Likelihood-based estimation for Gaussian MRFs

DOI10.1016/J.STAMET.2004.10.003MaRDI QIDQ713629zbMATH OpenOpenAlexWikidataFDO

Authors Noel Cressie, Olivier Perrin, Christine Thomas-Agnan

Publication date 19 October 2012

Published in Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.stamet.2004.10.003

zbMATH Keywords

maximum likelihood estimationnormalizing constantspatial dependencegeneral linear modelCAR models

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Inference from spatial processes (62M30) Random fields; image analysis (62M40)

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Cites work

• scientific article; zbMATH DE number 3513115 (Why is no real title available?)
• scientific article; zbMATH DE number 1779491 (Why is no real title available?)
• scientific article; zbMATH DE number 783366 (Why is no real title available?)
• Approximations to the determinant term in gaussian maximum likelihood estimation of some spatial models
• Bayesian computation and stochastic systems. With comments and reply.
• Bayesian image restoration, with two applications in spatial statistics (with discussion)
• Comparison of Two Methods for Calculating the Partition Functions of Various Spatial Statistical Models
• Efficient Calculation of the Normalizing Constant of the Autologistic and Related Models on the Cylinder and Lattice
• Estimation Methods for Models of Spatial Interaction
• Evaluation of spatial Bayesian models -- two computational methods
• Fast maximum likelihood estimation of very large spatial autoregressive models: a characteristic polynomial approach.
• Fast sampling of Gaussian Markov random fields
• Maximum likelihood estimation of models for residual covariance in spatial regression
• Monte Carlo estimates of the log determinant of large sparse matrices
• Posterior distribution of hierarchical models using CAR(1) distributions
• Sparse spatial autoregressions
• Spatial statistics and computational methods

Cited in

(13)

• Spatial models for point and areal data using Markov random fields on a fine grid
• One-step estimation of spatial dependence parameters: Properties and extensions of the APLE statistic
• Centered parameterizations and dependence limitations in Markov random field models
• Objective Bayesian analysis for CAR models
• Bayesian analysis of conditional autoregressive models
• Likelihood-based inference for multivariate space-time wrapped-Gaussian fields
• Spatio-temporal modeling of sudden infant death syndrome data
• Efficient likelihood computations for some multivariate Gaussian Markov random fields
• Conditional-mean least-squares fitting of Gaussian Markov random fields to Gaussian fields
• Statistical analysis of small-area data based on independence, spatial, non-hierarchical, and hierarchical models
• Modelling small area counts in the presence of overdispersion and spatial autocorrelation
• Average worth estimation of the selected subset of Poisson populations
• Estimating the burden of the opioid epidemic for adults and adolescents in Ohio counties

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