The limiting distribution of the Gibbs sampler for the intrinsic conditional autoregressive model

DOI10.1214/19-BJPS435zbMATH Open1432.62299MaRDI QIDQ2330484FDOQ2330484

Authors: Marco A. R. Ferreira 

Publication date: 22 October 2019

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bjps/1566806430

Recommendations

• Convergence and accuracy of Gibbs sampling for conditional distributions in generalized linear models
• Approximate Conditional Inference in Exponential Families Via the Gibbs Sampler
• Density estimation in the \(L^ \infty\) norm for dependent data with applications to the Gibbs sampler
• Asymptotic Behavior of the Gibbs Sampler
• A Gibbs sampler for structural vector autoregressions

zbMATH Keywords

spatial dataMarkov random fieldsareal dataICAR models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Random fields; image analysis (62M40) Asymptotic distribution theory in statistics (62E20)

Cites Work

• Bayesian image restoration, with two applications in spatial statistics (with discussion)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Elements of multivariate time series analysis.
• Sampling-Based Approaches to Calculating Marginal Densities
• Markov chain Monte Carlo. Stochastic simulation for Bayesian inference.
• Time series. Modeling, computation, and inference.
• Bayesian reference analysis for Gaussian Markov random fields
• Hyper nonlocal priors for variable selection in generalized linear models
• Multiscale modeling. A Bayesian perspective
• Consistency of hyper-\(g\)-prior-based Bayesian variable selection for generalized linear models
• Objective Bayesian analysis for Gaussian hierarchical models with intrinsic conditional autoregressive priors
• Pre-surgical fMRI data analysis using a spatially adaptive conditionally autoregressive model
• Maximum likelihood and restricted maximum likelihood estimation for a class of Gaussian Markov random fields

Cited In (2)

• Fast and scalable computations for Gaussian hierarchical models with intrinsic conditional autoregressive spatial random effects
• A marginalized zero-inflated negative binomial model for spatial data: modeling COVID-19 deaths in Georgia

This page was built for publication: The limiting distribution of the Gibbs sampler for the intrinsic conditional autoregressive model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2330484)