Strategies for Fitting Large, Geostatistical Data in MCMC Simulation

DOI10.1080/03610910600591917zbMATH Open1093.62034OpenAlexW2005530923WikidataQ56831057 ScholiaQ56831057MaRDI QIDQ5481623FDOQ5481623

Authors: Armin Gemperli, Penelope Vounatsou 

Publication date: 10 August 2006

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910600591917

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zbMATH Keywords

Markov chain Monte CarloBayesian modelgeostatisticsgeneralized linear mixed modelincomplete factorizationsweep operatorband system solverGibbs--Poole--Stockmeyer algorithmquotient-minimum-degree algorithm

Mathematics Subject Classification ID

Bayesian inference (62F15) Directional data; spatial statistics (62H11) Numerical analysis or methods applied to Markov chains (65C40) Geostatistics (86A32)

Cites Work

• Fast sampling of Gaussian Markov random fields
• Interpolation of spatial data. Some theory for kriging
• Title not available (Why is that?)
• Covariance structure of the Gibbs sampler with applications to the comparisons of estimators and augmentation schemes
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• Sampling-Based Approaches to Calculating Marginal Densities
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• Alternating Subspace-Spanning Resampling to Accelerate Markov Chain Monte Carlo Simulation
• Methods of conjugate gradients for solving linear systems
• The Estimation of the Mean Squared Error of Small-Area Estimators
• Standard Errors of Prediction in Generalized Linear Mixed Models
• Solution of Sparse Indefinite Systems of Linear Equations
• On the nonparametric estimation of covariance functions
• Bayesian learning for neural networks
• An Algorithm for Reducing the Bandwidth and Profile of a Sparse Matrix
• A Tutorial on the SWEEP Operator
• The elimination form of the inverse and its application to linear programming
• The Multiple-Try Method and Local Optimization in Metropolis Sampling
• Kriging with large data sets using sparse matrix techniques
• Mean squared prediction error in the spatial linear model with estimated covariance parameters
• Implementation of the Gibbs-Poole-Stockmeyer and Gibbs-King Algorithms
• Use of the Gibbs sampler to invert large, possibly sparse, positive definite matrices
• Fast cars

Cited In (1)

• Efficient model-fitting and model-comparison for high-dimensional Bayesian geostatistical models

Uses Software

• symrcm

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