Efficient models for correlated data via convolutions of intrinsic processes

DOI10.1191/1471082X05st085oazbMath1071.62089OpenAlexW1967488723MaRDI QIDQ5694496

Christopher H. Holloman, Herbert K. H. Lee, Catherine A. Calder, Dave Higdon

Publication date: 4 October 2005

Published in: Statistical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1191/1471082x05st085oa

zbMATH Keywords

inverse problemsnonstationaritymoving averagespatial correlationconditional autoregression

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Bayesian inference (62F15) Applications of statistics in engineering and industry; control charts (62P30) Inference from stochastic processes (62M99)

Related Items (8)

Modeling material stress using integrated Gaussian Markov random fields ⋮ Bayesian Spatiotemporal Modeling on Complex-Valued fMri Signals via Kernel Convolutions ⋮ Derivation and Analysis of Fast Bilinear Algorithms for Convolution ⋮ A computational inverse method for identification of non-Gaussian random fields using the Bayesian approach in very high dimension ⋮ Bayesian sparse multivariate regression with asymmetric nonlocal priors for microbiome data analysis ⋮ A Class of Convolution-Based Models for Spatio-Temporal Processes with Non-Separable Covariance Structure ⋮ Spectral-Marginal-Based Estimation of Spatiotemporal Long-Range Dependence ⋮ Bayesian nonstationary Gaussian process models via treed process convolutions

Uses Software

• spBayes

Cites Work

• Locally optimal tests for no contamination in standard symmetric multivariate normal mixtures
• Bayesian image restoration, with two applications in spatial statistics (with discussion)
• Design and analysis of computer experiments. With comments and a rejoinder by the authors
• Bayesian Calibration of Computer Models
• Statistical and Computational Aspects of Mixed Model Analysis
• Bayesian Forecasting for Complex Systems Using Computer Simulators
• Combining Field Data and Computer Simulations for Calibration and Prediction

This page was built for publication: Efficient models for correlated data via convolutions of intrinsic processes