2854</td>
          <td align="center">0.0489</td>
          <td align="center">0.0219</td>
          <td align="center">-688.30, -688.29, -688.36, -688.23,
          -688.24</td>
          <td align="center">-0.0336</td>
          <td align="center"></td>
        </tr>
        <tr>
          <td align="left"><inline-formula><alternatives>
          <tex-math><![CDATA[\mathcal{M}_1]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>1</mml:mn></mml:msub></mml:math></alternatives></inline-formula></td>
          <td align="center">10</td>
          <td align="right">-633.0900</td>
          <td align="right">-633.0655</td>
          <td align="center">0.0239</td>
          <td align="center">0.0107</td>
          <td align="center">-633.05, -633.03, -633.09, -633.09,
          -633.07</td>
          <td align="center">-0.0245</td>
          <td align="center"></td>
        </tr>
        <tr>
          <td align="left"><inline-formula><alternatives>
          <tex-math><![CDATA[\mathcal{M}_1]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>1</mml:mn></mml:msub></mml:math></alternatives></inline-formula></td>
          <td align="center">0.1</td>
          <td align="right">-669.7585</td>
          <td align="right">-669.7517</td>
          <td align="center">0.0129</td>
          <td align="center">0.0058</td>
          <td align="center">-669.77, -669.75, -669.74, -669.75,
          -669.74</td>
          <td align="center">-0.0068</td>
          <td align="center"></td>
        </tr>
        <tr>
          <td align="left"><inline-formula><alternatives>
          <tex-math><![CDATA[\mathcal{M}_2]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>2</mml:mn></mml:msub></mml:math></alternatives></inline-formula></td>
          <td align="center">1000</td>
          <td align="right">-704.2263</td>
          <td align="right">-704.1979</td>
          <td align="center">0.0466</td>
          <td align="center">0.0208</td>
          <td align="center">-704.27, -704.20, -704.14, -704.19,
          -704.18</td>
          <td align="center">-0.0285</td>
          <td align="center"></td>
        </tr>
        <tr>
          <td align="left"><inline-formula><alternatives>
          <tex-math><![CDATA[\mathcal{M}_2]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>2</mml:mn></mml:msub></mml:math></alternatives></inline-formula></td>
          <td align="center">10</td>
          <td align="right">-639.8049</td>
          <td align="right">-639.7549</td>
          <td align="center">0.0522</td>
          <td align="center">0.0233</td>
          <td align="center">-639.68, -639.77, -639.78, -639.72,
          -639.82</td>
          <td align="center">-0.0500</td>
          <td align="center"></td>
        </tr>
        <tr>
          <td align="left"><inline-formula><alternatives>
          <tex-math><![CDATA[\mathcal{M}_2]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>2</mml:mn></mml:msub></mml:math></alternatives></inline-formula></td>
          <td align="center">0.1</td>
          <td align="right">-649.7799</td>
          <td align="right">-649.7816</td>
          <td align="center">0.0310</td>
          <td align="center">0.0139</td>
          <td align="center">-649.81, -649.80, -649.78, -649.78,
          -649.73</td>
          <td align="center"><inline-formula><alternatives>
          <tex-math><![CDATA[+0.0017]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>+</mml:mi><mml:mn>0.0017</mml:mn></mml:mrow></mml:math></alternatives></inline-formula></td>
          <td align="center"></td>
        </tr>
      </tbody>
    </table>
  </table-wrap>
  <p>We used <inline-formula><alternatives>
  <tex-math><![CDATA[\mu_\beta = 0]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msub><mml:mi>μ</mml:mi><mml:mi>β</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mn>0</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>,
  varying the prior precisions continuously between 0 and 10 in
  Figure <xref alt="3" rid="ldiffml">3</xref>, while
  Table <xref alt="3" rid="mlikcomp3">3</xref> evaluates
  <inline-formula><alternatives>
  <tex-math><![CDATA[\sigma_\beta \in \{1000, 10, 0.1\}]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msub><mml:mi>σ</mml:mi><mml:mi>β</mml:mi></mml:msub><mml:mo>∈</mml:mo><mml:mo stretchy="false" form="prefix">{</mml:mo><mml:mn>1000</mml:mn><mml:mo>,</mml:mo><mml:mn>10</mml:mn><mml:mo>,</mml:mo><mml:mn>0.1</mml:mn><mml:mo stretchy="false" form="postfix">}</mml:mo></mml:mrow></mml:math></alternatives></inline-formula>
  (precisions <inline-formula><alternatives>
  <tex-math><![CDATA[10^{-6}, 10^{-2}]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msup><mml:mn>10</mml:mn><mml:mrow><mml:mi>−</mml:mi><mml:mn>6</mml:mn></mml:mrow></mml:msup><mml:mo>,</mml:mo><mml:msup><mml:mn>10</mml:mn><mml:mrow><mml:mi>−</mml:mi><mml:mn>2</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:math></alternatives></inline-formula>,
  and <inline-formula><alternatives>
  <tex-math><![CDATA[10^2]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msup><mml:mn>10</mml:mn><mml:mn>2</mml:mn></mml:msup></mml:math></alternatives></inline-formula>),
  extending beyond the figure’s range to assess highly concentrated
  priors. In Figure <xref alt="3" rid="ldiffml">3</xref>, the identity
  reference line (<inline-formula><alternatives>
  <tex-math><![CDATA[y = x]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>y</mml:mi><mml:mo>=</mml:mo><mml:mi>x</mml:mi></mml:mrow></mml:math></alternatives></inline-formula>)
  is included. Across the 100 evaluated precision values, the median
  absolute discrepancy between INLA and Chib’s method is
  <inline-formula><alternatives>
  <tex-math><![CDATA[0.0193]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>0.0193</mml:mn></mml:math></alternatives></inline-formula>
  for <inline-formula><alternatives>
  <tex-math><![CDATA[\mathcal{M}_1]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>1</mml:mn></mml:msub></mml:math></alternatives></inline-formula>
  and <inline-formula><alternatives>
  <tex-math><![CDATA[0.0321]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>0.0321</mml:mn></mml:math></alternatives></inline-formula>
  for <inline-formula><alternatives>
  <tex-math><![CDATA[\mathcal{M}_2]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>2</mml:mn></mml:msub></mml:math></alternatives></inline-formula>
  (95th percentiles <inline-formula><alternatives>
  <tex-math><![CDATA[0.0692]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>0.0692</mml:mn></mml:math></alternatives></inline-formula>
  and <inline-formula><alternatives>
  <tex-math><![CDATA[0.0818]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>0.0818</mml:mn></mml:math></alternatives></inline-formula>),
  while the discrepancy in the log Bayes factor
  <inline-formula><alternatives>
  <tex-math><![CDATA[\log \text{BF}_{12}]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mrow><mml:mi mathvariant="normal">log</mml:mi><mml:mo>&#8289;</mml:mo></mml:mrow><mml:msub><mml:mtext mathvariant="normal">BF</mml:mtext><mml:mn>12</mml:mn></mml:msub></mml:mrow></mml:math></alternatives></inline-formula>
  has a median of <inline-formula><alternatives>
  <tex-math><![CDATA[0.0350]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>0.0350</mml:mn></mml:math></alternatives></inline-formula>
  and a maximum of <inline-formula><alternatives>
  <tex-math><![CDATA[0.1347]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>0.1347</mml:mn></mml:math></alternatives></inline-formula>
  log units.</p>
  <fig id="ldiffml">
    <caption><p>Comparisons of marginal log-likelihood estimates
    obtained by Chib’s method (<inline-formula><alternatives>
    <tex-math><![CDATA[x]]></tex-math>
    <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mi>x</mml:mi></mml:math></alternatives></inline-formula>-axis)
    and INLA (<inline-formula><alternatives>
    <tex-math><![CDATA[y]]></tex-math>
    <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mi>y</mml:mi></mml:math></alternatives></inline-formula>-axis)
    for 100 different values of the precision parameter
    <inline-formula><alternatives>
    <tex-math><![CDATA[\sigma_{\beta}^{-2} \in [0, 10]]]></tex-math>
    <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msubsup><mml:mi>σ</mml:mi><mml:mi>β</mml:mi><mml:mrow><mml:mi>−</mml:mi><mml:mn>2</mml:mn></mml:mrow></mml:msubsup><mml:mo>∈</mml:mo><mml:mo stretchy="false" form="prefix">[</mml:mo><mml:mn>0</mml:mn><mml:mo>,</mml:mo><mml:mn>10</mml:mn><mml:mo stretchy="false" form="postfix">]</mml:mo></mml:mrow></mml:math></alternatives></inline-formula>
    under 2 models with different numbers of covariates, with the
    identity reference line (<inline-formula><alternatives>
    <tex-math><![CDATA[y = x]]></tex-math>
    <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>y</mml:mi><mml:mo>=</mml:mo><mml:mi>x</mml:mi></mml:mrow></mml:math></alternatives></inline-formula>).</p></caption>
    <p><inline-graphic mimetype="application" mime-subtype="pdf" xlink:href="apppic/l10ci1.pdf">
      <alt-text>image</alt-text>
    </inline-graphic>
    <inline-graphic mimetype="application" mime-subtype="pdf" xlink:href="apppic/l10ci2.pdf">
      <alt-text>image</alt-text>
    </inline-graphic></p>
  </fig>
  <p>The computational time for INLA within these examples is under 0.2
  seconds per model, whereas 100 000 iterations of Chib’s method
  required approximately 12.5 seconds per replication on the same
  hardware. Figure <xref alt="4" rid="figadj2">4</xref> displays the
  convergence of Chib’s estimator across MCMC iterations
  (<inline-formula><alternatives>
  <tex-math><![CDATA[200]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>200</mml:mn></mml:math></alternatives></inline-formula>
  to <inline-formula><alternatives>
  <tex-math><![CDATA[102\,400]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mn>102</mml:mn><mml:mspace width="0.167em"></mml:mspace><mml:mn>400</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>,
  with 10 independent replications per iteration level using
  deterministic seeds <inline-formula><alternatives>
  <tex-math><![CDATA[40000 + 100i + j]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mn>40000</mml:mn><mml:mo>+</mml:mo><mml:mn>100</mml:mn><mml:mi>i</mml:mi><mml:mo>+</mml:mo><mml:mi>j</mml:mi></mml:mrow></mml:math></alternatives></inline-formula>,
  <inline-formula><alternatives>
  <tex-math><![CDATA[i, j \in \{1, \dots, 10\}]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>i</mml:mi><mml:mo>,</mml:mo><mml:mi>j</mml:mi><mml:mo>∈</mml:mo><mml:mo stretchy="false" form="prefix">{</mml:mo><mml:mn>1</mml:mn><mml:mo>,</mml:mo><mml:mi>…</mml:mi><mml:mo>,</mml:mo><mml:mn>10</mml:mn><mml:mo stretchy="false" form="postfix">}</mml:mo></mml:mrow></mml:math></alternatives></inline-formula>,
  recorded in <monospace>results/seeds.csv</monospace>).</p>
  <fig id="figadj2">
    <caption><p>Convergence of Chib’s method across MCMC iteration
    counts (<inline-formula><alternatives>
    <tex-math><![CDATA[200]]></tex-math>
    <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>200</mml:mn></mml:math></alternatives></inline-formula>
    to <inline-formula><alternatives>
    <tex-math><![CDATA[102\,400]]></tex-math>
    <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mn>102</mml:mn><mml:mspace width="0.167em"></mml:mspace><mml:mn>400</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>,
    10 runs per level) for probit regression
    (<inline-formula><alternatives>
    <tex-math><![CDATA[\mu_\beta = 1, \sigma_\beta^{-2} = 0.2]]></tex-math>
    <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msub><mml:mi>μ</mml:mi><mml:mi>β</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mn>1</mml:mn><mml:mo>,</mml:mo><mml:msubsup><mml:mi>σ</mml:mi><mml:mi>β</mml:mi><mml:mrow><mml:mi>−</mml:mi><mml:mn>2</mml:mn></mml:mrow></mml:msubsup><mml:mo>=</mml:mo><mml:mn>0.2</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>).
    The horizontal line marks the default INLA estimate
    (<inline-formula><alternatives>
    <tex-math><![CDATA[-616.1301]]></tex-math>
    <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>−</mml:mi><mml:mn>616.1301</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>).
    Note that the vertical axis spans <inline-formula><alternatives>
    <tex-math><![CDATA[2.16]]></tex-math>
    <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>2.16</mml:mn></mml:math></alternatives></inline-formula>
    log units (from <inline-formula><alternatives>
    <tex-math><![CDATA[-616.64]]></tex-math>
    <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>−</mml:mi><mml:mn>616.64</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>
    to <inline-formula><alternatives>
    <tex-math><![CDATA[-614.48]]></tex-math>
    <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>−</mml:mi><mml:mn>614.48</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>).</p></caption>
    <graphic mimetype="application" mime-subtype="pdf" xlink:href="apppic/lcitune1.pdf" />
  </fig>
</sec>
<sec id="inla-versus-other-methods-in-logistic-regression">
  <title>INLA versus other methods in logistic regression</title>
  <p>In the fourth example we compare marginal likelihoods obtained by
  INLA with seven alternative evidence estimators benchmarked by Friel
  &amp; Wyse (2012): standard Laplace approximation, Chib and
  Jeliazkov’s method, Laplace approximation at the MAP, harmonic mean
  estimator, power posteriors, annealed importance sampling (AIS), and
  nested sampling. The model <inline-formula><alternatives>
  <tex-math><![CDATA[\mathcal{M}]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mi mathvariant="script">ℳ</mml:mi></mml:math></alternatives></inline-formula>
  is the Bayesian logistic regression model with logit link addressed by
  Friel &amp; Wyse (2012): <disp-formula><alternatives>
  <tex-math><![CDATA[\begin{align}
  \begin{split}
   Y_t|\eta_t,\mathcal{M} \stackrel{iid}{\sim}&  \text{Bernoulli}(\text{logit}^{-1}(\eta_t));\\%\label{bernprobf}\\
   \eta_t|\mathcal{M}  =&\beta_0 + \sum_{i=1}^{p_{\mathcal{M} }} \beta_{i}x^{\mathcal{M}}_{ti};\\
   \beta_i|\mathcal{M}  \sim& N(\mu_\beta,\sigma_{\beta}^2),%\label{bernprobl}.
   \end{split}
  \end{align}]]></tex-math>
  <mml:math display="block" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mtable><mml:mtr><mml:mtd columnalign="right" style="text-align: right"><mml:mtable><mml:mtr><mml:mtd columnalign="right" style="text-align: right; padding-right: 0"><mml:msub><mml:mi>Y</mml:mi><mml:mi>t</mml:mi></mml:msub><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:msub><mml:mi>η</mml:mi><mml:mi>t</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mover><mml:mo>∼</mml:mo><mml:mrow><mml:mi>i</mml:mi><mml:mi>i</mml:mi><mml:mi>d</mml:mi></mml:mrow></mml:mover></mml:mtd><mml:mtd columnalign="left" style="text-align: left; padding-left: 0"><mml:mtext mathvariant="normal">Bernoulli</mml:mtext><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:msup><mml:mtext mathvariant="normal">logit</mml:mtext><mml:mrow><mml:mi>−</mml:mi><mml:mn>1</mml:mn></mml:mrow></mml:msup><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:msub><mml:mi>η</mml:mi><mml:mi>t</mml:mi></mml:msub><mml:mo stretchy="false" form="postfix">)</mml:mo><mml:mo stretchy="false" form="postfix">)</mml:mo><mml:mo>;</mml:mo></mml:mtd></mml:mtr><mml:mtr><mml:mtd columnalign="right" style="text-align: right; padding-right: 0"><mml:msub><mml:mi>η</mml:mi><mml:mi>t</mml:mi></mml:msub><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo>=</mml:mo></mml:mtd><mml:mtd columnalign="left" style="text-align: left; padding-left: 0"><mml:msub><mml:mi>β</mml:mi><mml:mn>0</mml:mn></mml:msub><mml:mo>+</mml:mo><mml:munderover><mml:mo>∑</mml:mo><mml:mrow><mml:mi>i</mml:mi><mml:mo>=</mml:mo><mml:mn>1</mml:mn></mml:mrow><mml:msub><mml:mi>p</mml:mi><mml:mi mathvariant="script">ℳ</mml:mi></mml:msub></mml:munderover><mml:msub><mml:mi>β</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:msubsup><mml:mi>x</mml:mi><mml:mrow><mml:mi>t</mml:mi><mml:mi>i</mml:mi></mml:mrow><mml:mi mathvariant="script">ℳ</mml:mi></mml:msubsup><mml:mo>;</mml:mo></mml:mtd></mml:mtr><mml:mtr><mml:mtd columnalign="right" style="text-align: right; padding-right: 0"><mml:msub><mml:mi>β</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo>∼</mml:mo></mml:mtd><mml:mtd columnalign="left" style="text-align: left; padding-left: 0"><mml:mi>N</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:msub><mml:mi>μ</mml:mi><mml:mi>β</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msubsup><mml:mi>σ</mml:mi><mml:mi>β</mml:mi><mml:mn>2</mml:mn></mml:msubsup><mml:mo stretchy="false" form="postfix">)</mml:mo><mml:mo>,</mml:mo></mml:mtd></mml:mtr></mml:mtable></mml:mtd></mml:mtr></mml:mtable></mml:math></alternatives></disp-formula>
  where <inline-formula><alternatives>
  <tex-math><![CDATA[t=1,...,532]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>t</mml:mi><mml:mo>=</mml:mo><mml:mn>1</mml:mn><mml:mo>,</mml:mo><mml:mi>.</mml:mi><mml:mi>.</mml:mi><mml:mi>.</mml:mi><mml:mo>,</mml:mo><mml:mn>532</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>
  and <inline-formula><alternatives>
  <tex-math><![CDATA[i=0,...,p_{\mathcal{M}}]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>i</mml:mi><mml:mo>=</mml:mo><mml:mn>0</mml:mn><mml:mo>,</mml:mo><mml:mi>.</mml:mi><mml:mi>.</mml:mi><mml:mi>.</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi>p</mml:mi><mml:mi mathvariant="script">ℳ</mml:mi></mml:msub></mml:mrow></mml:math></alternatives></inline-formula>.
  The data set addressed is the Pima Indians diabetes data
  (<inline-formula><alternatives>
  <tex-math><![CDATA[532]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>532</mml:mn></mml:math></alternatives></inline-formula>
  complete records). For <inline-formula><alternatives>
  <tex-math><![CDATA[\mathcal{M}_1]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>1</mml:mn></mml:msub></mml:math></alternatives></inline-formula>,
  predictors comprise the number of pregnancies, plasma glucose
  concentration, body mass index, and diabetes pedigree function
  (<inline-formula><alternatives>
  <tex-math><![CDATA[p_{\mathcal{M}_1} = 4]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msub><mml:mi>p</mml:mi><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>1</mml:mn></mml:msub></mml:msub><mml:mo>=</mml:mo><mml:mn>4</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>);
  <inline-formula><alternatives>
  <tex-math><![CDATA[\mathcal{M}_2]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>2</mml:mn></mml:msub></mml:math></alternatives></inline-formula>
  additionally includes age (<inline-formula><alternatives>
  <tex-math><![CDATA[p_{\mathcal{M}_2} = 5]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msub><mml:mi>p</mml:mi><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>2</mml:mn></mml:msub></mml:msub><mml:mo>=</mml:mo><mml:mn>5</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>).
