Lionel Hertzog continues a series on spatial regression:
INLA is a package that allows to fit a broad range of model, it uses Laplace approximation to fit Bayesian models much, much faster than algorithms such as MCMC. INLA allows for fitting geostatistical models via stochastic partial differential equation (SPDE), a good place for more background informations on this are these two gitbooks: spde-gitbook and inla-gitbook.
This is not the gentlest introduction, so if you’re new to the concept go back and read part 1.