Reduced-Dimensional Monte Carlo Maximum Likelihood for Latent Gaussian Random Field Models

DOI10.1080/10618600.2020.1811106MaRDI QIDQ5066383

Jaewoo Park, Murali Haran

Publication date: 29 March 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1910.09711

zbMATH Keywords

importance sampling; Markov chain Monte Carlo; dimension reduction; non-Gaussian spatial data; Monte Carlo maximum likelihood

Mathematics Subject Classification ID

62-XX: Statistics

Related Items

Log-Gaussian Cox process modeling of large spatial lightning data using spectral and Laplace approximations

Uses Software

• GMRFLib
• Rcpp
• spBayes
• PMTK
• bernor

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