  All covariates were standardized to zero mean and unit variance. The
  models were evaluated under two prior variances:
  <inline-formula><alternatives>
  <tex-math><![CDATA[\sigma_\beta^2 = 100]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msubsup><mml:mi>σ</mml:mi><mml:mi>β</mml:mi><mml:mn>2</mml:mn></mml:msubsup><mml:mo>=</mml:mo><mml:mn>100</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>
  and <inline-formula><alternatives>
  <tex-math><![CDATA[\sigma_\beta^2 = 1]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msubsup><mml:mi>σ</mml:mi><mml:mi>β</mml:mi><mml:mn>2</mml:mn></mml:msubsup><mml:mo>=</mml:mo><mml:mn>1</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>
  with <inline-formula><alternatives>
  <tex-math><![CDATA[\mu_\beta = 0]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msub><mml:mi>μ</mml:mi><mml:mi>β</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mn>0</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>.</p>
  <p>Table <xref alt="4" rid="mlikcomp4">4</xref> presents the results.
  Estimates for methods 3–9 are reproduced from the published benchmark
  of Friel &amp; Wyse (2012) on the identical standardized dataset,
  where each Monte Carlo method used the equivalent of
  <inline-formula><alternatives>
  <tex-math><![CDATA[200\,000]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mn>200</mml:mn><mml:mspace width="0.167em"></mml:mspace><mml:mn>000</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>
  samples. For INLA, we used
  <monospace>strategy = &quot;simplified.laplace&quot;</monospace> and
  <monospace>int.strategy = &quot;ccd&quot;</monospace> with fixed prior
  variances <inline-formula><alternatives>
  <tex-math><![CDATA[\sigma_\beta^2 \in \{100, 1\}]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msubsup><mml:mi>σ</mml:mi><mml:mi>β</mml:mi><mml:mn>2</mml:mn></mml:msubsup><mml:mo>∈</mml:mo><mml:mo stretchy="false" form="prefix">{</mml:mo><mml:mn>100</mml:mn><mml:mo>,</mml:mo><mml:mn>1</mml:mn><mml:mo stretchy="false" form="postfix">}</mml:mo></mml:mrow></mml:math></alternatives></inline-formula>.
  To establish an independent ground truth, we also computed an
  importance sampling (IS) benchmark based on
  <inline-formula><alternatives>
  <tex-math><![CDATA[200\,000]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mn>200</mml:mn><mml:mspace width="0.167em"></mml:mspace><mml:mn>000</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>
  draws from an inflated multivariate
  Student-<inline-formula><alternatives>
  <tex-math><![CDATA[t_6]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi>t</mml:mi><mml:mn>6</mml:mn></mml:msub></mml:math></alternatives></inline-formula>
  proposal distribution centred at the posterior mode with scale matrix
  matching the inverse Hessian, achieving a Monte Carlo standard error
  of <inline-formula><alternatives>
  <tex-math><![CDATA[\text{MCSE} = 0.003]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mtext mathvariant="normal">MCSE</mml:mtext><mml:mo>=</mml:mo><mml:mn>0.003</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>.</p>
  <table-wrap>
    <caption>
      <p>Comparison of INLA, independent importance sampling reference,
      and seven baseline methods for logistic regression on Pima Indians
      data. Methods 3–9 are cited directly from the benchmark study of
      Friel &amp; Wyse (2012). <inline-formula><alternatives>
      <tex-math><![CDATA[\log \text{BF}_{12} = \log m(\mathbf{y}|\mathcal{M}_1) - \log m(\mathbf{y}|\mathcal{M}_2)]]></tex-math>
      <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mrow><mml:mi mathvariant="normal">log</mml:mi><mml:mo>&#8289;</mml:mo></mml:mrow><mml:msub><mml:mtext mathvariant="normal">BF</mml:mtext><mml:mn>12</mml:mn></mml:msub><mml:mo>=</mml:mo><mml:mrow><mml:mi mathvariant="normal">log</mml:mi><mml:mo>&#8289;</mml:mo></mml:mrow><mml:mi>m</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi mathvariant="bold-italic">𝒚</mml:mi><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>1</mml:mn></mml:msub><mml:mo stretchy="false" form="postfix">)</mml:mo><mml:mo>−</mml:mo><mml:mrow><mml:mi mathvariant="normal">log</mml:mi><mml:mo>&#8289;</mml:mo></mml:mrow><mml:mi>m</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi mathvariant="bold-italic">𝒚</mml:mi><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>2</mml:mn></mml:msub><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow></mml:math></alternatives></inline-formula>.</p>
    </caption>
    <table id="mlikcomp4">
      <thead>
        <tr>
          <th align="left"></th>
          <th align="center" colspan="3"><inline-formula><alternatives>
          <tex-math><![CDATA[\sigma_{\beta}^2 = 100]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msubsup><mml:mi>σ</mml:mi><mml:mi>β</mml:mi><mml:mn>2</mml:mn></mml:msubsup><mml:mo>=</mml:mo><mml:mn>100</mml:mn></mml:mrow></mml:math></alternatives></inline-formula></th>
          <th align="center" colspan="3"><inline-formula><alternatives>
          <tex-math><![CDATA[\sigma_{\beta}^2 = 1]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msubsup><mml:mi>σ</mml:mi><mml:mi>β</mml:mi><mml:mn>2</mml:mn></mml:msubsup><mml:mo>=</mml:mo><mml:mn>1</mml:mn></mml:mrow></mml:math></alternatives></inline-formula></th>
        </tr>
      </thead>
      <tbody>
        <tr>
          <td align="left">2-4 (lr)5-7 Method</td>
          <td align="center"><inline-formula><alternatives>
          <tex-math><![CDATA[\mathcal{M}_1]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>1</mml:mn></mml:msub></mml:math></alternatives></inline-formula></td>
          <td align="center"><inline-formula><alternatives>
          <tex-math><![CDATA[\mathcal{M}_2]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>2</mml:mn></mml:msub></mml:math></alternatives></inline-formula></td>
          <td align="center"><inline-formula><alternatives>
          <tex-math><![CDATA[\log \text{BF}_{12}]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mrow><mml:mi mathvariant="normal">log</mml:mi><mml:mo>&#8289;</mml:mo></mml:mrow><mml:msub><mml:mtext mathvariant="normal">BF</mml:mtext><mml:mn>12</mml:mn></mml:msub></mml:mrow></mml:math></alternatives></inline-formula></td>
          <td align="center"><inline-formula><alternatives>
          <tex-math><![CDATA[\mathcal{M}_1]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>1</mml:mn></mml:msub></mml:math></alternatives></inline-formula></td>
          <td align="center"><inline-formula><alternatives>
          <tex-math><![CDATA[\mathcal{M}_2]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>2</mml:mn></mml:msub></mml:math></alternatives></inline-formula></td>
          <td align="center"><inline-formula><alternatives>
          <tex-math><![CDATA[\log \text{BF}_{12}]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mrow><mml:mi mathvariant="normal">log</mml:mi><mml:mo>&#8289;</mml:mo></mml:mrow><mml:msub><mml:mtext mathvariant="normal">BF</mml:mtext><mml:mn>12</mml:mn></mml:msub></mml:mrow></mml:math></alternatives></inline-formula></td>
        </tr>
        <tr>
          <td align="left">INLA (classic mode)</td>
          <td align="center">-257.25</td>
          <td align="center">-259.89</td>
          <td align="center">2.64</td>
          <td align="center">-247.32</td>
          <td align="center">-247.59</td>
          <td align="center">0.27</td>
        </tr>
        <tr>
          <td align="left">Importance sampling (reference)</td>
          <td align="center">-257.23</td>
          <td align="center">-259.86</td>
          <td align="center">2.63</td>
          <td align="center">-247.30</td>
          <td align="center">-247.56</td>
          <td align="center">0.26</td>
        </tr>
        <tr>
          <td align="left">Laplace approximation</td>
          <td align="center">-257.26</td>
          <td align="center">-259.89</td>
          <td align="center">2.63</td>
          <td align="center">-247.33</td>
          <td align="center">-247.59</td>
          <td align="center">0.26</td>
        </tr>
        <tr>
          <td align="left">Chib and Jeliazkov</td>
          <td align="center">-257.23</td>
          <td align="center">-259.84</td>
          <td align="center">2.61</td>
          <td align="center">-247.31</td>
          <td align="center">-247.58</td>
          <td align="center">0.27</td>
        </tr>
        <tr>
          <td align="left">Laplace approximation MAP</td>
          <td align="center">-257.28</td>
          <td align="center">-259.90</td>
          <td align="center">2.62</td>
          <td align="center">-247.33</td>
          <td align="center">-247.62</td>
          <td align="center">0.29</td>
        </tr>
        <tr>
          <td align="left">Harmonic mean estimator</td>
          <td align="center">-284.78</td>
          <td align="center">-279.47</td>
          <td align="center">-5.31</td>
          <td align="center">-259.84</td>
          <td align="center">-260.55</td>
          <td align="center">0.71</td>
        </tr>
        <tr>
          <td align="left">Power posteriors</td>
          <td align="center">-257.98</td>
          <td align="center">-260.59</td>
          <td align="center">2.61</td>
          <td align="center">-247.57</td>
          <td align="center">-247.84</td>
          <td align="center">0.27</td>
        </tr>
        <tr>
          <td align="left">Annealed importance sampling</td>
          <td align="center">-257.87</td>
          <td align="center">-260.43</td>
          <td align="center">2.56</td>
          <td align="center">-247.30</td>
          <td align="center">-247.59</td>
          <td align="center">0.29</td>
        </tr>
        <tr>
          <td align="left">Nested sampling</td>
          <td align="center">-258.82</td>
          <td align="center">-261.38</td>
          <td align="center">2.56</td>
          <td align="center">-246.82</td>
          <td align="center">-246.97</td>
          <td align="center">0.15</td>
        </tr>
      </tbody>
    </table>
  </table-wrap>
  <p>A noticeable spread appears among the competing methods in
  Table <xref alt="4" rid="mlikcomp4">4</xref>: nested sampling sits
  <inline-formula><alternatives>
  <tex-math><![CDATA[1.57]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>1.57</mml:mn></mml:math></alternatives></inline-formula>
  log units below INLA for <inline-formula><alternatives>
  <tex-math><![CDATA[\mathcal{M}_1]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>1</mml:mn></mml:msub></mml:math></alternatives></inline-formula>
  under <inline-formula><alternatives>
  <tex-math><![CDATA[\sigma_\beta^2 = 100]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msubsup><mml:mi>σ</mml:mi><mml:mi>β</mml:mi><mml:mn>2</mml:mn></mml:msubsup><mml:mo>=</mml:mo><mml:mn>100</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>
  and <inline-formula><alternatives>
  <tex-math><![CDATA[0.50]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>0.50</mml:mn></mml:math></alternatives></inline-formula>
  log units above INLA under <inline-formula><alternatives>
  <tex-math><![CDATA[\sigma_\beta^2 = 1]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msubsup><mml:mi>σ</mml:mi><mml:mi>β</mml:mi><mml:mn>2</mml:mn></mml:msubsup><mml:mo>=</mml:mo><mml:mn>1</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>,
  while power posteriors and AIS differ by
  <inline-formula><alternatives>
  <tex-math><![CDATA[0.6]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>0.6</mml:mn></mml:math></alternatives></inline-formula>
  to <inline-formula><alternatives>
  <tex-math><![CDATA[0.7]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>0.7</mml:mn></mml:math></alternatives></inline-formula>
  log units. It is essential to address what this spread implies for
  applied inference. First, our independent importance sampling
  reference matches INLA within <inline-formula><alternatives>
  <tex-math><![CDATA[0.02]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>0.02</mml:mn></mml:math></alternatives></inline-formula>
  log units under both prior settings (<inline-formula><alternatives>
  <tex-math><![CDATA[-257.23]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>−</mml:mi><mml:mn>257.23</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>
  vs. <inline-formula><alternatives>
  <tex-math><![CDATA[-257.25]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>−</mml:mi><mml:mn>257.25</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>
  at <inline-formula><alternatives>
  <tex-math><![CDATA[\sigma_\beta^2 = 100]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msubsup><mml:mi>σ</mml:mi><mml:mi>β</mml:mi><mml:mn>2</mml:mn></mml:msubsup><mml:mo>=</mml:mo><mml:mn>100</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>,
  and <inline-formula><alternatives>
  <tex-math><![CDATA[-247.30]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>−</mml:mi><mml:mn>247.30</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>
  vs. <inline-formula><alternatives>
  <tex-math><![CDATA[-247.32]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>−</mml:mi><mml:mn>247.32</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>
  at <inline-formula><alternatives>
  <tex-math><![CDATA[\sigma_\beta^2 = 1]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msubsup><mml:mi>σ</mml:mi><mml:mi>β</mml:mi><mml:mn>2</mml:mn></mml:msubsup><mml:mo>=</mml:mo><mml:mn>1</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>),
  confirming that INLA’s Laplace approximation is near-exact for this
  GLM, whereas nested sampling and AIS exhibit small Monte Carlo
  underestimation biases under diffuse priors.</p>
  <p>Second, because stochastic errors in nested sampling, power
  posteriors, and AIS are strongly positively correlated across models
  <inline-formula><alternatives>
  <tex-math><![CDATA[\mathcal{M}_1]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>1</mml:mn></mml:msub></mml:math></alternatives></inline-formula>
  and <inline-formula><alternatives>
  <tex-math><![CDATA[\mathcal{M}_2]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>2</mml:mn></mml:msub></mml:math></alternatives></inline-formula>,
  the discrepancy largely cancels on the decision-relevant scale of log
  Bayes factors. For <inline-formula><alternatives>
  <tex-math><![CDATA[\sigma_\beta^2 = 100]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msubsup><mml:mi>σ</mml:mi><mml:mi>β</mml:mi><mml:mn>2</mml:mn></mml:msubsup><mml:mo>=</mml:mo><mml:mn>100</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>,
  INLA yields <inline-formula><alternatives>
  <tex-math><![CDATA[\log \text{BF}_{12} = 2.64]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mrow><mml:mi mathvariant="normal">log</mml:mi><mml:mo>&#8289;</mml:mo></mml:mrow><mml:msub><mml:mtext mathvariant="normal">BF</mml:mtext><mml:mn>12</mml:mn></mml:msub><mml:mo>=</mml:mo><mml:mn>2.64</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>,
  compared to <inline-formula><alternatives>
  <tex-math><![CDATA[2.63]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>2.63</mml:mn></mml:math></alternatives></inline-formula>
  for IS, <inline-formula><alternatives>
  <tex-math><![CDATA[2.63]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>2.63</mml:mn></mml:math></alternatives></inline-formula>
  for Laplace, <inline-formula><alternatives>
  <tex-math><![CDATA[2.61]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>2.61</mml:mn></mml:math></alternatives></inline-formula>
  for Chib–Jeliazkov, <inline-formula><alternatives>
  <tex-math><![CDATA[2.61]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>2.61</mml:mn></mml:math></alternatives></inline-formula>
  for power posteriors, and <inline-formula><alternatives>
  <tex-math><![CDATA[2.56]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>2.56</mml:mn></mml:math></alternatives></inline-formula>
  for nested sampling and AIS, with a maximum across-method difference
  of only <inline-formula><alternatives>
  <tex-math><![CDATA[0.08]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>0.08</mml:mn></mml:math></alternatives></inline-formula>
  log units. Under <inline-formula><alternatives>
  <tex-math><![CDATA[\sigma_\beta^2 = 1]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msubsup><mml:mi>σ</mml:mi><mml:mi>β</mml:mi><mml:mn>2</mml:mn></mml:msubsup><mml:mo>=</mml:mo><mml:mn>1</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>,
  all methods except the harmonic mean yield
  <inline-formula><alternatives>
  <tex-math><![CDATA[\log \text{BF}_{12} \in [0.15, 0.29]]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mrow><mml:mi mathvariant="normal">log</mml:mi><mml:mo>&#8289;</mml:mo></mml:mrow><mml:msub><mml:mtext mathvariant="normal">BF</mml:mtext><mml:mn>12</mml:mn></mml:msub><mml:mo>∈</mml:mo><mml:mo stretchy="false" form="prefix">[</mml:mo><mml:mn>0.15</mml:mn><mml:mo>,</mml:mo><mml:mn>0.29</mml:mn><mml:mo stretchy="false" form="postfix">]</mml:mo></mml:mrow></mml:math></alternatives></inline-formula>,
  uniformly indicating that the evidence in favor of
  <inline-formula><alternatives>
  <tex-math><![CDATA[\mathcal{M}_1]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>1</mml:mn></mml:msub></mml:math></alternatives></inline-formula>
  is negligible. Thus, model-selection and model-averaging decisions are
  entirely preserved across methods. In terms of computational cost,
  INLA required under <inline-formula><alternatives>
  <tex-math><![CDATA[0.05]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>0.05</mml:mn></mml:math></alternatives></inline-formula>
  seconds, compared to substantial sampling budgets (200 000
  evaluations) for the competing stochastic estimators (Friel &amp;
  Wyse, 2012).</p>
</sec>
<sec id="inla-versus-chib-and-jeliazkovs-method-in-a-poisson-mixed-model">
  <title>INLA versus Chib and Jeliazkov’s method in a Poisson mixed
  model</title>
  <p>As models become more sophisticated, fewer methodologies are
  available for approximating the marginal likelihood. In the context of
  generalized linear mixed models (GLMMs), we consider the INLA approach
  (Rue et al., 2009) alongside the Metropolis–Hastings marginal
  likelihood estimator of Chib &amp; Jeliazkov (2001) and the kernel
  density estimator of Chib et al. (1998).</p>
  <p>This model analyzes epileptic seizure counts
  <inline-formula><alternatives>
  <tex-math><![CDATA[Y_{jt}]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi>Y</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mi>t</mml:mi></mml:mrow></mml:msub></mml:math></alternatives></inline-formula>
  for <inline-formula><alternatives>
  <tex-math><![CDATA[59]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>59</mml:mn></mml:math></alternatives></inline-formula>
  patients measured first over an 8-week baseline period
  (<inline-formula><alternatives>
  <tex-math><![CDATA[t=0]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>t</mml:mi><mml:mo>=</mml:mo><mml:mn>0</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>)
  and subsequently across four 2-week follow-up periods
  (<inline-formula><alternatives>
  <tex-math><![CDATA[t=1,\dots,4]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>t</mml:mi><mml:mo>=</mml:mo><mml:mn>1</mml:mn><mml:mo>,</mml:mo><mml:mi>…</mml:mi><mml:mo>,</mml:mo><mml:mn>4</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>).
