Strategies for Fitting Large, Geostatistical Data in MCMC Simulation

DOI10.1080/03610910600591917MaRDI QIDQ5481623zbMATH OpenOpenAlexWikidataFDO

Authors Armin Gemperli, Penelope Vounatsou

Publication date 10 August 2006

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610910600591917

zbMATH Keywords

band system solverBayesian modelgeneralized linear mixed modelgeostatisticsGibbs--Poole--Stockmeyer algorithmincomplete factorizationMarkov chain Monte Carloquotient-minimum-degree algorithmsweep operator

Mathematics Subject Classification ID

Bayesian inference (62F15) Directional data; spatial statistics (62H11) Numerical analysis or methods applied to Markov chains (65C40) Geostatistics (86A32)

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Cites work

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• Fast cars
• Fast sampling of Gaussian Markov random fields
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• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• Implementation of the Gibbs-Poole-Stockmeyer and Gibbs-King Algorithms
• Interpolation of spatial data. Some theory for kriging
• Kriging with large data sets using sparse matrix techniques
• Mean squared prediction error in the spatial linear model with estimated covariance parameters
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• On the nonparametric estimation of covariance functions
• Sampling-Based Approaches to Calculating Marginal Densities
• Solution of Sparse Indefinite Systems of Linear Equations
• Standard Errors of Prediction in Generalized Linear Mixed Models
• The elimination form of the inverse and its application to linear programming
• The Estimation of the Mean Squared Error of Small-Area Estimators
• The Multiple-Try Method and Local Optimization in Metropolis Sampling
• Use of the Gibbs sampler to invert large, possibly sparse, positive definite matrices

Cited in

(1)

• Efficient model-fitting and model-comparison for high-dimensional Bayesian geostatistical models

Describes a project that uses

Uses Software

• symrcm

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