Efficient likelihood computations for some multivariate Gaussian Markov random fields

DOI10.1016/j.jmva.2018.07.007zbMath1401.62188OpenAlexW2884884743MaRDI QIDQ1795579

Yanyan Li

Publication date: 16 October 2018

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2018.07.007

zbMATH Keywords

maximum likelihood estimationlattice datamultivariate observationsconditional autoregressive modelGaussian Markov random fieldsregional data

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

On coregionalized multivariate Gaussian Markov random fields: construction, parameterization, and Bayesian estimation and inference

Uses Software

• Matlab
• GMRFLib

Cites Work

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