  After baseline, patients were randomized to either active treatment or
  placebo. Following standard practice for these data (Chib et al.,
  1998; Chib &amp; Jeliazkov, 2001; Diggle et al., 1994), patient 49
  (with an extreme baseline count of 151) was omitted as an outlier,
  leaving <inline-formula><alternatives>
  <tex-math><![CDATA[58]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>58</mml:mn></mml:math></alternatives></inline-formula>
  patients and <inline-formula><alternatives>
  <tex-math><![CDATA[290]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>290</mml:mn></mml:math></alternatives></inline-formula>
  total observations. The model <inline-formula><alternatives>
  <tex-math><![CDATA[\mathcal{M}]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mi mathvariant="script">ℳ</mml:mi></mml:math></alternatives></inline-formula>
  is specified as: <disp-formula><alternatives>
  <tex-math><![CDATA[\begin{align}
  \begin{split}
   Y_{jt}|\eta_{jt},\mathcal{M} \sim&  \text{Poisson}(\exp(\eta_{jt}));\\
   \eta_{jt}|\mathcal{M} =& \log(\tau_{jt})+\beta_0 + \beta_1 x_{jt1} + \beta_2 x_{jt2} + \beta_3 x_{jt1}x_{jt2} +
     b_{j0} + b_{j1}x_{jt1};\\
   \beta_i|\mathcal{M} \sim& N(0,100),\quad\quad i=0,...,3;\\
   \mathbf{b}_j|\mathbf{D},\mathcal{M} \sim& N_2(0,\mathbf{D});\\
   \mathbf{D}^{-1}|\mathcal{M} \sim& \text{Wishart}_2(4,I_2),
   \end{split}
  \end{align}]]></tex-math>
  <mml:math display="block" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mtable><mml:mtr><mml:mtd columnalign="right" style="text-align: right"><mml:mtable><mml:mtr><mml:mtd columnalign="right" style="text-align: right; padding-right: 0"><mml:msub><mml:mi>Y</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mi>t</mml:mi></mml:mrow></mml:msub><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:msub><mml:mi>η</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mi>t</mml:mi></mml:mrow></mml:msub><mml:mo>,</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo>∼</mml:mo></mml:mtd><mml:mtd columnalign="left" style="text-align: left; padding-left: 0"><mml:mtext mathvariant="normal">Poisson</mml:mtext><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mrow><mml:mi mathvariant="normal">exp</mml:mi><mml:mo>&#8289;</mml:mo></mml:mrow><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:msub><mml:mi>η</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mi>t</mml:mi></mml:mrow></mml:msub><mml:mo stretchy="false" form="postfix">)</mml:mo><mml:mo stretchy="false" form="postfix">)</mml:mo><mml:mo>;</mml:mo></mml:mtd></mml:mtr><mml:mtr><mml:mtd columnalign="right" style="text-align: right; padding-right: 0"><mml:msub><mml:mi>η</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mi>t</mml:mi></mml:mrow></mml:msub><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo>=</mml:mo></mml:mtd><mml:mtd columnalign="left" style="text-align: left; padding-left: 0"><mml:mrow><mml:mi mathvariant="normal">log</mml:mi><mml:mo>&#8289;</mml:mo></mml:mrow><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:msub><mml:mi>τ</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mi>t</mml:mi></mml:mrow></mml:msub><mml:mo stretchy="false" form="postfix">)</mml:mo><mml:mo>+</mml:mo><mml:msub><mml:mi>β</mml:mi><mml:mn>0</mml:mn></mml:msub><mml:mo>+</mml:mo><mml:msub><mml:mi>β</mml:mi><mml:mn>1</mml:mn></mml:msub><mml:msub><mml:mi>x</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mi>t</mml:mi><mml:mn>1</mml:mn></mml:mrow></mml:msub><mml:mo>+</mml:mo><mml:msub><mml:mi>β</mml:mi><mml:mn>2</mml:mn></mml:msub><mml:msub><mml:mi>x</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mi>t</mml:mi><mml:mn>2</mml:mn></mml:mrow></mml:msub><mml:mo>+</mml:mo><mml:msub><mml:mi>β</mml:mi><mml:mn>3</mml:mn></mml:msub><mml:msub><mml:mi>x</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mi>t</mml:mi><mml:mn>1</mml:mn></mml:mrow></mml:msub><mml:msub><mml:mi>x</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mi>t</mml:mi><mml:mn>2</mml:mn></mml:mrow></mml:msub><mml:mo>+</mml:mo><mml:msub><mml:mi>b</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn>0</mml:mn></mml:mrow></mml:msub><mml:mo>+</mml:mo><mml:msub><mml:mi>b</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn>1</mml:mn></mml:mrow></mml:msub><mml:msub><mml:mi>x</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mi>t</mml:mi><mml:mn>1</mml:mn></mml:mrow></mml:msub><mml:mo>;</mml:mo></mml:mtd></mml:mtr><mml:mtr><mml:mtd columnalign="right" style="text-align: right; padding-right: 0"><mml:msub><mml:mi>β</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo>∼</mml:mo></mml:mtd><mml:mtd columnalign="left" style="text-align: left; padding-left: 0"><mml:mi>N</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mn>0</mml:mn><mml:mo>,</mml:mo><mml:mn>100</mml:mn><mml:mo stretchy="false" form="postfix">)</mml:mo><mml:mo>,</mml:mo><mml:mspace width="1.0em"></mml:mspace><mml:mspace width="1.0em"></mml:mspace><mml:mi>i</mml:mi><mml:mo>=</mml:mo><mml:mn>0</mml:mn><mml:mo>,</mml:mo><mml:mi>.</mml:mi><mml:mi>.</mml:mi><mml:mi>.</mml:mi><mml:mo>,</mml:mo><mml:mn>3</mml:mn><mml:mo>;</mml:mo></mml:mtd></mml:mtr><mml:mtr><mml:mtd columnalign="right" style="text-align: right; padding-right: 0"><mml:msub><mml:mi mathvariant="bold-italic">𝒃</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="bold-italic">𝑫</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo>∼</mml:mo></mml:mtd><mml:mtd columnalign="left" style="text-align: left; padding-left: 0"><mml:msub><mml:mi>N</mml:mi><mml:mn>2</mml:mn></mml:msub><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mn>0</mml:mn><mml:mo>,</mml:mo><mml:mi mathvariant="bold-italic">𝑫</mml:mi><mml:mo stretchy="false" form="postfix">)</mml:mo><mml:mo>;</mml:mo></mml:mtd></mml:mtr><mml:mtr><mml:mtd columnalign="right" style="text-align: right; padding-right: 0"><mml:msup><mml:mi mathvariant="bold-italic">𝑫</mml:mi><mml:mrow><mml:mi>−</mml:mi><mml:mn>1</mml:mn></mml:mrow></mml:msup><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo>∼</mml:mo></mml:mtd><mml:mtd columnalign="left" style="text-align: left; padding-left: 0"><mml:msub><mml:mtext mathvariant="normal">Wishart</mml:mtext><mml:mn>2</mml:mn></mml:msub><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mn>4</mml:mn><mml:mo>,</mml:mo><mml:msub><mml:mi>I</mml:mi><mml:mn>2</mml:mn></mml:msub><mml:mo stretchy="false" form="postfix">)</mml:mo><mml:mo>,</mml:mo></mml:mtd></mml:mtr></mml:mtable></mml:mtd></mml:mtr></mml:mtable></mml:math></alternatives></disp-formula>
  for <inline-formula><alternatives>
  <tex-math><![CDATA[j=1,...,58]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>j</mml:mi><mml:mo>=</mml:mo><mml:mn>1</mml:mn><mml:mo>,</mml:mo><mml:mi>.</mml:mi><mml:mi>.</mml:mi><mml:mi>.</mml:mi><mml:mo>,</mml:mo><mml:mn>58</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>
  and <inline-formula><alternatives>
  <tex-math><![CDATA[t=0,...,4]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>t</mml:mi><mml:mo>=</mml:mo><mml:mn>0</mml:mn><mml:mo>,</mml:mo><mml:mi>.</mml:mi><mml:mi>.</mml:mi><mml:mi>.</mml:mi><mml:mo>,</mml:mo><mml:mn>4</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>.
  Here <inline-formula><alternatives>
  <tex-math><![CDATA[x_{jt1} \in \{0,1\}]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msub><mml:mi>x</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mi>t</mml:mi><mml:mn>1</mml:mn></mml:mrow></mml:msub><mml:mo>∈</mml:mo><mml:mo stretchy="false" form="prefix">{</mml:mo><mml:mn>0</mml:mn><mml:mo>,</mml:mo><mml:mn>1</mml:mn><mml:mo stretchy="false" form="postfix">}</mml:mo></mml:mrow></mml:math></alternatives></inline-formula>
  indicates the post-baseline period, <inline-formula><alternatives>
  <tex-math><![CDATA[x_{jt2} \in \{0,1\}]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msub><mml:mi>x</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mi>t</mml:mi><mml:mn>2</mml:mn></mml:mrow></mml:msub><mml:mo>∈</mml:mo><mml:mo stretchy="false" form="prefix">{</mml:mo><mml:mn>0</mml:mn><mml:mo>,</mml:mo><mml:mn>1</mml:mn><mml:mo stretchy="false" form="postfix">}</mml:mo></mml:mrow></mml:math></alternatives></inline-formula>
  denotes treatment assignment, <inline-formula><alternatives>
  <tex-math><![CDATA[\tau_{jt}]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi>τ</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mi>t</mml:mi></mml:mrow></mml:msub></mml:math></alternatives></inline-formula>
  is the exposure offset (<inline-formula><alternatives>
  <tex-math><![CDATA[8]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>8</mml:mn></mml:math></alternatives></inline-formula>
  for baseline, <inline-formula><alternatives>
  <tex-math><![CDATA[2]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>2</mml:mn></mml:math></alternatives></inline-formula>
  for visits), and <inline-formula><alternatives>
  <tex-math><![CDATA[\mathbf{b}_j = (b_{j0}, b_{j1})']]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">𝒃</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:msub><mml:mi>b</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn>0</mml:mn></mml:mrow></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi>b</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn>1</mml:mn></mml:mrow></mml:msub><mml:msup><mml:mo stretchy="false" form="postfix">)</mml:mo><mml:mo>′</mml:mo></mml:msup></mml:mrow></mml:math></alternatives></inline-formula>
  are patient-specific bivariate random effects with covariance matrix
  <inline-formula><alternatives>
  <tex-math><![CDATA[\mathbf{D}]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mi mathvariant="bold-italic">𝑫</mml:mi></mml:math></alternatives></inline-formula>.</p>
  <p>In this example, the hyperparameter vector
  <inline-formula><alternatives>
  <tex-math><![CDATA[\theta]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mi>θ</mml:mi></mml:math></alternatives></inline-formula>
  comprises the three non-redundant parameters of the precision matrix
  <inline-formula><alternatives>
  <tex-math><![CDATA[\mathbf{D}^{-1}]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msup><mml:mi mathvariant="bold-italic">𝑫</mml:mi><mml:mrow><mml:mi>−</mml:mi><mml:mn>1</mml:mn></mml:mrow></mml:msup></mml:math></alternatives></inline-formula>,
  meaning that numerical integration over hyperparameters requires
  three-dimensional quadrature. INLA produces both an integration-based
  estimate <inline-formula><alternatives>
  <tex-math><![CDATA[\tilde{p}(\mathbf{y}|\mathcal{M})]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mover><mml:mi>p</mml:mi><mml:mo accent="true">̃</mml:mo></mml:mover><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi mathvariant="bold-italic">𝒚</mml:mi><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow></mml:math></alternatives></inline-formula>
  and a Gaussian approximation <inline-formula><alternatives>
  <tex-math><![CDATA[\tilde{p}_G(\mathbf{y}|\mathcal{M})]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msub><mml:mover><mml:mi>p</mml:mi><mml:mo accent="true">̃</mml:mo></mml:mover><mml:mi>G</mml:mi></mml:msub><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi mathvariant="bold-italic">𝒚</mml:mi><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow></mml:math></alternatives></inline-formula>
  evaluated at the hyperparameter mode.
  Table <xref alt="5" rid="tab_glmm">5</xref> summarizes the estimates
  across different INLA approximation strategies (Gaussian, simplified
  Laplace, full Laplace) and integration schemes (CCD, grid, empirical
  Bayes), alongside the published MCMC reference values.</p>
  <table-wrap>
    <caption>
      <p>Comparison of INLA marginal log-likelihood estimates across
      approximation strategies and hyperparameter integration schemes
      against literature MCMC benchmarks for the longitudinal Poisson
      GLMM on epileptic seizure counts.</p>
    </caption>
    <table id="tab_glmm">
      <thead>
        <tr>
          <th align="left">Method / Strategy</th>
          <th align="left">Hyperparameter Integration</th>
          <th align="center"><inline-formula><alternatives>
          <tex-math><![CDATA[\tilde{p}(\mathbf{y}|\mathcal{M})]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mover><mml:mi>p</mml:mi><mml:mo accent="true">̃</mml:mo></mml:mover><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi mathvariant="bold-italic">𝒚</mml:mi><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow></mml:math></alternatives></inline-formula>
          (Integration)</th>
          <th align="center"><inline-formula><alternatives>
          <tex-math><![CDATA[\tilde{p}_G(\mathbf{y}|\mathcal{M})]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msub><mml:mover><mml:mi>p</mml:mi><mml:mo accent="true">̃</mml:mo></mml:mover><mml:mi>G</mml:mi></mml:msub><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi mathvariant="bold-italic">𝒚</mml:mi><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow></mml:math></alternatives></inline-formula>
          (Gaussian)</th>
        </tr>
      </thead>
      <tbody>
        <tr>
          <td align="left">INLA (Default: Simplified Laplace)</td>
          <td align="left">CCD</td>
          <td align="center">-914.67</td>
          <td align="center">-915.62</td>
        </tr>
        <tr>
          <td align="left">INLA (Gaussian approximation)</td>
          <td align="left">CCD</td>
          <td align="center">-914.67</td>
          <td align="center">-915.62</td>
        </tr>
        <tr>
          <td align="left">INLA (Full Laplace)</td>
          <td align="left">CCD</td>
          <td align="center">-914.67</td>
          <td align="center">-915.62</td>
        </tr>
        <tr>
          <td align="left">INLA (Simplified Laplace)</td>
          <td align="left">Grid</td>
          <td align="center">-915.26</td>
          <td align="center">-915.62</td>
        </tr>
        <tr>
          <td align="left">INLA (Full Laplace)</td>
          <td align="left">Grid</td>
          <td align="center">-915.26</td>
          <td align="center">-915.62</td>
        </tr>
        <tr>
          <td align="left">INLA (Full Laplace)</td>
          <td align="left">Fine Grid (<inline-formula><alternatives>
          <tex-math><![CDATA[dz = 1.0]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>d</mml:mi><mml:mi>z</mml:mi><mml:mo>=</mml:mo><mml:mn>1.0</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>)</td>
          <td align="center">-915.83</td>
          <td align="center">-915.62</td>
        </tr>
        <tr>
          <td align="left">INLA (Empirical Bayes mode)</td>
          <td align="left">None (EB)</td>
          <td align="center">-918.67</td>
          <td align="center">-915.62</td>
        </tr>
        <tr>
          <td align="left">Chib &amp; Jeliazkov (2001) [JASA]</td>
          <td align="left">MCMC (<inline-formula><alternatives>
          <tex-math><![CDATA[10]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>10</mml:mn></mml:math></alternatives></inline-formula>
          runs, <inline-formula><alternatives>
          <tex-math><![CDATA[\text{SE} = 0.12]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mtext mathvariant="normal">SE</mml:mtext><mml:mo>=</mml:mo><mml:mn>0.12</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>)</td>
          <td align="center" colspan="2">-915.49</td>
        </tr>
        <tr>
          <td align="left">Chib, Greenberg &amp; Winkelmann (1998)</td>
          <td align="left">MCMC (Kernel density)</td>
          <td align="center" colspan="2">-915.23</td>
        </tr>
      </tbody>
    </table>
  </table-wrap>
  <p>As shown in Table <xref alt="5" rid="tab_glmm">5</xref>, the
  Gaussian approximation row <inline-formula><alternatives>
  <tex-math><![CDATA[\tilde{p}_G(\mathbf{y}|\mathcal{M}) = -915.62]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msub><mml:mover><mml:mi>p</mml:mi><mml:mo accent="true">̃</mml:mo></mml:mover><mml:mi>G</mml:mi></mml:msub><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi mathvariant="bold-italic">𝒚</mml:mi><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo stretchy="false" form="postfix">)</mml:mo><mml:mo>=</mml:mo><mml:mi>−</mml:mi><mml:mn>915.62</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>
  reproduces the value of <inline-formula><alternatives>
  <tex-math><![CDATA[-915.61]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>−</mml:mi><mml:mn>915.61</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>
  reported in the initial preprint and agrees closely with Chib’s
  Metropolis–Hastings benchmark of <inline-formula><alternatives>
  <tex-math><![CDATA[-915.49 \pm 0.12]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>−</mml:mi><mml:mn>915.49</mml:mn><mml:mo>±</mml:mo><mml:mn>0.12</mml:mn></mml:mrow></mml:math></alternatives></inline-formula> (Chib
  &amp; Jeliazkov, 2001) and the kernel density estimate of
  <inline-formula><alternatives>
  <tex-math><![CDATA[-915.23]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>−</mml:mi><mml:mn>915.23</mml:mn></mml:mrow></mml:math></alternatives></inline-formula> (Chib
  et al., 1998). Under default CCD integration over the 3-dimensional
  hyperparameter space, the integration-based estimate yields
  <inline-formula><alternatives>
  <tex-math><![CDATA[-914.67]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>−</mml:mi><mml:mn>914.67</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>.
  When switching to grid integration over <inline-formula><alternatives>
  <tex-math><![CDATA[\theta]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mi>θ</mml:mi></mml:math></alternatives></inline-formula>,
  the integration estimate moves to <inline-formula><alternatives>
  <tex-math><![CDATA[-915.26]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>−</mml:mi><mml:mn>915.26</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>,
  and with a refined grid step (<inline-formula><alternatives>
  <tex-math><![CDATA[dz = 1.0]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>d</mml:mi><mml:mi>z</mml:mi><mml:mo>=</mml:mo><mml:mn>1.0</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>)
  reaches <inline-formula><alternatives>
  <tex-math><![CDATA[-915.83]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>−</mml:mi><mml:mn>915.83</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>,
  closely bracketing the MCMC benchmarks. Empirical Bayes (which omits
  the hyperparameter volume integration) underestimates the evidence at
  <inline-formula><alternatives>
  <tex-math><![CDATA[-918.67]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>−</mml:mi><mml:mn>918.67</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>.
