On the Second‐Order Random Walk Model for Irregular Locations

DOI10.1111/j.1467-9469.2008.00610.xzbMath1199.60276OpenAlexW2151115007WikidataQ57266369 ScholiaQ57266369MaRDI QIDQ3552943

Finn Lindgren, Håvard Rue

Publication date: 22 April 2010

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2008.00610.x

zbMATH Keywords

nonparametric regressionBayesian inferenceGalerkin approximationGaussian Markov random field

Mathematics Subject Classification ID

Bayesian inference (62F15) Continuous-time Markov processes on general state spaces (60J25) Economic time series analysis (91B84)

Related Items

A novel method of marginalisation using low discrepancy sequences for integrated nested Laplace approximations, Bayesian nonparametric estimation of pair correlation function for inhomogeneous spatial point processes, Improving Bayesian Local Spatial Models in Large Datasets, A Bayesian model of dose-response for cancer drug studies, Approximate Bayesian inference for case‐crossover models, A new avenue for Bayesian inference with INLA, Stable non-linear generalized Bayesian joint models for survival-longitudinal data, Bayesian adaptive smoothing splines using stochastic differential equations, Priors for Bayesian adaptive spline smoothing, Joint models of multivariate longitudinal outcomes and discrete survival data with INLA: an application to credit repayment behaviour, Random acceleration process on finite intervals under stochastic restarting, Locally adaptive smoothing with Markov random fields and shrinkage priors, An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach, Approximate Bayesian inference for hierarchical Gaussian Markov random field models, A unified view on Bayesian varying coefficient models, A review and comparison of age-period-cohort models for cancer incidence, Penalising model component complexity: a principled, practical approach to constructing priors, INLA goes extreme: Bayesian tail regression for the estimation of high spatio-temporal quantiles, A primer on disease mapping and ecological regression using \({\mathtt{INLA}}\), Flexible, boundary adapted, nonparametric methods for the estimation of univariate piecewise-smooth functions, Bayesian Tobit quantile regression model for medical expenditure panel survey data, Competing risks joint models using R-INLA, Efficient Adaptive MCMC Through Precision Estimation, Understanding the stochastic partial differential equation approach to smoothing, Discussing the ``big \(n\) problem

Uses Software

• GMRFLib
• Fahrmeir

Cites Work

• Fast Sampling of Gaussian Markov Random Fields
• Smoothness priors analysis of time series
• Approximate Bayesian Inference for Latent Gaussian models by using Integrated Nested Laplace Approximations
• The Signal Extraction Approach to Nonlinear Regression and Spline Smoothing
• Gaussian Markov Random Fields
• Inference in Semiparametric Dynamic Models for Binary Longitudinal Data
• Multivariate statistical modelling based on generalized linear models.
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item