Improving performances of MCMC for nearest neighbor Gaussian process models with full data augmentation

DOI10.1016/J.CSDA.2021.107368MaRDI QIDQ2076130zbMATH OpenOpenAlexFDO

Authors Sébastien Coube-Sisqueille, Benoit Liquet

Publication date 18 February 2022

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2010.00896

zbMATH Keywords

chromatic samplerinterweavingnearest neighbor Gaussian processspace-time models

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• A comparative evaluation of stochastic-based inference methods for Gaussian process models
• A general framework for Vecchia approximations of Gaussian processes
• Approximating Likelihoods for Large Spatial Data Sets
• Efficient Algorithms for Bayesian Nearest Neighbor Gaussian Processes
• Efficient parametrisations for normal linear mixed models
• Gaussian Markov Random Fields
• Gaussian Predictive Process Models for Large Spatial Data Sets
• Handbook of spatial statistics.
• scientific article; zbMATH DE number 1134987 (Why is no real title available?)
• Inference from iterative simulation using multiple sequences
• On Block Updating in Markov Random Field Models for Disease Mapping
• Practical Bayesian modeling and inference for massive spatial data sets on modest computing environments^†

Cited in

(3)

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• Semi-Complete Data Augmentation for Efficient State Space Model Fitting
• Nonstationary Spatial Process Models with Spatially Varying Covariance Kernels

Describes a project that uses

Uses Software

• GPvecchia
• R
• spNNGP
• Rcpp
• GMRFLib

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