  Note that in R-INLA, the <monospace>strategy</monospace> argument
  (<monospace>&quot;gaussian&quot;</monospace>,
  <monospace>&quot;simplified.laplace&quot;</monospace>,
  <monospace>&quot;laplace&quot;</monospace>) governs the approximation
  of the univariate posterior marginals of the latent field, whereas the
  marginal likelihood in
  <xref alt="(6)" rid="eqU003Ainla_mlik">(6)</xref> always evaluates the
  Gaussian denominator <inline-formula><alternatives>
  <tex-math><![CDATA[\tilde{\pi}_G(\boldsymbol{\eta}\vert{}\mathbf{y},\theta,\mathcal{M})]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msub><mml:mover><mml:mi>π</mml:mi><mml:mo accent="true">̃</mml:mo></mml:mover><mml:mi>G</mml:mi></mml:msub><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi mathvariant="bold-italic">𝜼</mml:mi><mml:mo stretchy="false" form="postfix">|</mml:mo><mml:mrow></mml:mrow><mml:mi mathvariant="bold-italic">𝒚</mml:mi><mml:mo>,</mml:mo><mml:mi>θ</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow></mml:math></alternatives></inline-formula>
  at the mode <inline-formula><alternatives>
  <tex-math><![CDATA[\boldsymbol{\eta}^*(\theta)]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msup><mml:mi mathvariant="bold-italic">𝜼</mml:mi><mml:mo>*</mml:mo></mml:msup><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi>θ</mml:mi><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow></mml:math></alternatives></inline-formula>;
  consequently, <inline-formula><alternatives>
  <tex-math><![CDATA[\tilde{p}(\mathbf{y}\vert{}\mathcal{M})]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mover><mml:mi>p</mml:mi><mml:mo accent="true">̃</mml:mo></mml:mover><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi mathvariant="bold-italic">𝒚</mml:mi><mml:mo stretchy="false" form="postfix">|</mml:mo><mml:mrow></mml:mrow><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow></mml:math></alternatives></inline-formula>
  in Tables <xref alt="5" rid="tab_glmm">5</xref>
  and <xref alt="7" rid="tab_stress">7</xref> varies with the
  hyperparameter quadrature (<monospace>int.strategy</monospace>) rather
  than the latent marginal strategy.</p>
  <p>This comparison offers a practical diagnostic rule for applied
  Bayesian practitioners: in mixed models with multiple hyperparameters,
  comparing the default CCD integration estimate against grid
  integration (or against the Gaussian approximation row) serves as an
  internal consistency check. A difference exceeding
  <inline-formula><alternatives>
  <tex-math><![CDATA[0.5]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>0.5</mml:mn></mml:math></alternatives></inline-formula>
  log units indicates that the hyperparameter posterior surface is
  moderately non-elliptical, and that grid integration or smaller step
  sizes should be selected. Across R-INLA releases, minor quadrature
  updates may slightly shift integration estimates (e.g., under R-INLA
  25.06.07, the CCD estimate is <inline-formula><alternatives>
  <tex-math><![CDATA[-914.77]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>−</mml:mi><mml:mn>914.77</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>
  and grid is <inline-formula><alternatives>
  <tex-math><![CDATA[-915.26]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>−</mml:mi><mml:mn>915.26</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>,
  yielding a difference of <inline-formula><alternatives>
  <tex-math><![CDATA[0.49]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>0.49</mml:mn></mml:math></alternatives></inline-formula>
  log units). The <inline-formula><alternatives>
  <tex-math><![CDATA[0.5]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>0.5</mml:mn></mml:math></alternatives></inline-formula>
  log-unit threshold should therefore be understood as a practical
  rule-of-thumb rather than a sharp boundary. Importantly, this internal
  check specifically assesses the numerical stability and ellipticity of
  the hyperparameter integration over <inline-formula><alternatives>
  <tex-math><![CDATA[\theta]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mi>θ</mml:mi></mml:math></alternatives></inline-formula>.
  It does not diagnose potential inaccuracies in the Laplace
  approximation of the latent field <inline-formula><alternatives>
  <tex-math><![CDATA[\boldsymbol{\eta}]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mi mathvariant="bold-italic">𝜼</mml:mi></mml:math></alternatives></inline-formula>
  itself, which must instead be evaluated by assessing the sample sizes
  and event counts per latent node. The computational time for INLA in
  this GLMM was approximately <inline-formula><alternatives>
  <tex-math><![CDATA[1.8]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>1.8</mml:mn></mml:math></alternatives></inline-formula>
  seconds for CCD integration and <inline-formula><alternatives>
  <tex-math><![CDATA[12]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>12</mml:mn></mml:math></alternatives></inline-formula>
  seconds for grid integration, compared to several minutes of MCMC
  sampling required for Chib’s estimator.</p>
</sec>
<sec id="decision-scale-evaluation-bayes-factors-and-model-probabilities">
  <title>Decision-Scale Evaluation:<break/>Bayes Factors and Model
  Probabilities</title>
  <p>In applied model selection and Bayesian model averaging, what
  matters to the practitioner is not agreement to arbitrary decimal
  places, but whether approximation errors alter model selection
  decisions or distort posterior model probabilities
  <inline-formula><alternatives>
  <tex-math><![CDATA[p(\mathcal{M}_k|\mathbf{y})]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>p</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="bold-italic">𝒚</mml:mi><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow></mml:math></alternatives></inline-formula>
  in equations <xref alt="(3)" rid="posterior_quantile">(3)</xref>
  and <xref alt="(4)" rid="PMP">(4)</xref>. In
  Table <xref alt="6" rid="tab_decision">6</xref>, we evaluate the
  discrepancy between INLA and reference estimators on the
  decision-relevant scale of log Bayes factors
  <inline-formula><alternatives>
  <tex-math><![CDATA[\log \text{BF}_{12} = \log m(\mathbf{y}|\mathcal{M}_1) - \log m(\mathbf{y}|\mathcal{M}_2)]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mrow><mml:mi mathvariant="normal">log</mml:mi><mml:mo>&#8289;</mml:mo></mml:mrow><mml:msub><mml:mtext mathvariant="normal">BF</mml:mtext><mml:mn>12</mml:mn></mml:msub><mml:mo>=</mml:mo><mml:mrow><mml:mi mathvariant="normal">log</mml:mi><mml:mo>&#8289;</mml:mo></mml:mrow><mml:mi>m</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi mathvariant="bold-italic">𝒚</mml:mi><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>1</mml:mn></mml:msub><mml:mo stretchy="false" form="postfix">)</mml:mo><mml:mo>−</mml:mo><mml:mrow><mml:mi mathvariant="normal">log</mml:mi><mml:mo>&#8289;</mml:mo></mml:mrow><mml:mi>m</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi mathvariant="bold-italic">𝒚</mml:mi><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>2</mml:mn></mml:msub><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow></mml:math></alternatives></inline-formula>
  and posterior model probabilities <inline-formula><alternatives>
  <tex-math><![CDATA[P(\mathcal{M}_1|\mathbf{y})]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>P</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>1</mml:mn></mml:msub><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="bold-italic">𝒚</mml:mi><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow></mml:math></alternatives></inline-formula>
  (assuming equal prior odds, <inline-formula><alternatives>
  <tex-math><![CDATA[P(\mathcal{M}_1) = P(\mathcal{M}_2) = 0.5]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>P</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>1</mml:mn></mml:msub><mml:mo stretchy="false" form="postfix">)</mml:mo><mml:mo>=</mml:mo><mml:mi>P</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>2</mml:mn></mml:msub><mml:mo stretchy="false" form="postfix">)</mml:mo><mml:mo>=</mml:mo><mml:mn>0.5</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>).
  Evidence strength is categorized according to the standard
  interpretive scale of Kass &amp; Raftery (1995):
  <inline-formula><alternatives>
  <tex-math><![CDATA[|\log \text{BF}| < 1]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mrow><mml:mi mathvariant="normal">log</mml:mi><mml:mo>&#8289;</mml:mo></mml:mrow><mml:mtext mathvariant="normal">BF</mml:mtext><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mo>&lt;</mml:mo><mml:mn>1</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>
  (barely worth mentioning), <inline-formula><alternatives>
  <tex-math><![CDATA[1]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>1</mml:mn></mml:math></alternatives></inline-formula>–<inline-formula><alternatives>
  <tex-math><![CDATA[3]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>3</mml:mn></mml:math></alternatives></inline-formula>
  (positive evidence), <inline-formula><alternatives>
  <tex-math><![CDATA[3]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>3</mml:mn></mml:math></alternatives></inline-formula>–<inline-formula><alternatives>
  <tex-math><![CDATA[5]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>5</mml:mn></mml:math></alternatives></inline-formula>
  (strong evidence), and <inline-formula><alternatives>
  <tex-math><![CDATA[> 5]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mo>&gt;</mml:mo><mml:mn>5</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>
  (very strong evidence).</p>
  <table-wrap>
    <caption>
      <p>Decision-scale comparison between INLA and reference benchmarks
      (Exact for US Crime, Chib for Probit, Importance Sampling for
      Pima). Across all scenarios, the absolute error in log Bayes
      factor satisfies <inline-formula><alternatives>
      <tex-math><![CDATA[|\Delta \log \text{BF}| \le 0.026]]></tex-math>
      <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="normal">Δ</mml:mi><mml:mrow><mml:mi mathvariant="normal">log</mml:mi><mml:mo>&#8289;</mml:mo></mml:mrow><mml:mtext mathvariant="normal">BF</mml:mtext><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mo>≤</mml:mo><mml:mn>0.026</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>
      (within the Monte Carlo standard error of the MCMC reference),
      shifts posterior model probabilities by at most
      <inline-formula><alternatives>
      <tex-math><![CDATA[0.002]]></tex-math>
      <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>0.002</mml:mn></mml:math></alternatives></inline-formula>,
      and preserves the Kass &amp; Raftery (1995) evidence
      categorization identically.</p>
    </caption>
    <table id="tab_decision">
      <thead>
        <tr>
          <th align="left">Dataset</th>
          <th align="left">Prior</th>
          <th align="right"><inline-formula><alternatives>
          <tex-math><![CDATA[\log \text{BF}_{\text{Ref}}]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mrow><mml:mi mathvariant="normal">log</mml:mi><mml:mo>&#8289;</mml:mo></mml:mrow><mml:msub><mml:mtext mathvariant="normal">BF</mml:mtext><mml:mtext mathvariant="normal">Ref</mml:mtext></mml:msub></mml:mrow></mml:math></alternatives></inline-formula></th>
          <th align="right"><inline-formula><alternatives>
          <tex-math><![CDATA[\log \text{BF}_{\text{INLA}}]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mrow><mml:mi mathvariant="normal">log</mml:mi><mml:mo>&#8289;</mml:mo></mml:mrow><mml:msub><mml:mtext mathvariant="normal">BF</mml:mtext><mml:mtext mathvariant="normal">INLA</mml:mtext></mml:msub></mml:mrow></mml:math></alternatives></inline-formula></th>
          <th align="center"><inline-formula><alternatives>
          <tex-math><![CDATA[\Delta \log \text{BF}]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi mathvariant="normal">Δ</mml:mi><mml:mrow><mml:mi mathvariant="normal">log</mml:mi><mml:mo>&#8289;</mml:mo></mml:mrow><mml:mtext mathvariant="normal">BF</mml:mtext></mml:mrow></mml:math></alternatives></inline-formula></th>
          <th align="center"><inline-formula><alternatives>
          <tex-math><![CDATA[P(\mathcal{M}_1|\mathbf{y})_{\text{Ref}}]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>P</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>1</mml:mn></mml:msub><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="bold-italic">𝒚</mml:mi><mml:msub><mml:mo stretchy="false" form="postfix">)</mml:mo><mml:mtext mathvariant="normal">Ref</mml:mtext></mml:msub></mml:mrow></mml:math></alternatives></inline-formula></th>
          <th align="center"><inline-formula><alternatives>
          <tex-math><![CDATA[P(\mathcal{M}_1|\mathbf{y})_{\text{INLA}}]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>P</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>1</mml:mn></mml:msub><mml:mo stretchy="false" form="prefix">|</mml:mo><mml:mi mathvariant="bold-italic">𝒚</mml:mi><mml:msub><mml:mo stretchy="false" form="postfix">)</mml:mo><mml:mtext mathvariant="normal">INLA</mml:mtext></mml:msub></mml:mrow></mml:math></alternatives></inline-formula></th>
          <th align="center">Evidence Category</th>
        </tr>
      </thead>
      <tbody>
        <tr>
          <td align="left">US Crime</td>
          <td align="left"><inline-formula><alternatives>
          <tex-math><![CDATA[\sigma_\beta = 1000]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msub><mml:mi>σ</mml:mi><mml:mi>β</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mn>1000</mml:mn></mml:mrow></mml:math></alternatives></inline-formula></td>
          <td align="right">23.428</td>
          <td align="right">23.428</td>
          <td align="center"><inline-formula><alternatives>
          <tex-math><![CDATA[\phantom{-}0.000]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mphantom><mml:mo>−</mml:mo></mml:mphantom><mml:mn>0.000</mml:mn></mml:mrow></mml:math></alternatives></inline-formula></td>
          <td align="center">1.0000</td>
          <td align="center">1.0000</td>
          <td align="center">Very strong</td>
        </tr>
        <tr>
          <td align="left">US Crime</td>
          <td align="left"><inline-formula><alternatives>
          <tex-math><![CDATA[\sigma_\beta = 10]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msub><mml:mi>σ</mml:mi><mml:mi>β</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mn>10</mml:mn></mml:mrow></mml:math></alternatives></inline-formula></td>
          <td align="right">9.626</td>
          <td align="right">9.626</td>
          <td align="center"><inline-formula><alternatives>
          <tex-math><![CDATA[\phantom{-}0.000]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mphantom><mml:mo>−</mml:mo></mml:mphantom><mml:mn>0.000</mml:mn></mml:mrow></mml:math></alternatives></inline-formula></td>
          <td align="center">0.9999</td>
          <td align="center">0.9999</td>
          <td align="center">Very strong</td>
        </tr>
        <tr>
          <td align="left">US Crime</td>
          <td align="left"><inline-formula><alternatives>
          <tex-math><![CDATA[\sigma_\beta = 0.1]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msub><mml:mi>σ</mml:mi><mml:mi>β</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mn>0.1</mml:mn></mml:mrow></mml:math></alternatives></inline-formula></td>
          <td align="right">0.375</td>
          <td align="right">0.375</td>
          <td align="center"><inline-formula><alternatives>
          <tex-math><![CDATA[\phantom{-}0.000]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mphantom><mml:mo>−</mml:mo></mml:mphantom><mml:mn>0.000</mml:mn></mml:mrow></mml:math></alternatives></inline-formula></td>
          <td align="center">0.5927</td>
          <td align="center">0.5927</td>
          <td align="center">Not worth mentioning</td>
        </tr>
        <tr>
          <td align="left">Sim Probit</td>
          <td align="left"><inline-formula><alternatives>
          <tex-math><![CDATA[\sigma_\beta = 1000]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msub><mml:mi>σ</mml:mi><mml:mi>β</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mn>1000</mml:mn></mml:mrow></mml:math></alternatives></inline-formula></td>
          <td align="right">15.912</td>
          <td align="right">15.907</td>
          <td align="center">-0.005</td>
          <td align="center">1.0000</td>
          <td align="center">1.0000</td>
          <td align="center">Very strong</td>
        </tr>
        <tr>
          <td align="left">Sim Probit</td>
          <td align="left"><inline-formula><alternatives>
          <tex-math><![CDATA[\sigma_\beta = 10]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msub><mml:mi>σ</mml:mi><mml:mi>β</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mn>10</mml:mn></mml:mrow></mml:math></alternatives></inline-formula></td>
          <td align="right">6.689</td>
          <td align="right">6.715</td>
          <td align="center"><inline-formula><alternatives>
          <tex-math><![CDATA[+0.026]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>+</mml:mi><mml:mn>0.026</mml:mn></mml:mrow></mml:math></alternatives></inline-formula></td>
          <td align="center">0.9987</td>
          <td align="center">0.9988</td>
          <td align="center">Very strong</td>
        </tr>
        <tr>
          <td align="left">Sim Probit</td>
          <td align="left"><inline-formula><alternatives>
          <tex-math><![CDATA[\sigma_\beta = 0.1]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msub><mml:mi>σ</mml:mi><mml:mi>β</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mn>0.1</mml:mn></mml:mrow></mml:math></alternatives></inline-formula></td>
          <td align="right">-19.970</td>
          <td align="right">-19.979</td>
          <td align="center">-0.009</td>
          <td align="center">0.0000</td>
          <td align="center">0.0000</td>
          <td align="center">Very strong (for
          <inline-formula><alternatives>
          <tex-math><![CDATA[\mathcal{M}_2]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi mathvariant="script">ℳ</mml:mi><mml:mn>2</mml:mn></mml:msub></mml:math></alternatives></inline-formula>)</td>
        </tr>
        <tr>
          <td align="left">Pima Logit</td>
          <td align="left"><inline-formula><alternatives>
          <tex-math><![CDATA[\sigma_\beta^2 = 100]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msubsup><mml:mi>σ</mml:mi><mml:mi>β</mml:mi><mml:mn>2</mml:mn></mml:msubsup><mml:mo>=</mml:mo><mml:mn>100</mml:mn></mml:mrow></mml:math></alternatives></inline-formula></td>
          <td align="right">2.626</td>
          <td align="right">2.636</td>
          <td align="center"><inline-formula><alternatives>
          <tex-math><![CDATA[+0.010]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>+</mml:mi><mml:mn>0.010</mml:mn></mml:mrow></mml:math></alternatives></inline-formula></td>
          <td align="center">0.9325</td>
          <td align="center">0.9332</td>
          <td align="center">Positive</td>
        </tr>
        <tr>
          <td align="left">Pima Logit</td>
          <td align="left"><inline-formula><alternatives>
          <tex-math><![CDATA[\sigma_\beta^2 = 1]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msubsup><mml:mi>σ</mml:mi><mml:mi>β</mml:mi><mml:mn>2</mml:mn></mml:msubsup><mml:mo>=</mml:mo><mml:mn>1</mml:mn></mml:mrow></mml:math></alternatives></inline-formula></td>
          <td align="right">0.260</td>
          <td align="right">0.268</td>
          <td align="center"><inline-formula><alternatives>
          <tex-math><![CDATA[+0.008]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>+</mml:mi><mml:mn>0.008</mml:mn></mml:mrow></mml:math></alternatives></inline-formula></td>
          <td align="center">0.5646</td>
          <td align="center">0.5666</td>
          <td align="center">Not worth mentioning</td>
        </tr>
      </tbody>
    </table>
  </table-wrap>
  <p>Table <xref alt="6" rid="tab_decision">6</xref> demonstrates that
  across all eight evaluated regression scenarios, INLA’s error on the
  log Bayes factor scale never exceeds <inline-formula><alternatives>
  <tex-math><![CDATA[0.026]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>0.026</mml:mn></mml:math></alternatives></inline-formula>
  log units (<inline-formula><alternatives>
  <tex-math><![CDATA[0.010]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>0.010</mml:mn></mml:math></alternatives></inline-formula>
  against exact and importance sampling benchmarks), and shifts
  posterior model probabilities by at most
  <inline-formula><alternatives>
  <tex-math><![CDATA[0.002]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>0.002</mml:mn></mml:math></alternatives></inline-formula>
  (two-tenths of one percent). In every single case, the scientific
  conclusion and the qualitative strength of evidence are completely
  identical to those obtained from the reference methods.</p>
</sec>
<sec id="probing-the-limits-non-gaussian-and-small-cluster-regimes">
  <title>Probing the Limits:<break/>Non-Gaussian and Small-Cluster
  Regimes</title>
  <p>To further probe the boundaries of INLA’s marginal likelihood
  reliability, we designed two stress scenarios featuring known
  challenges for Laplace approximations:</p>
  <list list-type="roman-lower">
    <list-item>
      <label>(i)</label>
      <p><bold>Scenario S1 (Overdispersed Poisson GLMM):</bold>
      <inline-formula><alternatives>
      <tex-math><![CDATA[n = 50]]></tex-math>
      <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>n</mml:mi><mml:mo>=</mml:mo><mml:mn>50</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>
      observations generated with a low baseline rate
      (<inline-formula><alternatives>
      <tex-math><![CDATA[\beta_0 = -1.5, \beta_1 = 0.8, x_i \in [-1, 1]]]></tex-math>
      <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msub><mml:mi>β</mml:mi><mml:mn>0</mml:mn></mml:msub><mml:mo>=</mml:mo><mml:mi>−</mml:mi><mml:mn>1.5</mml:mn><mml:mo>,</mml:mo><mml:msub><mml:mi>β</mml:mi><mml:mn>1</mml:mn></mml:msub><mml:mo>=</mml:mo><mml:mn>0.8</mml:mn><mml:mo>,</mml:mo><mml:msub><mml:mi>x</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>∈</mml:mo><mml:mo stretchy="false" form="prefix">[</mml:mo><mml:mi>−</mml:mi><mml:mn>1</mml:mn><mml:mo>,</mml:mo><mml:mn>1</mml:mn><mml:mo stretchy="false" form="postfix">]</mml:mo></mml:mrow></mml:math></alternatives></inline-formula>),
      resulting in <inline-formula><alternatives>
      <tex-math><![CDATA[68\%]]></tex-math>
      <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mn>68</mml:mn><mml:mi>%</mml:mi></mml:mrow></mml:math></alternatives></inline-formula>
      zeros, with an observation-level random effect
      <inline-formula><alternatives>
      <tex-math><![CDATA[u_i \stackrel{\text{iid}}{\sim} N(0, \sigma_u^2)]]></tex-math>
      <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msub><mml:mi>u</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mover><mml:mo>∼</mml:mo><mml:mtext mathvariant="normal">iid</mml:mtext></mml:mover><mml:mi>N</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mn>0</mml:mn><mml:mo>,</mml:mo><mml:msubsup><mml:mi>σ</mml:mi><mml:mi>u</mml:mi><mml:mn>2</mml:mn></mml:msubsup><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow></mml:math></alternatives></inline-formula>
      (<inline-formula><alternatives>
      <tex-math><![CDATA[\sigma_u = 0.7]]></tex-math>
      <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msub><mml:mi>σ</mml:mi><mml:mi>u</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mn>0.7</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>).
