Fast sampling of Gaussian Markov random fields

DOI10.1111/1467-9868.00288zbMATH Open0979.62075OpenAlexW2167943787WikidataQ106513077 ScholiaQ106513077MaRDI QIDQ60532FDOQ60532

Authors: Håvard Rue 

Publication date: 1 July 2001

Published in: Journal of the Royal Statistical Society. Series B. Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9868.00288

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zbMATH Keywords

block samplingconditional autoregressive modeldivide-and-conquer strategyGaussian Markov random fieldsMarkov chain Monte Carlo

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Numerical analysis or methods applied to Markov chains (65C40)

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