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MMM goes bru: how to implement the hill(adstock(-)) function from Meridian in inlabru?

Methods
I was recently looking at the Marketing Mix Modelling literature, which is essentially Bayesian probabilistic modelling applied to marketing and adjacent business questions.…
May 1, 2026
Olivier Supplisson

Another look at DLNM with inlabru

Methods
DLNM
inlabru
This methods note will take another look at distributed lag non-linear models with inlabru. More specifically, I’ll show how to specify the model using the _eval features.
Apr 28, 2026
Olivier Supplisson

Fitting Bayesian Distributed Lag Non-Linear Models with inlabru

Methods
Distributed lag non-linear models (DLNMs) are useful when an exposure can affect the response both non-linearly and with a delay. A common example is environmental…
Apr 26, 2026
Olivier Supplisson
 

Bayesian Workflow book

News
The Bayesian Workflow book by Andrew Gelman, Aki Vehtari, Richard McElreath, and coauthors is now announced and available for pre-order on Amazon.
Apr 24, 2026
Olivier Supplisson
 

MMD estimator

Methods
Download inla_mmd_cloglike.c
Apr 18, 2026
Olivier Supplisson
 

Interesting blogs and packages

News
Here is a short list of blogs and packages that I keep coming back to when working on Bayesian models, R-INLA workflows, and applied statistics.
Apr 18, 2026
Olivier Supplisson
 

Quarterly GDP Bayesian Forecasting

Applications
A recent GDP nowcasting article from the French macroeconomic lab OFCE motivated the following exercise. The aim is deliberately narrow: assess how far a quarterly Bayesian…
Apr 15, 2026
Olivier Supplisson
 

Daily joint prediction of CAC40 opening and closing levels

Applications
This application studies a joint forecasting problem for the CAC 40 opening and closing levels. Rather than treating the intraday move as a single response, the…
Apr 12, 2026
Olivier Supplisson
 

Censored binomial likelihood in R-INLA

Methods
Download cloglike-censored-binomial.c
Apr 12, 2026
Olivier Supplisson
 

Univariate P-splines in R-INLA and inlabru

Methods
P-splines combine a flexible B-spline basis with a roughness penalty on the coefficients. Their main practical objective is to make model specification more robust to the…
Apr 12, 2026
Olivier Supplisson
 

Welcome!

News
Welcome to my brand-new blog. If you would like to know more about my academic and professional background, you can visit my LinkedIn or read my CV. I hope you will find the…
Apr 12, 2026
Olivier Supplisson
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