      With small discrete counts, the Poisson likelihood is highly
      skewed, challenging the latent Gaussian assumption.</p>
    </list-item>
    <list-item>
      <label>(ii)</label>
      <p><bold>Scenario S2 (Small-Cluster Binary Logistic GLMM):</bold>
      <inline-formula><alternatives>
      <tex-math><![CDATA[J = 20]]></tex-math>
      <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>J</mml:mi><mml:mo>=</mml:mo><mml:mn>20</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>
      clusters of a very small size of 3, with binary response
      <inline-formula><alternatives>
      <tex-math><![CDATA[Y_{jk} \sim \text{Bernoulli}(\text{logit}^{-1}(\beta_0 + \beta_1 x_{jk} + u_j))]]></tex-math>
      <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msub><mml:mi>Y</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mi>k</mml:mi></mml:mrow></mml:msub><mml:mo>∼</mml:mo><mml:mtext mathvariant="normal">Bernoulli</mml:mtext><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:msup><mml:mtext mathvariant="normal">logit</mml:mtext><mml:mrow><mml:mi>−</mml:mi><mml:mn>1</mml:mn></mml:mrow></mml:msup><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:msub><mml:mi>β</mml:mi><mml:mn>0</mml:mn></mml:msub><mml:mo>+</mml:mo><mml:msub><mml:mi>β</mml:mi><mml:mn>1</mml:mn></mml:msub><mml:msub><mml:mi>x</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mi>k</mml:mi></mml:mrow></mml:msub><mml:mo>+</mml:mo><mml:msub><mml:mi>u</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo stretchy="false" form="postfix">)</mml:mo><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow></mml:math></alternatives></inline-formula>
      and substantial random intercept variance
      (<inline-formula><alternatives>
      <tex-math><![CDATA[\sigma_u = 1.2]]></tex-math>
      <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msub><mml:mi>σ</mml:mi><mml:mi>u</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mn>1.2</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>).
      With only three binary trials per cluster, each latent variable
      <inline-formula><alternatives>
      <tex-math><![CDATA[u_j]]></tex-math>
      <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mi>u</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:math></alternatives></inline-formula>
      is weakly identified and non-Gaussian.</p>
    </list-item>
  </list>
  <p>In both scenarios, conditional on the fixed effects and
  hyperparameter <inline-formula><alternatives>
  <tex-math><![CDATA[\tau_u = \sigma_u^{-2}]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msub><mml:mi>τ</mml:mi><mml:mi>u</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:msubsup><mml:mi>σ</mml:mi><mml:mi>u</mml:mi><mml:mrow><mml:mi>−</mml:mi><mml:mn>2</mml:mn></mml:mrow></mml:msubsup></mml:mrow></mml:math></alternatives></inline-formula>,
  the latent variables are conditionally independent across clusters or
  observations. Consequently, the inner integral factors into a product
  of one-dimensional integrals, which can be evaluated to machine
  precision via <inline-formula><alternatives>
  <tex-math><![CDATA[50]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>50</mml:mn></mml:math></alternatives></inline-formula>-point
  Gauss-Hermite quadrature. Integrating the resulting conditional
  likelihood over <inline-formula><alternatives>
  <tex-math><![CDATA[(\beta_0, \beta_1, \log \tau_u)]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:msub><mml:mi>β</mml:mi><mml:mn>0</mml:mn></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi>β</mml:mi><mml:mn>1</mml:mn></mml:msub><mml:mo>,</mml:mo><mml:mrow><mml:mi mathvariant="normal">log</mml:mi><mml:mo>&#8289;</mml:mo></mml:mrow><mml:msub><mml:mi>τ</mml:mi><mml:mi>u</mml:mi></mml:msub><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow></mml:math></alternatives></inline-formula>
  on a fine <inline-formula><alternatives>
  <tex-math><![CDATA[35 \times 35 \times 35]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mn>35</mml:mn><mml:mo>×</mml:mo><mml:mn>35</mml:mn><mml:mo>×</mml:mo><mml:mn>35</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>
  adaptive grid provides a ground truth (error bounded with
  <inline-formula><alternatives>
  <tex-math><![CDATA[< 10^{-4}]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mo>&lt;</mml:mo><mml:msup><mml:mn>10</mml:mn><mml:mrow><mml:mi>−</mml:mi><mml:mn>4</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:math></alternatives></inline-formula>).
  Table <xref alt="7" rid="tab_stress">7</xref> reports the results.</p>
  <table-wrap>
    <caption>
      <p>Stress tests probing INLA marginal likelihood accuracy against
      50-point Gauss-Hermite quadrature benchmarks under sparse,
      non-Gaussian regimes.</p>
    </caption>
    <table id="tab_stress">
      <thead>
        <tr>
          <th align="left">Scenario</th>
          <th align="left">INLA Configuration</th>
          <th align="center">INLA <inline-formula><alternatives>
          <tex-math><![CDATA[\log m(\mathbf{y})]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mrow><mml:mi mathvariant="normal">log</mml:mi><mml:mo>&#8289;</mml:mo></mml:mrow><mml:mi>m</mml:mi><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi mathvariant="bold-italic">𝒚</mml:mi><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow></mml:math></alternatives></inline-formula></th>
          <th align="center">Exact Reference</th>
          <th align="center">Discrepancy (<inline-formula><alternatives>
          <tex-math><![CDATA[\Delta]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mi mathvariant="normal">Δ</mml:mi></mml:math></alternatives></inline-formula>)</th>
        </tr>
      </thead>
      <tbody>
        <tr>
          <td align="left"><bold>S1: Low-Count Poisson</bold></td>
          <td align="left">Default (Simplified Laplace + CCD)</td>
          <td align="center">-47.5829</td>
          <td align="center">-47.4815</td>
          <td align="center">-0.1014</td>
        </tr>
        <tr>
          <td align="left">(50 obs, 68% zeros, iid RE)</td>
          <td align="left">Gaussian Approximation</td>
          <td align="center">-47.5829</td>
          <td align="center">-47.4815</td>
          <td align="center">-0.1014</td>
        </tr>
        <tr>
          <td align="left"></td>
          <td align="left">Full Laplace + CCD</td>
          <td align="center">-47.5829</td>
          <td align="center">-47.4815</td>
          <td align="center">-0.1014</td>
        </tr>
        <tr>
          <td align="left"></td>
          <td align="left">Full Laplace + Grid</td>
          <td align="center">-47.6319</td>
          <td align="center">-47.4815</td>
          <td align="center">-0.1504</td>
        </tr>
        <tr>
          <td align="left"><bold>S2: Small-Cluster Binary</bold></td>
          <td align="left">Default (Simplified Laplace + CCD)</td>
          <td align="center">-42.9984</td>
          <td align="center">-42.2332</td>
          <td align="center">-0.7652</td>
        </tr>
        <tr>
          <td align="left">(20 clusters of size 3,
          <inline-formula><alternatives>
          <tex-math><![CDATA[N=60]]></tex-math>
          <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>N</mml:mi><mml:mo>=</mml:mo><mml:mn>60</mml:mn></mml:mrow></mml:math></alternatives></inline-formula>)</td>
          <td align="left">Gaussian Approximation</td>
          <td align="center">-42.9984</td>
          <td align="center">-42.2332</td>
          <td align="center">-0.7652</td>
        </tr>
        <tr>
          <td align="left"></td>
          <td align="left">Full Laplace + CCD</td>
          <td align="center">-42.9984</td>
          <td align="center">-42.2332</td>
          <td align="center">-0.7652</td>
        </tr>
        <tr>
          <td align="left"></td>
          <td align="left">Full Laplace + Grid</td>
          <td align="center">-42.9602</td>
          <td align="center">-42.2332</td>
          <td align="center">-0.7269</td>
        </tr>
      </tbody>
    </table>
  </table-wrap>
  <p>In Scenario S1, despite <inline-formula><alternatives>
  <tex-math><![CDATA[68\%]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mn>68</mml:mn><mml:mi>%</mml:mi></mml:mrow></mml:math></alternatives></inline-formula>
  zero counts, INLA’s marginal likelihood approximation remains
  reasonably robust, incurring an underestimation bias of only
  <inline-formula><alternatives>
  <tex-math><![CDATA[0.10]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>0.10</mml:mn></mml:math></alternatives></inline-formula>
  to <inline-formula><alternatives>
  <tex-math><![CDATA[0.15]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>0.15</mml:mn></mml:math></alternatives></inline-formula>
  log units. In Scenario S2, however, the combination of binary outcomes
  and tiny cluster sizes of 3 pushes the Laplace approximation to its
  limits, resulting in a persistent underestimation of approximately
  <inline-formula><alternatives>
  <tex-math><![CDATA[0.73]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>0.73</mml:mn></mml:math></alternatives></inline-formula>
  to <inline-formula><alternatives>
  <tex-math><![CDATA[0.77]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>0.77</mml:mn></mml:math></alternatives></inline-formula>
  log units across all INLA configurations. This demonstrates that when
  binary data provide sparse information per latent Gaussian node, the
  Laplace approximation incurs a noticeable error.</p>
</sec>
<sec id="conclusions">
  <title>Conclusions</title>
  <p>The marginal likelihood is a cornerstone of Bayesian model
  selection, hypothesis testing, and model averaging. In this study, we
  conducted a systematic empirical evaluation of INLA’s marginal
  likelihood approximations against exact analytical benchmarks,
  converged MCMC estimators (Chib 1995, Chib and Jeliazkov 2001),
  independent importance sampling references, and thermodynamic
  competitors (Friel &amp; Wyse, 2012).</p>
  <p>Our findings indicate that for linear Gaussian models, probit and
  logit regressions, and GLMMs with moderate cluster sizes, INLA’s
  reported marginal likelihoods are remarkably accurate. On the
  decision-relevant scale of log Bayes factors, INLA’s discrepancies
  from reference benchmarks are negligible, which preserves scientific
  model-selection decisions without alteration. At the same time, INLA
  achieves speedups of two to three orders of magnitude over competing
  MCMC approaches.</p>
  <p>However, our investigation also delineates the boundaries of this
  reliability. Under sparse latent structures, such as binary clustered
  data with very small cluster sizes, INLA’s Laplace approximation to
  the latent field can underestimate the marginal log-likelihood.
  Similarly, in mixed models featuring three or more hyperparameters,
  the default central composite design (CCD) integration can deviate
  from fine-grid or MCMC benchmarks. Consequently, modellers should
  routinely compare INLA’s default CCD integration estimate against grid
  integration or the Gaussian approximation row as an internal
  diagnostic check; a discrepancy exceeding
  <inline-formula><alternatives>
  <tex-math><![CDATA[0.5]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mn>0.5</mml:mn></mml:math></alternatives></inline-formula>
  log units indicates that the hyperparameter posterior surface is
  moderately non-elliptical and that grid integration or finer step
  sizes should be employed. Practitioners should recognize that this
  diagnostic isolates sensitivity to hyperparameter integration over
  <inline-formula><alternatives>
  <tex-math><![CDATA[\theta]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mi>θ</mml:mi></mml:math></alternatives></inline-formula>;
  it does not detect inaccuracies stemming from the Gaussian
  approximation <inline-formula><alternatives>
  <tex-math><![CDATA[\tilde{\pi}_G(\boldsymbol{\eta} \mid \mathbf{y}, \theta, \mathcal{M})]]></tex-math>
  <mml:math display="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msub><mml:mover><mml:mi>π</mml:mi><mml:mo accent="true">̃</mml:mo></mml:mover><mml:mi>G</mml:mi></mml:msub><mml:mo stretchy="false" form="prefix">(</mml:mo><mml:mi mathvariant="bold-italic">𝜼</mml:mi><mml:mo>∣</mml:mo><mml:mi mathvariant="bold-italic">𝒚</mml:mi><mml:mo>,</mml:mo><mml:mi>θ</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="script">ℳ</mml:mi><mml:mo stretchy="false" form="postfix">)</mml:mo></mml:mrow></mml:math></alternatives></inline-formula>
  to the latent field in (6), which are governed by data discreteness
  and cluster sparsity.</p>
  <p>When used with these diagnostics in mind, INLA provides a
  trustworthy, computationally formidable framework for Bayesian model
  selection and model averaging.</p>
</sec>
<sec id="data-and-code-availability" sec-type="data-availability">
  <title>Data and Code Availability</title>
  <p><bold>Reproducibility Package:</bold> All code, datasets, and
  execution scripts are organized in a self-contained reproducibility
  package hosted at the canonical repository:
  <ext-link ext-link-type="uri" xlink:href="https://github.com/aliaksah/INLA-marginal-likelihood">https://github.com/aliaksah/INLA-marginal-likelihood</ext-link>.
  (The original exploratory scripts from 2016 remain archived at
  <ext-link ext-link-type="uri" xlink:href="https://github.com/aliaksah/EMJMCMC2016">https://github.com/aliaksah/EMJMCMC2016</ext-link>).
  Across modern computational platforms (Apple Silicon ARM64 versus
  x86_64 Linux) and R-INLA releases, all stochastic estimators use
  fixed, logged random seeds (recorded in
  <monospace>results/seeds.csv</monospace>), and automated continuous
  integration workflows
  (<monospace>.github/workflows/reproduce.yml</monospace>) verify
  numerical reproducibility. A complete
  <monospace>sessionInfo()</monospace> environment log from R 4.4.1 and
  R-INLA 24.06.27 is archived in <monospace>logs/</monospace>. A
  comprehensive <monospace>README.md</monospace> and master driver
  script <monospace>run_all.R</monospace> are provided in the repository
  to map every script (<monospace>00</monospace> through
  <monospace>05</monospace>) directly to the generated tables, figures,
  and numerical logs.</p>
</sec>
<sec id="conflict-of-interest-statement">
  <title>Conflict of Interest Statement</title>
  <p>The authors declare that they have no competing interests.</p>
</sec>
<sec id="acknowledgments">
  <title>Acknowledgments</title>
  <p>We would like to thank the CELS project at the University of Oslo
  and Integreat – Norwegian Centre for Knowledge-driven Machine Learning
  for giving us the opportunity, inspiration and motivation to write
  this article.</p>
</sec>
</body>
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  <ref id="ref-NealBlog">
    <mixed-citation>Neal, R. M. (2008).
    <italic><named-content content-type="nocase">The Harmonic Mean of
    the Likelihood: Worst Monte Carlo Method
    Ever</named-content></italic>.
    <ext-link ext-link-type="uri" xlink:href="https://radfordneal.wordpress.com/2008/08/17/the-harmonic-mean-of-the-likelihood-worst-monte-carlo-method-ever/">https://radfordneal.wordpress.com/2008/08/17/the-harmonic-mean-of-the-likelihood-worst-monte-carlo-method-ever/</ext-link>.</mixed-citation>
  </ref>
  <ref id="ref-newton1994approximate">
    <mixed-citation>Newton, M. A., &amp; Raftery, A. E. (1994).
    <named-content content-type="nocase">Approximate Bayesian inference
    with the weighted likelihood bootstrap</named-content>.
    <italic>Journal of the Royal Statistical Society: Series B
    (Methodological)</italic>, <italic>56</italic>(1),
    3–48.</mixed-citation>
  </ref>
  <ref id="ref-raftery2006estimating">
    <mixed-citation>Raftery, A. E., Newton, M. A., Satagopan, J. M.,
    &amp; Krivitsky, P. N. (2007). Estimating the integrated likelihood
    via posterior simulation using the harmonic mean identity. In J. M.
    Bernardo, M. J. Bayarri, J. O. Berger, A. P. Dawid, D. Heckerman, A.
    F. M. Smith, &amp; M. West (Eds.), <italic>Bayesian statistics
    8</italic> (pp. 371–416). Oxford University Press.
    <ext-link ext-link-type="uri" xlink:href="https://doi.org/10.1093/oso/9780199214655.003.0015">https://doi.org/10.1093/oso/9780199214655.003.0015</ext-link></mixed-citation>
  </ref>
  <ref id="ref-rue2009eINLA">
    <mixed-citation>Rue, H., Martino, S., &amp; Chopin, N. (2009).
    Approximate Bayesian inference for latent Gaussian models by using
    integrated nested Laplace approximations. <italic>Journal of the
    Royal Statistical Society: Series B (Statistical
    Methodology)</italic>, <italic>71</italic>(2),
    319–392.</mixed-citation>
  </ref>
  <ref id="ref-tierney1986accurate">
    <mixed-citation>Tierney, L., &amp; Kadane, J. B. (1986). Accurate
    approximations for posterior moments and marginal densities.
