Random field priors for spectral density functions
DOI10.1016/J.JSPI.2006.05.023zbMATH Open1114.62097OpenAlexW1966587533MaRDI QIDQ997305FDOQ997305
Authors: S. Tonellato 
Publication date: 23 July 2007
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2006.05.023
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- scientific article; zbMATH DE number 32964
Gaussian processesMCMCMarkov random fieldsWhittle likelihoodshort memory processesMatérn correlation function
Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Random fields; image analysis (62M40) Inference from stochastic processes and spectral analysis (62M15)
Cites Work
- Fast sampling of Gaussian Markov random fields
- Interpolation of spatial data. Some theory for kriging
- Fitting Gaussian Markov Random Fields to Gaussian Fields
- Title not available (Why is that?)
- Bayesian Estimation of the Spectral Density of a Time Series
- On Block Updating in Markov Random Field Models for Disease Mapping
- Spectral methods for nonstationary spatial processes
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- Contiguity of the Whittle measure for a Gaussian time series
- Data-Driven Choice of a Spectrum Estimate: Extending the Applicability of Cross-Validation Methods
- Bayesian semiparametric inference on long-range dependence
Cited In (6)
- Bayesian multiscale feature detection of log-spectral densities
- Filter-based mean-field inference for random fields with higher-order terms and product label-spaces
- Bayesian nonparametric spectral density estimation using B-spline priors
- Asymptotic theory of cepstral random fields
- Nonparametric Bayesian inference for the spectral density function of a random field
- Spectral representations for random densities
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