Spatially varying SAR models and Bayesian inference for high-resolution lattice data

DOI10.1007/S10463-013-0426-9MaRDI QIDQ457258zbMATH OpenOpenAlexWikidataFDO

Authors Chiranjit Mukherjee, Prasad S. Kasibhatla, Mike West

Publication date 26 September 2014

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-013-0426-9

zbMATH Keywords

Gaussian Markov random fieldslattice dataspatial autoregressive modeldata assimilationinverse problemscomputer model assessmenthigh-dimensional atmospheric datanon-stationary random fieldssatellite imagery datasparse spatial model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Random fields; image analysis (62M40) Applications of statistics to environmental and related topics (62P12)

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Cited in

(4)

• Estimation of spatial autoregressive models with measurement error for large data sets
• Spatial stochastic volatility for lattice data
• Spatial factor models for high-dimensional and large spatial data: an application in forest variable mapping
• GPU-accelerated Bayesian learning and forecasting in simultaneous graphical dynamic linear models

Describes a project that uses

Uses Software

• HdBCS
• GMRFLib

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