Approximations to the determinant term in gaussian maximum likelihood estimation of some spatial models

DOI10.1080/03610929308831013MaRDI QIDQ3137536zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Probabilistic methods, stochastic differential equations (65C99) Numerical computation of determinants (65F40)

Cites work

• scientific article; zbMATH DE number 4054863 (Why is no real title available?)
• scientific article; zbMATH DE number 3240796 (Why is no real title available?)
• Estimation Methods for Models of Spatial Interaction
• Exact maximum likelihood for incomplete data from a correlated gaussian process
• First-order autoregressive models: A method for obtaining eigenvalues for weighting matrices
• Maximum likelihood estimation of models for residual covariance in spatial regression
• ON STATIONARY PROCESSES IN THE PLANE
• Statistical Inference for Spatial Processes

Cited in

(12)

• Chebyshev approximation of log-determinants of spatial weight matrices
• Monte Carlo estimates of the log determinant of large sparse matrices
• Nonintrusive approximation of parametrized limits of matrix power algorithms -- application to matrix inverses and log-determinants
• Approximate implementation of the logarithm of the matrix determinant in Gaussian process regression
• Performance contest between MLE and GMM for huge spatial autoregressive models
• Likelihood-based estimation for Gaussian MRFs
• Likelihood ratio tests of correlated multivariate samples
• A randomized algorithm for approximating the log determinant of a symmetric positive definite matrix
• Computing efficient exact designs of experiments using integer quadratic programming
• Fast maximum likelihood estimation of very large spatial autoregressive models: a characteristic polynomial approach.
• An \(O(N)\) parallel method of computing the log-Jacobian of the variable transformation for models with spatial interaction on a lattice
• Log-det approximation based on uniformly distributed seeds and its application to Gaussian process regression

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• spatial

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