Outline

Lecture 1: Why INLA?
Content: A computational framework for space and space-time models: INLA, precision matrices, GMRFs, Laplace approximations, hyper-parameters, optimisation, parallel computations.

Lecture 2: Why PDEs?
Content: Efficient sampling, probability evaluations, continuous models, and physical interpretation. The SPDE framework, meshes, and the Finite Element Method. Example of real world applications with INLA.

Lecture 3: Models for space-time
Content: A tour through the space-time models we have, design criteria (problems) and solutions that are implemented. How to implement your own model.