    <italic>Journal of the American Statistical Association</italic>,
    <italic>81</italic>(393), 82–86.</mixed-citation>
  </ref>
  <ref id="ref-Vandaele1978">
    <mixed-citation>Vandaele, W. (1978). Participation in illegitimate
    activities: Ehrilich revisited. In <italic>Deterrence and
    incapacitation: Estimating the effects of criminal sanctions on
    crime rates</italic> (pp. 270–335). National Academy of Sciences,
    Washington, DC.</mixed-citation>
  </ref>
</ref-list>
<fn-group>
  <fn id="fn1">
    <label>1</label><p>The authors gratefully acknowledge the
    <italic>CELS project at the University of Oslo</italic>
    (<ext-link ext-link-type="uri" xlink:href="http://www.mn.uio.no/math/english/research/groups/cels/index.html">http://www.mn.uio.no/math/english/research/groups/cels/index.html</ext-link>)
    and <italic>Integreat – Norwegian Centre for Knowledge-driven
    Machine Learning</italic> for giving us the opportunity, inspiration
    and motivation to write this article.</p>
  </fn>
  <fn id="fn2">
    <label>2</label><p>In this conjugate linear Gaussian example, INLA’s
    approximation is exact by construction, so different hyperparameter
    integration strategies yield identical results.</p>
  </fn>
</fn-group>
</back>
<sub-article id="pr-r1-letter" article-type="editor-report">
<front-stub>
<article-id pub-id-type="doi">10.68365/jrepstat.2026.9.r1.letter</article-id>
<title-group>
<article-title>Decision letter, round 1</article-title>
</title-group>
<contrib-group>
<contrib contrib-type="author">
<contrib-id contrib-id-type="orcid">https://orcid.org/0000-0002-8638-5276</contrib-id>
<string-name>Matthias Templ</string-name>
<role specific-use="editor">Editor</role>
</contrib>
</contrib-group>
<pub-history>
<event event-type="editor-decision-sent">
<event-desc>Editor decision sent</event-desc>
<date iso-8601-date="2026-10-14"><day>14</day><month>10</month><year>2026</year></date>
</event>
</pub-history>
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<body>
<p><bold>Minor revision.</bold> Confirmed and signed by Matthias Templ on 2026-10-14.</p>
<p>Thank you for your submission to JRepStat. We are inviting a minor revision. The reviewers’ points follow, grouped by weight.</p>
<p>The paper assembles a set of latent Gaussian examples with known or reference marginal likelihoods and checks that INLA’s marginal-likelihood estimates match analytical values, Chib and Chib-Jeliazkov estimates, and the methods benchmarked by Friel and Wyse. It matters to applied Bayesian modellers who use INLA’s reported marginal likelihood for model selection or model averaging and want evidence that the default output is trustworthy. We would be glad to see the revised version.</p>
<p>How to read this letter. The decision rests on the items marked required. If a required item seems wrong to you, or cannot be done within this paper, say so in your response letter and give the reason. A reasoned decline is a legitimate answer, and the editor weighs it. Reviewers can be mistaken. Items marked recommended or optional are advice from the reviewers. Adopt them, decline them with a sentence, or leave them for later work. None of that counts against the paper. The reviewer reports below carry the same marks. The editor who signs this decision may weigh an item differently in the accompanying message, and that message prevails.</p>
<p><sc>required</sc> (the decision rests on these):</p>
<list list-type="bullet">
  <list-item>
    <p>[Reviewer 1] Qualify the generality claim, or add a case that probes INLA’s limits. Every example is a low-dimensional latent Gaussian model, which is where INLA is designed to be near-exact, so “disregarding their complexity, INLA gave reliable estimates” overreaches the evidence.</p>
  </list-item>
  <list-item>
    <p>[Reviewer 1] Address the spread in Table 4 before concluding the methods are “comparable”: nested sampling and INLA differ by about 0.5 log units in places, which matters for a Bayes factor.</p>
  </list-item>
  <list-item>
    <p>[Reviewer 1] Clarify Table 1: define the “D” column, and state the size of the harmonic-mean error against the exact value rather than leaving the reader to infer it.</p>
  </list-item>
  <list-item>
    <p>[Reviewer 1] Define the quantity p_t that appears in equations (9) and (10) but is never introduced.</p>
  </list-item>
  <list-item>
    <p>[Reviewer 2] Report the INLA-vs-reference discrepancies on a decision-relevant scale, as differences in log evidence / Bayes factors, not as “agreement to the second decimal”.</p>
  </list-item>
  <list-item>
    <p>[Reviewer 2] State, per example, which INLA approximation and which hyperparameter integration were used, since “default settings” is version-dependent.</p>
  </list-item>
  <list-item>
    <p>[Reviewer 2] The Section 4 title and text call a probit model “logistic regression with a probit link”, which is contradictory. Name it probit regression.</p>
  </list-item>
  <list-item>
    <p>[Reviewer 3] State the R-INLA version and R version used, and add a captured environment (sessionInfo, an renv lockfile, or a container) to the repository. The paper’s claims are about INLA’s accuracy, and INLA’s marginal likelihood computation and defaults change across releases, so the version is part of the result.</p>
  </list-item>
  <list-item>
    <p>[Reviewer 3] Set and record the RNG seeds for the stochastic estimators (Chib’s method, Chib and Jeliazkov’s method, harmonic mean, and the resampled runs behind Figures 2 and 4) so the replicate columns in Tables 1, 2 and 3 can be regenerated.</p>
  </list-item>
</list>
<p><sc>recommended</sc>:</p>
<list list-type="bullet">
  <list-item>
    <p>[consistency-check] Table 1 carries an undefined column headed “D” holding the value 2 in all three rows, with no definition in the caption or Section 2 text. Define this column in the caption or remove it if it is spurious.</p>
  </list-item>
  <list-item>
    <p>[consistency-check] Figure 3 caption and Section 4 text state the precision was varied between 0 and 10, while Table 3 reports results at precision 10^2 (σβ=0.1) for the same models. State that the table extends beyond the figure’s range so the two displays read consistently.</p>
  </list-item>
  <list-item>
    <p>[methods-soundness] An exact benchmark exists only in the first example (Section 2). In every other example accuracy is judged by agreement between INLA and Chib’s or Chib and Jeliazkov’s estimates, which is a cross-method consistency check, not validation against truth. State this explicitly where the word “accuracy” is used in Sections 3 to 6 and the conclusion, so the claim reads as “agrees with converged MCMC” where no analytic value is available.</p>
  </list-item>
  <list-item>
    <p>[methods-soundness] The comparison tables report point estimates and a handful of replications, with no Monte Carlo standard error for the MCMC-based estimators (Chib, Chib and Jeliazkov, power posteriors, AIS, nested sampling). Agreement “to the second decimal” is asserted without a stated uncertainty on the numbers being compared. Add the across-replication standard deviation for each MCMC estimate in Tables 2 and 3, which you already have from the 5 to 10 runs.</p>
  </list-item>
  <list-item>
    <p>[methods-soundness] The supplementary data and R scripts are referenced by GitHub links and were not provided for review. No ask is raised for their content. The reproducibility statement already describes cross-architecture agreement, which covers the minimum for a code-shipping paper. Record the R-INLA version and a random seed alongside the scripts so the Chib-based tables can be regenerated as reported.</p>
  </list-item>
  <list-item>
    <p>[novelty-and-prior-art] The central claim is that no prior study compares INLA marginal likelihood estimates against other methods, yet the search surfaces uncited work that builds directly on INLA marginal likelihoods for model averaging and normalizing-constant estimation. Gómez-Rubio, Bivand &amp; Rue (2020) use INLA marginal likelihoods for Bayesian model averaging, Berild et al. (2022) estimate normalizing constants by combining INLA with importance sampling, and Lopez-Gomez et al. (2026) use INLA marginal likelihoods for model and variable selection. Please position the novelty claim against these and state what the accuracy comparison adds.</p>
  </list-item>
  <list-item>
    <p>[simulation-design] The factor grid is narrow and sits where INLA is expected to perform well. The varied conditions are mostly the prior precision on regression coefficients and the number of covariates, with sample size fixed within each example. Known INLA stress cases (binomial or Poisson data with very low counts, strongly non-Gaussian or skewed latent structure, higher-dimensional hyperparameters) are not probed, so the study does not exercise the method’s likely failure modes. Add at least one scenario designed to stress INLA, for example low-count Poisson or a larger hyperparameter dimension, or state in the conclusions that the evidence covers the regime where the latent Gaussian assumption holds well.</p>
  </list-item>
  <list-item>
    <p>[simulation-design] Monte Carlo error is shown implicitly through replicate columns (5 runs of Chib, 10 runs across iteration counts) but never quantified. A reader cannot tell whether third- and fourth-decimal differences exceed the Monte Carlo noise of the reference methods. Report a Monte Carlo standard error for the replicated reference estimates.</p>
  </list-item>
  <list-item>
    <p>[software-landscape] The manuscript text names the methods (Chib 1995, Chib and Jeliazkov 2001) but does not name the software that produces the competing numbers. The code uses MCMCpack for Chib’s estimates. Please state in Sections 3, 4 and 6 which package and function (MCMCpack, MCMCregress/MCMCprobit, marginal.likelihood=“Chib95”) and which INLA release were used, so a reader can tie each table column to a specific implementation.</p>
  </list-item>
  <list-item>
    <p>[software-landscape] The Table 4 entries for power posteriors, annealed importance sampling and nested sampling are reproduced from Friel and Wyse (2012) rather than from a re-run. The text says this, which is adequate, but one sentence naming that these rows are literature values computed on the same Pima data, not outputs of code in this package, would make the provenance of each row unambiguous.</p>
  </list-item>
  <list-item>
    <p>[statistical-rigor] The accuracy claims rest on qualitative agreement (“essentially equal”, “agree up to the second decimal”, “remarkable agreement”) with no summary of the discrepancy between methods and no summary of the spread across replications. Tables 1, 2 and 3 list the raw replicate values of Chib’s and the harmonic mean estimators, so the variability is visible, but it is never quantified. Report the mean and standard deviation across the replicate runs and the INLA-minus-reference log difference per scenario, so the size and precision of the agreement are stated rather than read off the digits.</p>
  </list-item>
  <list-item>
    <p>[statistical-rigor] The INLA estimates depend on a Gaussian approximation to the latent field and on the chosen integration over the hyperparameters (EB, CCD or grid). Section 2’s footnote establishes the integration setting is irrelevant only in the exact linear case. For the probit, logit and Poisson mixed models the sensitivity of the reported values to that choice is asserted to be small (“default settings gave reasonable accurate results”) without being shown. Report the INLA value under grid versus CCD integration for at least the Poisson mixed model in Section 6, since that is the one example where the latent structure makes the Gaussian approximation non-exact.</p>
  </list-item>
  <list-item>
    <p>[statistical-rigor] The conclusion recommends adjusting tuning parameters “if extremely high accuracy is needed” and experimenting with settings to judge “whether more accuracy is needed”, but the paper gives no diagnostic or criterion for making that judgement. Name the concrete check a user would apply, for example the change in the log estimate between CCD and grid integration.</p>
  </list-item>
  <list-item>
    <p>[visualisation] The scatterplots in Figures 1 and 3 carry the central claim that INLA and Chib’s method “give equal marginal likelihoods”. A point near the diagonal supports this, but no y=x reference line is drawn, so a reader cannot see departures from equality by eye. Add an identity line to Figures 1 and 3 so the agreement claim is directly legible.</p>
  </list-item>
  <list-item>
    <p>[visualisation] Figures 2 and 4 plot the Chib estimate against iteration count on a y-axis spanning roughly 0.04 log units (-19.50 to -19.46 in Figure 2). The narrow window makes the spread of the red circles look large relative to the quantity, which can overstate the variability a reader infers. State the axis range in the caption, or widen it, so the scale of the residual variation is honest.</p>
  </list-item>
  <list-item>
    <p>[visualisation] Axis labels on the scatterplots name the methods but not the units; “estimated marginal log-likelihood” would make clear the values are on the log scale. Label both axes with the quantity and its scale.</p>
  </list-item>
  <list-item>
    <p>[writing-quality] In models (9) and (10) the response is written as conditioned on p_t (for example “Y_t | p_t, M Bernoulli(Φ(η_t))”), yet p_t is never defined and the success probability is given directly as Φ(η_t) or logit^{-1}(η_t). The same pattern appears in (11), where the conditioning uses λ_jt but the rate is written exp(η_jt). Please either define these symbols or drop them from the conditioning so the notation matches the expressions used.</p>
  </list-item>
  <list-item>
    <p>[ethics-and-integrity] Funding and institutional support (CELS, Integreat) are acknowledged, and no competing interests are apparent from the text. Add a brief competing-interests statement so the absence of conflicts is on the record rather than inferred.</p>
  </list-item>
  <list-item>
    <p>[Reviewer 1] Quantify the INLA-versus-reference discrepancy across the prior range shown in Figures 1 and 3, instead of describing agreement qualitatively.</p>
  </list-item>
  <list-item>
    <p>[Reviewer 2] Give replication and a spread for the single-point GLMM comparison in Section 6.</p>
  </list-item>
  <list-item>
    <p>[Reviewer 3] Add a README or driver script that maps each script to the table or figure it produces, and state which of the two linked repositories is canonical for the published numbers.</p>
  </list-item>
  <list-item>
    <p>[Reviewer 3] Support the cross-architecture reproduction claim in the supplementary paragraph with a logged artifact (a sessionInfo from each platform) rather than an assertion.</p>
  </list-item>
</list>
<p><sc>optional</sc>:</p>
<list list-type="bullet">
  <list-item>
    <p>[software-landscape] Bridge sampling (R package bridgesampling) is a widely used evidence estimator not represented in the comparison. A row or short remark placing INLA against it on one of the shared examples would broaden the landscape, though the present set of competitors already covers the methods the paper targets.</p>
  </list-item>
  <list-item>
    <p>[visualisation] The convergence figures distinguish the Chib runs (red circles) from the INLA estimate (blue line) by colour alone. Red versus blue is broadly distinguishable for most colourblind readers, but the circles and line also differ in shape and style, so adding a legend keyed to marker and line style would make the distinction robust without relying on hue. Add an in-panel legend.</p>
  </list-item>
</list>
</body>
</sub-article>
<sub-article id="pr-r1-report1" article-type="reviewer-report">
<front-stub>
<article-id pub-id-type="doi">10.68365/jrepstat.2026.9.r1.report1</article-id>
<title-group>
<article-title>Report Reviewer 1, round 1</article-title>
</title-group>
<contrib-group>
<contrib contrib-type="author">
<collab>JRepStat review engine</collab>
<role specific-use="reviewer" content-type="reviewer-1">Reviewer 1</role>
</contrib>
</contrib-group>
<pub-history>
<event event-type="reviewer-report-received">
<event-desc>Reviewer report received</event-desc>
<date iso-8601-date="2026-10-14"><day>14</day><month>10</month><year>2026</year></date>
</event>
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<p><italic>Written by the journal&#x27;s review engine in the role of the application reviewer, and read by the editor before the decision. How the engine works is on the <ext-link ext-link-type="uri" xlink:href="https://jrepstat.fairpressjournals.com/about/peer-review/">peer review page</ext-link>.</italic></p>
<p>Recommendation: major.</p>
<p>This is a focused simulation note that asks a question applied users of INLA genuinely care about: can the marginal likelihood that INLA reports by default be trusted for model selection and model averaging? The authors answer it by lining INLA up against an analytical benchmark, against Chib’s method in Gaussian and probit regression, against the full panel of methods in Friel and Wyse for a logit example, and against Chib-Jeliazkov for a Poisson GLMM. The gap the paper claims, that no prior study compared INLA’s marginal likelihood against these alternatives, is plausible and worth closing, and the examples are well chosen and recognisable to the field. The reproducibility statement and the two code repositories are a real strength.</p>
<p>My central concern is one of scope and the conclusion drawn from it. Every example here is a latent Gaussian model with a low-dimensional hyperparameter vector, which is the regime INLA was built for and where its accuracy is least in doubt. Example 1 is Gaussian-Gaussian, where INLA is exact by construction, as the footnote states. The sentence “In all of the addressed examples, disregarding their complexity, INLA gave reliable estimates” reads as a general endorsement, but the examples do not vary in the dimension that would actually stress INLA’s marginal-likelihood accuracy: a larger or more poorly identified hyperparameter space, a skewed or multimodal latent conditional, or a model where the Gaussian approximation to the full conditional is known to be weak. Either add one such case, or qualify the conclusion so it speaks to the regime you tested. The qualification is the cheaper route and I would accept it.</p>
<p>The second concern is the use of a reference that is itself approximate. In examples 2, 3 and 6 there is no analytical truth, so Chib or Chib-Jeliazkov plays the role of ground truth. When two approximations agree this is reassuring, but it does not tell the reader which is right when they disagree, and Table 4 shows they do disagree: nested sampling sits roughly half a log unit from INLA in places, and the methods span a visible range. Concluding that the methods are “comparable” passes over this. For a reader using these numbers to form a Bayes factor, half a log unit is not negligible. Please discuss the spread and what it implies, and where a method serves as the reference, report its Monte Carlo standard error so the reader can weigh the two estimates rather than assume the MCMC method is the arbiter.</p>
<p>Smaller points of clarity. Table 1 is hard to read: the “D” column is unlabelled in meaning, and the harmonic-mean error, which is the point of the table, is left for the reader to compute from the exact value. State it. The symbol p_t appears in the Bernoulli models of equations (9) and (10) without being defined, presumably the inverse-link of eta_t. On the positive side, Figures 2 and 4 showing Chib’s convergence against the INLA line are the most informative displays in the paper, because they make the accuracy claim visible rather than asserted; extending that spirit to a numerical error summary over the prior range in Figures 1 and 3 would strengthen the empirical case considerably.</p>
<p>Numbered suggestions to the authors:</p>
<list list-type="order">
  <list-item>
    <p><sc>required</sc> Qualify the main conclusion to the regime actually tested, low-dimensional latent Gaussian models, or add one example that stresses INLA (higher-dimensional or poorly identified hyperparameters, or a latent conditional far from Gaussian). The qualification alone satisfies this point.</p>
  </list-item>
  <list-item>
    <p><sc>required</sc> Discuss the spread among methods in Table 4, in particular the roughly 0.5 log-unit gap between nested sampling and INLA, and what it means for Bayes factors, rather than stating the methods are comparable.</p>
  </list-item>
  <list-item>
    <p><sc>required</sc> Clarify Table 1 by defining the “D” column and reporting the magnitude of the harmonic-mean error against the exact value.</p>
  </list-item>
  <list-item>
    <p><sc>required</sc> Define p_t where it first appears in equations (9) and (10).</p>
  </list-item>
  <list-item>
    <p><sc>recommended</sc> Summarise the INLA-versus-reference discrepancy numerically across the prior values in Figures 1 and 3, for example as a distribution of absolute log differences, instead of describing agreement in words.</p>
  </list-item>
  <list-item>
    <p><sc>recommended</sc> Report the Monte Carlo standard error of Chib’s and Chib-Jeliazkov’s estimates wherever they serve as the reference, so a reader can judge which estimate to trust when they differ.</p>
  </list-item>
</list>
</body>
</sub-article>
<sub-article id="pr-r1-report2" article-type="reviewer-report">
<front-stub>
<article-id pub-id-type="doi">10.68365/jrepstat.2026.9.r1.report2</article-id>
<title-group>
<article-title>Report Reviewer 2, round 1</article-title>
</title-group>
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<event event-type="reviewer-report-received">
<event-desc>Reviewer report received</event-desc>
<date iso-8601-date="2026-10-14"><day>14</day><month>10</month><year>2026</year></date>
</event>
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<p><italic>Written by the journal&#x27;s review engine in the role of the methodology reviewer, and read by the editor before the decision. How the engine works is on the <ext-link ext-link-type="uri" xlink:href="https://jrepstat.fairpressjournals.com/about/peer-review/">peer review page</ext-link>.</italic></p>
<p>Recommendation: major.</p>
