Approximations to the determinant term in gaussian maximum likelihood estimation of some spatial models
DOI10.1080/03610929308831013zbMATH Open0800.62570OpenAlexW2146976706MaRDI QIDQ3137536FDOQ3137536
Authors:
Publication date: 1 November 1993
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929308831013
Inference from spatial processes (62M30) Probabilistic methods, stochastic differential equations (65C99) Numerical computation of determinants (65F40)
Cites Work
- Maximum likelihood estimation of models for residual covariance in spatial regression
- Estimation Methods for Models of Spatial Interaction
- ON STATIONARY PROCESSES IN THE PLANE
- Statistical Inference for Spatial Processes
- Title not available (Why is that?)
- Title not available (Why is that?)
- Exact maximum likelihood for incomplete data from a correlated gaussian process
- First-order autoregressive models: A method for obtaining eigenvalues for weighting matrices
Cited In (12)
- Chebyshev approximation of log-determinants of spatial weight matrices
- An \(O(N)\) parallel method of computing the log-Jacobian of the variable transformation for models with spatial interaction on a lattice
- Computing efficient exact designs of experiments using integer quadratic programming
- Likelihood-based estimation for Gaussian MRFs
- Fast maximum likelihood estimation of very large spatial autoregressive models: a characteristic polynomial approach.
- Likelihood ratio tests of correlated multivariate samples
- A randomized algorithm for approximating the log determinant of a symmetric positive definite matrix
- Approximate implementation of the logarithm of the matrix determinant in Gaussian process regression
- Monte Carlo estimates of the log determinant of large sparse matrices
- Log-det approximation based on uniformly distributed seeds and its application to Gaussian process regression
- Nonintrusive approximation of parametrized limits of matrix power algorithms -- application to matrix inverses and log-determinants
- Performance contest between MLE and GMM for huge spatial autoregressive models
Uses Software
This page was built for publication: Approximations to the determinant term in gaussian maximum likelihood estimation of some spatial models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3137536)
