Fast cars

DOI10.1080/00949659708811851MaRDI QIDQ4365860zbMATH OpenOpenAlexFDO

Authors R. Kelley Pace, Ronald P. Barry

Publication date 18 November 1997

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949659708811851

zbMATH Keywords

conditionally specified GaussianGISJacobianmaximum likelihood conditional autoregressionssparse matricesspatial statisticsvectorized profile likelihoods

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Inference from spatial processes (62M30) Probabilistic methods, stochastic differential equations (65C99)

Recommendations

• Efficient likelihood computations for some multivariate Gaussian Markov random fields
• Faster maximum likelihood estimation of very large spatial autoregressive models: an extension of the Smirnov–Anselin result
• Likelihood-based estimation for Gaussian MRFs
• scientific article; zbMATH DE number 125305

Cites work

• Computationally exploitable structure of covariance matrices and generalized convariance matrices in spatial models
• Estimation Methods for Models of Spatial Interaction
• scientific article; zbMATH DE number 3816913 (Why is no real title available?)
• scientific article; zbMATH DE number 52492 (Why is no real title available?)
• scientific article; zbMATH DE number 3513115 (Why is no real title available?)
• scientific article; zbMATH DE number 3892457 (Why is no real title available?)
• Kriging with large data sets using sparse matrix techniques
• On multimodality of the likelihood in the spatial linear model
• Problems with likelihood estimation of covariance functions of spatial Gaussian processes
• Sparse matrix methods for unbalanced multifactor analysis of variance and covariance
• Sparse spatial autoregressions
• Statistical Inference for Spatial Processes

Cited in

(8)

• Marginal maximum likelihood estimation of SAR models with missing data
• Independent sampling for Bayesian normal conditional autoregressive models with OpenCL acceleration
• Estimation of spatial autoregressive models with measurement error for large data sets
• Efficient likelihood computations for some multivariate Gaussian Markov random fields
• Computational aspects of the EM algorithm for spatial econometric models with missing data
• Strategies for Fitting Large, Geostatistical Data in MCMC Simulation
• Marginal maximum likelihood estimation of conditional autoregressive models with missing data
• Variational Bayes inference for simultaneous autoregressive models with missing data

Describes a project that uses

Uses Software

• spatial
• symrcm

This page was built for publication: Fast cars

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4365860)