<p>This is a compact comparison study with a clear and useful question: do the marginal likelihoods that INLA returns match what careful, slower estimators produce, across models of increasing complexity? The sequence of examples is well chosen, running from a one-parameter Gaussian model with an exact answer, through Gaussian and binary regression, to a Poisson GLMM. The headline reading, that INLA tracks the reference estimators closely while costing far less, is consistent with the numbers shown. The code and data are posted, which I value.</p>
<p>My main methodological reservation is that the paper never quantifies the thing it is about. The accuracy claim rests on phrases like “agree up to the second decimal” and on scatterplots where points fall on the diagonal. For a marginal likelihood study this is the wrong unit. What a user cares about is the error in log evidence, because that error propagates directly into Bayes factors and into the posterior model weights of equations (3) and (4). An error of 0.1 in a log marginal likelihood is a 10% shift in a Bayes factor, and in Table 4 the across-method spread is of that order. Please compute, from the numbers you already have, the discrepancy between INLA and the reference in each table on the log-evidence / Bayes-factor scale, and say what size of discrepancy would change a model-selection or model-averaging decision. That reframing is what turns the plots into evidence.</p>
<p>A second issue is the reference itself. Only Table 1 has an exact benchmark. Everywhere else the “truth” is a competing estimator, chiefly Chib or Chib-Jeliazkov, and the argument that these have converged rests on Figures 2 and 4. Those figures show stabilisation for one model each, so the convergence of the reference in the probit and Poisson cases is assumed rather than shown. The GLMM in Section 6 is the most interesting and the most lightly treated: a single INLA value against two single reference values, with no replication and no spread. Because this is the one example where INLA’s latent-Gaussian handling actually does work, it deserves the replication the earlier sections received.</p>
<p>Third, the examples are uniformly favourable to INLA. Every model has a latent Gaussian structure and low-dimensional hyperparameters, which is the regime INLA was built for. That is a reasonable scope, but the conclusion as written (“in all of the addressed examples, disregarding their complexity, INLA gave reliable estimates”) reads as a general endorsement that the examples do not support. I am not asking for new stress-test models as a condition of acceptance, but the generalisation should either be narrowed to the latent-Gaussian examples actually studied or accompanied by a case where the Gaussian approximation to the full conditional is known to strain. It would also help to engage the existing discussion of INLA marginal-likelihood reliability, since the evidence is a normalising constant that depends on the hyperparameter integration and is often considered less stable than the posterior marginals.</p>
<p>On reproducibility and specification: “default tuning parameters” is not enough to reproduce or interpret the results, because the default depends on the R-INLA release and because the choice among the Gaussian, simplified Laplace and full Laplace strategies, and among EB, CCD and grid integration over the hyperparameters, materially affects the evidence. Please state, per example, which strategy and which hyperparameter integration were used. The supplementary note on cross-architecture reproduction is a good addition and should stay. Two smaller clarity points: the “D” column in Table 1 is undefined, and the observed data for Neal’s single-observation example is not given, so the exact value cannot be checked by a reader. Finally, Section 4 is headed “logistic Bayesian regression with a probit link” and repeats the phrase in the text, which contradicts itself. The model in equation (9) is probit regression.</p>
<p>Numbered suggestions to the authors:</p>
<list list-type="order">
  <list-item>
    <p><sc>required</sc> Recompute the INLA-vs-reference discrepancies in every table as differences in log evidence and in Bayes factors, and state what magnitude of discrepancy would alter a model-selection or model-averaging decision. Replace “agreement to the second decimal” as the accuracy criterion.</p>
  </list-item>
  <list-item>
    <p><sc>required</sc> For each example state the INLA approximation strategy used (Gaussian, simplified Laplace, full Laplace) and the hyperparameter integration used (EB, CCD, grid), and pin the R-INLA version, so “default settings” is reproducible.</p>
  </list-item>
  <list-item>
    <p><sc>required</sc> Qualify the conclusion so the reliability claim covers the latent Gaussian examples studied, or add a case where the Gaussian full-conditional approximation is expected to strain. The low-effort form is to narrow the sentence that currently says “disregarding their complexity”.</p>
  </list-item>
  <list-item>
    <p><sc>required</sc> Correct the Section 4 heading and text: the model is probit regression, not “logistic regression with a probit link”.</p>
  </list-item>
  <list-item>
    <p><sc>recommended</sc> For the Section 6 GLMM, add replicate runs of Chib-Jeliazkov and a spread, so the single-point comparison carries the same weight as the earlier sections, and state whether the reference has converged.</p>
  </list-item>
  <list-item>
    <p><sc>recommended</sc> Define the “D” column in Table 1 and report the observed y for Neal’s example so a reader can verify the exact value, and show the convergence evidence for the reference estimators in the probit and Poisson cases as you did in Figures 2 and 4.</p>
  </list-item>
</list>
</body>
</sub-article>
<sub-article id="pr-r1-report3" article-type="reviewer-report">
<front-stub>
<article-id pub-id-type="doi">10.68365/jrepstat.2026.9.r1.report3</article-id>
<title-group>
<article-title>Report Reviewer 3, round 1</article-title>
</title-group>
<contrib-group>
<contrib contrib-type="author">
<collab>JRepStat review engine</collab>
<role specific-use="reviewer" content-type="reviewer-3">Reviewer 3</role>
</contrib>
</contrib-group>
<pub-history>
<event event-type="reviewer-report-received">
<event-desc>Reviewer report received</event-desc>
<date iso-8601-date="2026-10-14"><day>14</day><month>10</month><year>2026</year></date>
</event>
</pub-history>
<related-object document-id="10.68365/jrepstat.2026.9" document-id-type="doi" document-type="peer-reviewed-article"/>
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<custom-meta><meta-name>peer-review-recommendation</meta-name><meta-value>minor-revision</meta-value></custom-meta>
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</front-stub>
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<p><italic>Written by the journal&#x27;s review engine in the role of the software reviewer, and read by the editor before the decision. How the engine works is on the <ext-link ext-link-type="uri" xlink:href="https://jrepstat.fairpressjournals.com/about/peer-review/">peer review page</ext-link>.</italic></p>
<p>Recommendation: minor.</p>
<p>This is a compact comparison study: INLA marginal likelihoods set against an analytical benchmark and against a set of MCMC and other estimators, over five examples of growing complexity. From a reproducibility standpoint the useful property is that most of the numbers in the paper are the code’s numbers, generated by the authors rather than copied in (the exception is Table 4, where everything but the INLA rows comes from Friel and Wyse 2012). That makes the question for my lane straightforward: can a reader regenerate these tables, and does the paper give them what they need to do so.</p>
<p>The central gap is version information. The whole paper is an accuracy statement about INLA, run “with the default tuning parameters from the package”, but the package version is not given. INLA’s marginal likelihood machinery, its integration strategy and its defaults have changed across releases, and a reader on a current R-INLA will not necessarily see the numbers in Tables 1 to 4. The supplementary paragraph is aware of this, since it talks about reproduction “across R-INLA releases” and attributes third and fourth decimal drift to solver and compiler differences. That awareness is exactly why the version and environment belong in the record. Please state the R-INLA and R versions used for the published runs and add a captured environment (sessionInfo, an renv lockfile, or a container) to the repository. This is low effort with the material you already have, and it is what lets the accuracy claim be checked rather than taken on trust.</p>
<p>The second gap is seeds. The paper reports five or ten repeated runs of the stochastic estimators, and Figures 2 and 4 show their variability against iteration count. None of this can be regenerated without the RNG seeds. Recording the seeds for Chib’s method, Chib and Jeliazkov’s method, the harmonic mean, and the figure runs lets the replicate columns be reproduced exactly, which is the point of showing replicates.</p>
<p>The supplementary paragraph makes a fairly specific reproduction claim: exact for Table 1, two decimals for Table 4, within 0.0002 to 0.003 log units for Tables 2 and 3, across Apple Silicon and Intel. That is a verification-shaped statement, and right now it rests on assertion. A logged sessionInfo from each platform, committed alongside the scripts, would turn it into something a reader can inspect. Relatedly, two repositories are linked, one described as adapted for publication and one as the original 2016 scripts, with no statement of which produced the published numbers or how they differ. A short README mapping scripts to tables and figures, and naming the canonical repository, would remove that ambiguity. I could not inspect either repository in this pass, so I have scoped these asks to what the manuscript declares rather than to the code itself.</p>
<p>One wording point outside my main lane: Sections 4 and 5 both describe “logistic regression with a probit link”, and the probit and logit examples are genuinely different link functions, so the shared label reads oddly.</p>
<p>Numbered suggestions to the authors:</p>
<list list-type="order">
  <list-item>
    <p><sc>required</sc> State the R-INLA version and the R version used for the published runs, and commit a captured environment (sessionInfo, an renv lockfile, or a container) to the repository, so the INLA accuracy claim can be checked against a known software state.</p>
  </list-item>
  <list-item>
    <p><sc>required</sc> Set and record the RNG seeds for Chib’s method, Chib and Jeliazkov’s method, the harmonic mean, and the runs behind Figures 2 and 4, so the replicate columns in Tables 1 to 3 can be regenerated.</p>
  </list-item>
  <list-item>
    <p><sc>recommended</sc> Add a README or driver script mapping each script to the table or figure it produces, and state which of the two linked repositories is canonical for the published numbers.</p>
  </list-item>
  <list-item>
    <p><sc>recommended</sc> Support the cross-architecture reproduction claim in the supplementary paragraph with a committed sessionInfo from each platform rather than a narrative assertion.</p>
  </list-item>
  <list-item>
    <p><sc>recommended</sc> Reconcile the “logistic regression with a probit link” wording in Sections 4 and 5 so the probit and logit examples are named by their actual link functions.</p>
  </list-item>
</list>
</body>
</sub-article>
<sub-article id="pr-r1-response" article-type="author-comment">
<front-stub>
<article-id pub-id-type="doi">10.68365/jrepstat.2026.9.r1.response</article-id>
<title-group>
<article-title>Authors&#x27; response, round 1</article-title>
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<contrib-group>
<contrib contrib-type="author">
<string-name>Aliaksandr Hubin</string-name>
<role specific-use="author">Author</role>
</contrib>
<contrib contrib-type="author">
<string-name>Geir Storvik</string-name>
<role specific-use="author">Author</role>
</contrib>
</contrib-group>
<pub-history>
<event event-type="author-comment-received">
<event-desc>Author comment received</event-desc>
<date iso-8601-date="2026-10-22"><day>22</day><month>10</month><year>2026</year></date>
</event>
</pub-history>
<related-object document-id="10.68365/jrepstat.2026.9.r1.letter" document-id-type="doi" document-type="editor-report"/>
<related-object document-id="10.68365/jrepstat.2026.9.r1.report1" document-id-type="doi" document-type="reviewer-report"/>
<related-object document-id="10.68365/jrepstat.2026.9.r1.report2" document-id-type="doi" document-type="reviewer-report"/>
<related-object document-id="10.68365/jrepstat.2026.9.r1.report3" document-id-type="doi" document-type="reviewer-report"/>
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<custom-meta><meta-name>peer-review-stage</meta-name><meta-value>pre-publication</meta-value></custom-meta>
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<body>
<p>Authors confirm each required point as done or give their reason for declining it. Further answers are voluntary, because the review compares every revision with the previous version and the next round&#x27;s reports say what remains open.</p>
<p>Detailed point-to-point responses and indicated changes are attached.</p>
<list list-type="simple">
<list-item>
<p><sc>required</sc> Qualify the generality claim, or add a case that probes INLA&#x27;s limits. Every example is a low-dimensional latent Gaussian model, which is where INLA is designed to be near-exact, so &quot;disregarding their complexity, INLA gave reliable estimates&quot; overreaches the evidence.</p>
<p><bold>Done.</bold> Added Section 8 with two non-Gaussian/small-cluster stress tests (S1 &amp; S2) evaluated against 50-point Gauss-Hermite quadrature (Table 7), and explicitly circumscribed the generality claims in the Abstract and Conclusions.</p>
</list-item>
<list-item>
<p><sc>required</sc> Address the spread in Table 4 before concluding the methods are &quot;comparable&quot;: nested sampling and INLA differ by about 0.5 log units in places, which matters for a Bayes factor.</p>
<p><bold>Done.</bold> Implemented an independent high-precision Importance Sampling reference ($200,000$ draws, $\text{MCSE}=0.003$), showing INLA is within $0.02$--$0.03$ log units of the true integral, and demonstrated that stochastic literature variations cancel out on the Bayes factor scale ($|\Delta \log \text{BF}| \le 0.08$).</p>
</list-item>
<list-item>
<p><sc>required</sc> Clarify Table 1: define the &quot;D&quot; column, and state the size of the harmonic-mean error against the exact value rather than leaving the reader to infer it.</p>
<p><bold>Done.</bold> Defined $D=2$ as the observed scalar datum $y=2$ in Neal&#x27;s benchmark, and added explicit columns for the harmonic-mean error ($\Delta_{\text{HM}} = +5.30, +0.90, 0.00$), mean, and standard deviation.</p>
</list-item>
<list-item>
<p><sc>required</sc> Define the quantity p_t that appears in equations (9) and (10) but is never introduced.</p>
<p><bold>Done.</bold> Removed the undefined symbol $p_t$ from the conditioning statements in (9) and (10), conditioning directly on the latent linear predictor $\eta_t$.</p>
</list-item>
<list-item>
<p><sc>required</sc> Report the INLA-vs-reference discrepancies on a decision-relevant scale, as differences in log evidence / Bayes factors, not as &quot;agreement to the second decimal&quot;.</p>
<p><bold>Done.</bold> Added Section 7 and Table 6 evaluating all comparisons on the log Bayes factor and posterior model probability scales against the Kass &amp; Raftery (1995) criteria, showing $|\Delta \log \text{BF}| \le 0.026$ everywhere and zero altered decisions.</p>
</list-item>
<list-item>
<p><sc>required</sc> State, per example, which INLA approximation and which hyperparameter integration were used, since &quot;default settings&quot; is version-dependent.</p>
<p><bold>Done.</bold> : Explicitly specified the latent field strategy and hyperparameter integration scheme for every model across Sections 2–6 and 8, and compared all five combinations in Table 5.</p>
</list-item>
<list-item>
<p><sc>required</sc> The Section 4 title and text call a probit model &quot;logistic regression with a probit link&quot;, which is contradictory. Name it probit regression.</p>
<p><bold>Done.</bold> Updated the Section 4 title to &quot;probit regression&quot; and eliminated all conflicting &quot;logistic regression with a probit link&quot; phrasing.</p>
</list-item>
<list-item>
<p><sc>required</sc> State the R-INLA version and R version used, and add a captured environment (sessionInfo, an renv lockfile, or a container) to the repository. The paper&#x27;s claims are about INLA&#x27;s accuracy, and INLA&#x27;s marginal likelihood computation and defaults change across releases, so the version is part of the result.</p>
<p><bold>Done.</bold> Reported exact versions (R 4.4.1, R-INLA 24.06.27), committed full platform sessionInfo logs (logs/sessionInfo_*.txt), and configured automated multi-platform continuous integration via GitHub Actions.</p>
</list-item>
<list-item>
<p><sc>required</sc> Set and record the RNG seeds for the stochastic estimators (Chib&#x27;s method, Chib and Jeliazkov&#x27;s method, harmonic mean, and the resampled runs behind Figures 2 and 4) so the replicate columns in Tables 1, 2 and 3 can be regenerated.</p>
<p><bold>Done.</bold> Implemented structured pseudo-random seed tracking with L&#x27;Ecuyer-CMRG (master seed 20261014) and logged all scenario seeds to results/seeds.csv.</p>
</list-item>
<list-item>
<p><sc>recommended</sc> Table 1 carries an undefined column headed &quot;D&quot; holding the value 2 in all three rows, with no definition in the caption or Section 2 text. Define this column in the caption or remove it if it is spurious.</p>
<p><bold>Done.</bold> Defined $D=2$ in the caption and Section 2 text as the observed scalar value $y=2$.</p>
</list-item>
<list-item>
<p><sc>recommended</sc> Figure 3 caption and Section 4 text state the precision was varied between 0 and 10, while Table 3 reports results at precision 10^2 (σβ=0.1) for the same models. State that the table extends beyond the figure&#x27;s range so the two displays read consistently.</p>
<p><bold>Done.</bold> Clarified in Section 4 text and Figure 3 caption that Table 3 extends the evaluation beyond the continuous plot range to include the strongly informative prior $\sigma_\beta=0.1$ (precision $10^2$).</p>
</list-item>
<list-item>
<p><sc>recommended</sc> An exact benchmark exists only in the first example (Section 2). In every other example accuracy is judged by agreement between INLA and Chib&#x27;s or Chib and Jeliazkov&#x27;s estimates, which is a cross-method consistency check, not validation against truth. State this explicitly where the word &quot;accuracy&quot; is used in Sections 3 to 6 and the conclusion, so the claim reads as &quot;agrees with converged MCMC&quot; where no analytic value is available.</p>
<p><bold>Done.</bold> Explicitly distinguished exact mathematical references (Sections 2 &amp; 3) from converged MCMC references (Sections 4–6), replacing colloquial &quot;accuracy&quot; claims with precise discrepancy metrics.</p>
</list-item>
<list-item>
<p><sc>recommended</sc> The comparison tables report point estimates and a handful of replications, with no Monte Carlo standard error for the MCMC-based estimators (Chib, Chib and Jeliazkov, power posteriors, AIS, nested sampling). Agreement &quot;to the second decimal&quot; is asserted without a stated uncertainty on the numbers being compared. Add the across-replication standard deviation for each MCMC estimate in Tables 2 and 3, which you already have from the 5 to 10 runs.</p>
<p><bold>Done.</bold> Added across-replication standard deviation (SD) and Monte Carlo standard error (MCSE) columns to Tables 2 and 3.</p>
</list-item>
<list-item>
<p><sc>recommended</sc> The supplementary data and R scripts are referenced by GitHub links and were not provided for review. No ask is raised for their content. The reproducibility statement already describes cross-architecture agreement, which covers the minimum for a code-shipping paper. Record the R-INLA version and a random seed alongside the scripts so the Chib-based tables can be regenerated as reported.</p>
<p><bold>Done.</bold> Documented R-INLA version 24.06.27 and seed registry results/seeds.csv alongside the scripts in the canonical repository.</p>
</list-item>
<list-item>
<p><sc>recommended</sc> The central claim is that no prior study compares INLA marginal likelihood estimates against other methods, yet the search surfaces uncited work that builds directly on INLA marginal likelihoods for model averaging and normalizing-constant estimation. Gómez-Rubio, Bivand &amp; Rue (2020) use INLA marginal likelihoods for Bayesian model averaging, Berild et al. (2022) estimate normalizing constants by combining INLA with importance sampling, and Lopez-Gomez et al. (2026) use INLA marginal likelihoods for model and variable selection. Please position the novelty claim against these and state what the accuracy comparison adds.</p>
<p><bold>Done.</bold> Positioned the study against Gómez-Rubio et al. (2020), Berild et al. (2022), López-Gómez et al. (2026), and Hubin et al. (2020) in Section 1.</p>
</list-item>
<list-item>
<p><sc>recommended</sc> The factor grid is narrow and sits where INLA is expected to perform well. The varied conditions are mostly the prior precision on regression coefficients and the number of covariates, with sample size fixed within each example. Known INLA stress cases (binomial or Poisson data with very low counts, strongly non-Gaussian or skewed latent structure, higher-dimensional hyperparameters) are not probed, so the study does not exercise the method&#x27;s likely failure modes. Add at least one scenario designed to stress INLA, for example low-count Poisson or a larger hyperparameter dimension, or state in the conclusions that the evidence covers the regime where the latent Gaussian assumption holds well.</p>
<p><bold>Done.</bold> Added Section 8 with low-count overdispersed Poisson GLMM (S1) and small-cluster binary GLMM (S2) stress tests benchmarked against 50-point Gauss-Hermite numerical quadrature.</p>
</list-item>
<list-item>
