Figure 1: Simulated examples for nonparametric regression: (a) m(x) = 3sin(2.5x) + 2exp(−5x ), n = 50,σ = 0.5; (b) m(x) = x2/5 − cos(π x), n =100,σ = 0.8. The estimates (solid lines) with credible bands (dashed lines) using INLA are compared to the estimates (dash-dotted lines) using cubic smoothing spline regression. The true functions are denoted by the dotted lines.