Specifying a Gaussian Markov Random Field by a Sparse Cholesky Triangle

DOI10.1080/03610910500416108zbMath1089.60034OpenAlexW2072303560MaRDI QIDQ3378032

Hanne T. Wist, Håvard Rue

Publication date: 29 March 2006

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

Full work available at URL: http://cds.cern.ch/record/848101

zbMATH Keywords

sparse matricesparameterizationincomplete Cholesky factorization

Mathematics Subject Classification ID

Random fields (60G60) Random fields; image analysis (62M40)

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Uses Software

• GMRFLib
• spBayes

Cites Work

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• Fast Sampling of Gaussian Markov Random Fields
• Solving Sparse Symmetric Sets of Linear Equations by Preconditioned Conjugate Gradients
• A class of first order factorization methods
• Fitting Gaussian Markov Random Fields to Gaussian Fields
• On Block Updating in Markov Random Field Models for Disease Mapping
• Approximating Hidden Gaussian Markov Random Fields
• Bayesian Analysis of Agricultural Field Experiments