Random field priors for spectral density functions

DOI10.1016/J.JSPI.2006.05.023MaRDI QIDQ997305zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Gaussian processesMCMCMarkov random fieldsWhittle likelihoodshort memory processesMatérn correlation function

Mathematics Subject Classification ID

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)

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• scientific article; zbMATH DE number 32964

Cites work

• scientific article; zbMATH DE number 3146409 (Why is no real title available?)
• scientific article; zbMATH DE number 3854249 (Why is no real title available?)
• scientific article; zbMATH DE number 3550006 (Why is no real title available?)
• scientific article; zbMATH DE number 1086083 (Why is no real title available?)
• Bayesian Estimation of the Spectral Density of a Time Series
• Bayesian semiparametric inference on long-range dependence
• Contiguity of the Whittle measure for a Gaussian time series
• Data-Driven Choice of a Spectrum Estimate: Extending the Applicability of Cross-Validation Methods
• Fast sampling of Gaussian Markov random fields
• Fitting Gaussian Markov Random Fields to Gaussian Fields
• Interpolation of spatial data. Some theory for kriging
• On Block Updating in Markov Random Field Models for Disease Mapping
• Spectral methods for nonstationary spatial processes

Cited in

(7)

• Bayesian multiscale feature detection of log-spectral densities
• Constructing Priors that Penalize the Complexity of Gaussian Random Fields
• 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

Describes a project that uses

Uses Software

• GMRFLib
• R

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