Strategies for Fitting Large, Geostatistical Data in MCMC Simulation

DOI10.1080/03610910600591917MaRDI QIDQ5481623zbMATH OpenOpenAlexWikidataFDO

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

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)

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Cites work

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• scientific article; zbMATH DE number 1077338 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
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• Kriging with large data sets using sparse matrix techniques
• Mean squared prediction error in the spatial linear model with estimated covariance parameters
• Methods of conjugate gradients for solving linear systems
• On the nonparametric estimation of covariance functions
• Sampling-Based Approaches to Calculating Marginal Densities
• Solution of Sparse Indefinite Systems of Linear Equations
• Standard Errors of Prediction in Generalized Linear Mixed Models
• The Estimation of the Mean Squared Error of Small-Area Estimators
• The Multiple-Try Method and Local Optimization in Metropolis Sampling
• The elimination form of the inverse and its application to linear programming
• Use of the Gibbs sampler to invert large, possibly sparse, positive definite matrices

Cited in

(1)

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

Describes a project that uses

Uses Software

• symrcm

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