Question about spatial models with STAN

Hi everyone!

I have a question related with spatial models and STAN
¿Can STAN use a GMRF across SPDE (Lindgren et al., 2011) directly?


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Not yet. Sorry!
(Not in the next few months either)

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Thanks for your answer Daniel

¿This is only a problem of implementation (very complex) or another?


It’s a lot of work to implement. It’s on the “to do list” but not at the top.

Ok, I understand… Implement this methodology in STAN must be a lot of work (as you say) but a the same time a great challenge!

Very thanks for your answer


One possible workaround is to use Template Model Builder to code your model, and then use the tmbstan package to sample from the posterior using Stan’s NUTS implementation.


Yes!.. I knowed about TMB and this feature of use SPDE to approximate a GMRF…
I had a course of this platform of modelling and is very interesting, I only wanted explore the possibility of do this directly of STAN…

Many thanks!

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