<p><sc>recommended</sc> Monte Carlo error is shown implicitly through replicate columns (5 runs of Chib, 10 runs across iteration counts) but never quantified. A reader cannot tell whether third- and fourth-decimal differences exceed the Monte Carlo noise of the reference methods. Report a Monte Carlo standard error for the replicated reference estimates.</p>
<p><bold>Done.</bold> Reported numerical MCSE for all replicated MCMC reference estimates in Tables 2, 3, and 4.</p>
</list-item>
<list-item>
<p><sc>recommended</sc> The manuscript text names the methods (Chib 1995, Chib and Jeliazkov 2001) but does not name the software that produces the competing numbers. The code uses MCMCpack for Chib&#x27;s estimates. Please state in Sections 3, 4 and 6 which package and function (MCMCpack, MCMCregress/MCMCprobit, marginal.likelihood=&quot;Chib95&quot;) and which INLA release were used, so a reader can tie each table column to a specific implementation.</p>
<p><bold>Done.</bold> Named MCMCpack (MCMCregress, MCMCprobit with marginal.likelihood=&quot;Chib95&quot;) and R-INLA functions explicitly in Sections 3, 4, and 6.</p>
</list-item>
<list-item>
<p><sc>recommended</sc> The Table 4 entries for power posteriors, annealed importance sampling and nested sampling are reproduced from Friel and Wyse (2012) rather than from a re-run. The text says this, which is adequate, but one sentence naming that these rows are literature values computed on the same Pima data, not outputs of code in this package, would make the provenance of each row unambiguous.</p>
<p><bold>Done.</bold> Added explicit text in Section 5 and Table 4 caption confirming that power posteriors, AIS, and nested sampling rows are literature benchmarks from Friel &amp; Wyse (2012).</p>
</list-item>
<list-item>
<p><sc>recommended</sc> The accuracy claims rest on qualitative agreement (&quot;essentially equal&quot;, &quot;agree up to the second decimal&quot;, &quot;remarkable agreement&quot;) with no summary of the discrepancy between methods and no summary of the spread across replications. Tables 1, 2 and 3 list the raw replicate values of Chib&#x27;s and the harmonic mean estimators, so the variability is visible, but it is never quantified. Report the mean and standard deviation across the replicate runs and the INLA-minus-reference log difference per scenario, so the size and precision of the agreement are stated rather than read off the digits.</p>
<p><bold>Done.</bold> Added mean, SD, and signed difference columns ($\Delta \log \text{ML}$) across all benchmark tables.</p>
</list-item>
<list-item>
<p><sc>recommended</sc> The INLA estimates depend on a Gaussian approximation to the latent field and on the chosen integration over the hyperparameters (EB, CCD or grid). Section 2&#x27;s footnote establishes the integration setting is irrelevant only in the exact linear case. For the probit, logit and Poisson mixed models the sensitivity of the reported values to that choice is asserted to be small (&quot;default settings gave reasonable accurate results&quot;) without being shown. Report the INLA value under grid versus CCD integration for at least the Poisson mixed model in Section 6, since that is the one example where the latent structure makes the Gaussian approximation non-exact.</p>
<p><bold>Done.</bold> Reported CCD, standard grid, fine grid ($\Delta z = 1.0$), and Empirical Bayes estimates for both Gaussian and Laplace strategies in Table 5.</p>
</list-item>
<list-item>
<p><sc>recommended</sc> The conclusion recommends adjusting tuning parameters &quot;if extremely high accuracy is needed&quot; and experimenting with settings to judge &quot;whether more accuracy is needed&quot;, but the paper gives no diagnostic or criterion for making that judgement. Name the concrete check a user would apply, for example the change in the log estimate between CCD and grid integration.</p>
<p><bold>Done.</bold> Formulated the practical diagnostic check $|\log \text{ML}{\text{grid}} - \log \text{ML}{\text{CCD}}|$ in Sections 6 and 9 to detect hyperparameter posterior asymmetry.</p>
</list-item>
<list-item>
<p><sc>recommended</sc> The scatterplots in Figures 1 and 3 carry the central claim that INLA and Chib&#x27;s method &quot;give equal marginal likelihoods&quot;. A point near the diagonal supports this, but no y=x reference line is drawn, so a reader cannot see departures from equality by eye. Add an identity line to Figures 1 and 3 so the agreement claim is directly legible.</p>
<p><bold>Done.</bold> Added dashed diagonal identity reference lines ($y=x$) to Figures 1 and 3</p>
</list-item>
<list-item>
<p><sc>recommended</sc> Figures 2 and 4 plot the Chib estimate against iteration count on a y-axis spanning roughly 0.04 log units (-19.50 to -19.46 in Figure 2). The narrow window makes the spread of the red circles look large relative to the quantity, which can overstate the variability a reader infers. State the axis range in the caption, or widen it, so the scale of the residual variation is honest.</p>
<p><bold>Done.</bold> Explicitly stated the y-axis spans ($0.042$ log units in Fig 2; $2.13$ log units in Fig 4) in the figure captions.</p>
</list-item>
<list-item>
<p><sc>recommended</sc> Axis labels on the scatterplots name the methods but not the units; &quot;estimated marginal log-likelihood&quot; would make clear the values are on the log scale. Label both axes with the quantity and its scale.</p>
<p><bold>Done.</bold> Labeled both axes &quot;Estimated marginal log-likelihood&quot; on all scatterplots.</p>
</list-item>
<list-item>
<p><sc>recommended</sc> In models (9) and (10) the response is written as conditioned on p_t (for example &quot;Y_t | p_t, M   Bernoulli(Φ(η_t))&quot;), yet p_t is never defined and the success probability is given directly as Φ(η_t) or logit^{-1}(η_t). The same pattern appears in (11), where the conditioning uses λ_jt but the rate is written exp(η_jt). Please either define these symbols or drop them from the conditioning so the notation matches the expressions used.</p>
<p><bold>Done.</bold> Simplified models (9), (10), and (11) by dropping $p_t$ and $\lambda_{jt}$ and conditioning directly on the linear predictors.</p>
</list-item>
<list-item>
<p><sc>recommended</sc> Funding and institutional support (CELS, Integreat) are acknowledged, and no competing interests are apparent from the text. Add a brief competing-interests statement so the absence of conflicts is on the record rather than inferred.</p>
<p><bold>Done.</bold> Added a formal Conflict of Interest Statement preceding the Acknowledgments in the manuscript.</p>
</list-item>
<list-item>
<p><sc>recommended</sc> Quantify the INLA-versus-reference discrepancy across the prior range shown in Figures 1 and 3, instead of describing agreement qualitatively.</p>
<p><bold>Done.</bold> Computed and reported the median, 95th percentile, and maximum absolute discrepancies across the 100 prior precision points in Sections 3 and 4.</p>
</list-item>
<list-item>
<p><sc>recommended</sc> Give replication and a spread for the single-point GLMM comparison in Section 6.</p>
<p><bold>Done.</bold> Benchmarked against the canonical literature standard errors (Chib &amp; Jeliazkov 2001 $\text{SE}=0.12$; Chib et al. 1998) and reported strategy spreads in Table 5.</p>
</list-item>
<list-item>
<p><sc>recommended</sc> Add a README or driver script that maps each script to the table or figure it produces, and state which of the two linked repositories is canonical for the published numbers.</p>
<p><bold>Done.</bold> Created master orchestrator run_all.R, detailed script-to-artifact mapping in README.md, and designated https://github.com/aliaksah/INLA-marginal-likelihood as the canonical repository.</p>
</list-item>
<list-item>
<p><sc>recommended</sc> Support the cross-architecture reproduction claim in the supplementary paragraph with a logged artifact (a sessionInfo from each platform) rather than an assertion.</p>
<p><bold>Done.</bold> Committed platform sessionInfo files (logs/sessionInfo_*.txt) generated and validated on both macOS arm64 and Linux x86_64.</p>
</list-item>
<list-item>
<p><sc>optional</sc> Bridge sampling (R package bridgesampling) is a widely used evidence estimator not represented in the comparison. A row or short remark placing INLA against it on one of the shared examples would broaden the landscape, though the present set of competitors already covers the methods the paper targets.</p>
<p><bold>Done.</bold> Added bridge sampling estimation code and literature positioning for the Poisson GLMM benchmark in Section 6 and the response letter.</p>
</list-item>
<list-item>
<p><sc>optional</sc> The convergence figures distinguish the Chib runs (red circles) from the INLA estimate (blue line) by colour alone. Red versus blue is broadly distinguishable for most colourblind readers, but the circles and line also differ in shape and style, so adding a legend keyed to marker and line style would make the distinction robust without relying on hue. Add an in-panel legend.</p>
<p><bold>Done.</bold> Added in-panel legends to Figures 2 and 4 clearly distinguishing Chib&#x27;s MCMC iterations (red circles) from INLA (blue solid line).</p>
</list-item>
</list>
<supplementary-material id="pr-r1-letter-file" xlink:href="estimating-the-marginal-likelihood-with-integrated-nested-laplace-approximation-inla-response-round1.pdf" mimetype="application" mime-subtype="pdf">
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<p>The authors' full response letter to round 1, as uploaded.</p>
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</supplementary-material>
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<sub-article id="pr-r2-letter" article-type="editor-report">
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<article-id pub-id-type="doi">10.68365/jrepstat.2026.9.r2.letter</article-id>
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<article-title>Decision letter, round 2</article-title>
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<contrib-group>
<contrib contrib-type="author">
<contrib-id contrib-id-type="orcid">https://orcid.org/0000-0002-8638-5276</contrib-id>
<string-name>Matthias Templ</string-name>
<role specific-use="editor">Editor</role>
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<pub-history>
<event event-type="editor-decision-sent">
<event-desc>Editor decision sent</event-desc>
<date iso-8601-date="2026-10-23"><day>23</day><month>10</month><year>2026</year></date>
</event>
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<p><bold>Accepted.</bold> Signed by Matthias Templ on 2026-10-23.</p>
<p>All three reviewers recommended acceptance. One required point remained open. Sections 6 and 9 should say what the comparison of CCD and grid integration detects and what it does not, since in stress test S2 the two differ by 0.04 log units while INLA misses the exact value by 0.73 to 0.77. The editor accepted the final version after the journal reproduced it and asked the authors for this qualification at the proof.</p>
<p>Congratulations, your manuscript has been accepted for publication in JRepStat. Production begins now.</p>
<p>Where it is not on file yet, we still need the following for production.</p>
<list list-type="bullet">
  <list-item>
    <p>a valid ORCID iD for every author</p>
  </list-item>
  <list-item>
    <p>a captured computational environment (dependencies/lockfile/container)</p>
  </list-item>
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    <p>a signed determinism attestation for the entry-point command</p>
  </list-item>
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<sub-article id="pr-r2-report1" article-type="reviewer-report">
<front-stub>
<article-id pub-id-type="doi">10.68365/jrepstat.2026.9.r2.report1</article-id>
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<article-title>Report Reviewer 1, round 2</article-title>
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<contrib contrib-type="author">
<collab>JRepStat review engine</collab>
<role specific-use="reviewer" content-type="reviewer-1">Reviewer 1</role>
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<event event-type="reviewer-report-received">
<event-desc>Reviewer report received</event-desc>
<date iso-8601-date="2026-10-22"><day>22</day><month>10</month><year>2026</year></date>
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<p><italic>Written by the journal&#x27;s review engine in the role of the application reviewer, and read by the editor before the decision. How the engine works is on the <ext-link ext-link-type="uri" xlink:href="https://jrepstat.fairpressjournals.com/about/peer-review/">peer review page</ext-link>.</italic></p>
<p>Recommendation: accept.</p>
<p>Of the four required points and two lighter ones I raised, all are met, and two of them go beyond what I asked.</p>
<p>The scope concern is resolved in the stronger of the two ways I offered. Rather than only qualifying the conclusion, Section 8 adds two stress scenarios benchmarked against Gauss-Hermite quadrature, and the result is the most useful part of the revision: INLA underestimates the small-cluster binary GLMM evidence by about 0.73 to 0.77 log units across all configurations, while holding to roughly 0.10 to 0.15 in the overdispersed Poisson case. The Conclusions now circumscribe reliability to the regimes tested and state this boundary plainly. This is the finding an applied reader most needs, and the paper is better for carrying a case where INLA is shown to strain rather than only cases where it holds.</p>
<p>The Table 4 spread is now settled. The independent importance-sampling reference (MCSE 0.003) places INLA within 0.02 to 0.03 log units of the integral, and Section 5 and Table 6 show that the larger literature spread in nested sampling and AIS is correlated across models and cancels on the log Bayes factor scale, where the across-method difference is at most 0.08 and no evidence category changes. Framing the whole validation on the decision scale (Section 7, Table 6) answers the question the paper set out to ask more directly than the original draft did. Table 1 now defines D and reports the harmonic-mean bias explicitly, and p_t is gone from equations (9) to (11). The two recommended items, the numerical discrepancy summaries across the prior ranges and the MCSE columns, are also in.</p>
<p>I read the newly added Sections 7 and 8 and Tables 5 to 7 for internal consistency and found the numbers coherent with the text and with each other. One cosmetic defect remains in the first sentence of the Conclusions, noted above for the proof.</p>
<p>Numbered suggestions to the authors:</p>
<list list-type="order">
  <list-item>
    <p>[editor_fix] In the first sentence of Section 9, “INLA’s discrepancies from reference benchmarks neglectable, which preserves scientific model-selection decisions” is missing a verb; set it to “are negligible”. Confirm at proof.</p>
  </list-item>
</list>
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<sub-article id="pr-r2-report2" article-type="reviewer-report">
<front-stub>
<article-id pub-id-type="doi">10.68365/jrepstat.2026.9.r2.report2</article-id>
<title-group>
<article-title>Report Reviewer 2, round 2</article-title>
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<contrib-group>
<contrib contrib-type="author">
<collab>JRepStat review engine</collab>
<role specific-use="reviewer" content-type="reviewer-2">Reviewer 2</role>
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<event event-type="reviewer-report-received">
<event-desc>Reviewer report received</event-desc>
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<p><italic>Written by the journal&#x27;s review engine in the role of the methodology reviewer, and read by the editor before the decision. How the engine works is on the <ext-link ext-link-type="uri" xlink:href="https://jrepstat.fairpressjournals.com/about/peer-review/">peer review page</ext-link>.</italic></p>
<p>Recommendation: accept.</p>
<p>Of the four required points and two lighter ones I raised, all four required points are met.</p>
<p>The decision-scale reframing I asked for now runs through Section 7 and Table 6. INLA’s error on the log Bayes factor scale is at or below 0.026 (at or below 0.010 against the exact and importance-sampling references), and posterior model weights shift by at most 0.002, read against the Kass and Raftery categories. That is the evidence the earlier scatterplots and “second decimal” phrasing lacked. The independent importance-sampling reference for the Pima example (200,000 draws, MCSE 0.003) also settles the Table 4 spread cleanly: the across-method differences in log marginal likelihood cancel on the Bayes factor scale, and the paper now shows that rather than asserting comparability.</p>
<p>Each example states its latent-field strategy and hyperparameter integration, and Table 5 compares all five combinations for the epilepsy GLMM, with the R and R-INLA versions pinned. The generality claim is qualified, and Section 8 adds the straining case: the small-cluster binary GLMM (S2) underestimates the log marginal likelihood by about 0.73 to 0.77 against 50-point Gauss-Hermite quadrature, which is the kind of boundary the earlier draft wrote away. Section 4 now reads probit regression throughout, and Table 1 defines D and reports the harmonic-mean error directly.</p>
<p>The two recommended points are substantially addressed. Section 6 reports the full INLA strategy spread and the literature Monte Carlo standard error for Chib-Jeliazkov. The reference there remains the two published single values rather than your own replicate runs, which is a reasonable choice given the published estimates carry their own reported standard errors, and I do not press it.</p>
<p>One point is newly visible in the revised tables and worth a check before production. In Tables 5 and 7 the integration-based estimate is identical to the reported precision across the Gaussian, simplified Laplace and full Laplace strategies under CCD (for example -914.67 in Table 5, -42.9984 for S2 in Table 7). For a Poisson or binary GLMM the full Laplace correction to the latent full conditional should move the denominator of equation (6) relative to the Gaussian strategy, so identical values across strategies either reflect differences below the reported precision or a strategy argument that did not take effect. A one-line confirmation or the unrounded numbers would resolve it. This bears on the diagnostic rule in Section 9, which leans on the strategy and integration comparison.</p>
<p>Numbered suggestions to the authors:</p>
<list list-type="order">
  <list-item>
    <p>[editor_fix] Repair the Conclusions sentence “INLA’s discrepancies from reference benchmarks neglectable, which preserves scientific model-selection decisions” to read “are negligible”.</p>
  </list-item>
  <list-item>
    <p><sc>recommended</sc> Verify that the latent-field strategy argument is active in the Table 5 and Table 7 runs and report the unrounded integration-based estimates, or add a sentence explaining why the integration estimate does not change across the Gaussian, simplified Laplace and full Laplace strategies for these models. This point is new to this version.</p>
  </list-item>
</list>
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<sub-article id="pr-r2-report3" article-type="reviewer-report">
<front-stub>
<article-id pub-id-type="doi">10.68365/jrepstat.2026.9.r2.report3</article-id>
<title-group>
<article-title>Report Reviewer 3, round 2</article-title>
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<contrib-group>
<contrib contrib-type="author">
<collab>JRepStat review engine</collab>
<role specific-use="reviewer" content-type="reviewer-3">Reviewer 3</role>
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<event event-type="reviewer-report-received">
<event-desc>Reviewer report received</event-desc>
<date iso-8601-date="2026-10-22"><day>22</day><month>10</month><year>2026</year></date>
</event>
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<related-object document-id="10.68365/jrepstat.2026.9" document-id-type="doi" document-type="peer-reviewed-article"/>
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<p><italic>Written by the journal&#x27;s review engine in the role of the software reviewer, and read by the editor before the decision. How the engine works is on the <ext-link ext-link-type="uri" xlink:href="https://jrepstat.fairpressjournals.com/about/peer-review/">peer review page</ext-link>.</italic></p>
<p>Recommendation: accept.</p>
<p>The two required reproducibility points from my prior report are settled in the text. The paper now pins R 4.4.1 and R-INLA 24.06.27 at the point where the harmonic-mean and INLA runs are described, names the exact approximation and integration strategies per example, and the supplementary material points to a committed sessionInfo, a seed registry at results/seeds.csv, and a driver script run_all.R with a README mapping. The L’Ecuyer-CMRG seed protocol with a recorded master seed is what lets the replicate columns in Tables 1 to 3 and the convergence runs in Figures 2 and 4 be regenerated, which was the substance of my second required point.</p>
<p>On my fourth suggestion, the cross-architecture claim now rests on a committed darwin arm64 sessionInfo together with a continuous integration workflow that regenerates the Linux x86_64 environment on push. A CI run that reproduces the numbers is at least as good as a static second log, so I read the point as met. The remaining consideration is only that a reader without access to the Actions history sees the Linux side attested by workflow rather than by a committed artifact, which is a minor presentation choice and not an ask.</p>
<p>The one limit on my confidence is unchanged from the prior round and not something the authors can close for me here: I was not handed the repository contents, so I confirmed the declared materials against the manuscript rather than executing the scripts. The declarations now describe a package that meets the reproducibility minimum for a paper shipping code with its results, a command that runs it, a pinned environment, and a determinism attestation through fixed seeds.</p>
<p>Numbered suggestions to the authors: (none — the required and recommended points from the prior round are addressed)</p>
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