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Parallel exact sampling and evaluation of Gaussian Markov random fields

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  • Steinsland, Ingelin
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    File URL: http://www.sciencedirect.com/science/article/B6V8V-4J84RWV-1/2/fa0ad7538b2cdcf1eaac807a53a5e8af
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    Bibliographic Info

    Article provided by Elsevier in its journal Computational Statistics & Data Analysis.

    Volume (Year): 51 (2007)
    Issue (Month): 6 (March)
    Pages: 2969-2981

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    Handle: RePEc:eee:csdana:v:51:y:2007:i:6:p:2969-2981

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    Web page: http://www.elsevier.com/locate/csda

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    1. Gamerman, Dani & Moreira, Ajax R. B. & Rue, Havard, 2003. "Space-varying regression models: specifications and simulation," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 513-533, March.
    2. Leonhard Knorr-Held, 2002. "On Block Updating in Markov Random Field Models for Disease Mapping," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics & Finnish Statistical Society & Norwegian Statistical Association & Swedish Statistical Association, vol. 29(4), pages 597-614.
    3. H�vard Rue, 2001. "Fast sampling of Gaussian Markov random fields," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 63(2), pages 325-338.
    4. H�vard Rue & Ingelin Steinsland & Sveinung Erland, 2004. "Approximating hidden Gaussian Markov random fields," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 66(4), pages 877-892.
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    Cited by:
    1. Strid, Ingvar, 2010. "Efficient parallelisation of Metropolis-Hastings algorithms using a prefetching approach," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2814-2835, November.

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