Sampling Strategies for Fast Updating of Gaussian Markov Random Fields.

Gaussian Markov random fields (GMRFs) are popular for modeling dependence in large areal datasets due to their ease of interpretation and computational convenience afforded by the sparse precision matrices needed for random variable generation. Typically in Bayesian computation, GMRFs are updated jo...

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Bibliographic Details

Published in:	American Statistician Vol. 75; no. 1; pp. 52 - 66
Main Authors:	Brown, D. Andrew, McMahan, Christopher S., Watson Self, Stella
Format:	Article
Published:	Taylor & Francis Ltd Feb2021
Subjects:	Gaussian Markov random fields Random matrices Random variables Markov chain Monte Carlo Sparse matrices Gibbs sampling Markov random fields
Online Access:	View this record in EBSCOhost