Spatial Neighborhood Order Determination for Gaussian Markov Random Fields

• 발행기관: 한국자료분석학회
• 저자명: Jennifer A. Hoeting Man Sik Park
• 간행물 정보: 『Journal of The Korean Data Analysis Society (JKDAS)』Vol.26 No.6, 1671~1687쪽, 전체 17쪽
• 주제분류: 자연과학 > 통계학
• 파일형태: PDF
• 발행일자: 2024.12.31

국문 초록

In this paper, we propose a new type of the Gaussian Markov random fields (GMRFs) that incorporates a parameter for the order of the spatial neighborhood. The first model is the conditional autoregressive (CAR) model with an additional parameter for neighborhood order and the other is a CAR model parameterized to account for decreasing spatial correlation (association) as the neighborhood order increases. The main characteristics of the new models are that 1) for both models, only one parameter is involved in the neighborhood structure for any order of neighborhood, 2) for the second model, the spatial correlation (association) parameters are represented by the decaying rate of spatial correlation similar to Gaussian geo-statistical models (GGMs), and 3) the most appropriate order of neighborhood is selected instead of being arbitrarily selected by the researcher. A hybrid Gibbs-Metropolis-Hastings algorithm is developed for the parameter estimation. We study the performance of the proposed models via the simulation studies.

목차

1. Introduction

2. The Proposed Models

3. The Hybrid Gibbs-Metropolis-Hastings algorithm

4. Simulation Studies

5. Discussion

Acknowledgements

Reference

키워드

Gaussian Markov random field Gaussian geo-statistical model spatial dependence Conditional Autoregressive model Gibbs-Metropolis-Hastings algorithm

참고문헌

• Journal of the Royal Statistical Society, Series C
• Chapman & Hall/CRC
• Journal of the Royal Statistical Society, Series B
• The Statistician
• Journal of the Royal Statistical Society, Series B
• Biometrika
• Communications for Statistical Applications and Methods
• Journal of the Korean Data Analysis Society
• Wiley: New York
• Wiley Interscience
• Journal of the Korean Data Analysis Society
• Biometrika
• Papers in Regional Science
• Environmental and Ecological Statistics
• Statistical Modeling
• Journal of the Korean Data Analysis Society
• Journal of the Korean Data Analysis Society
• Chapman & Hall/CRC
• Journal of the Royal Statistical Society, Series B
• Scandinavian Journal of Statistics
• Journal of the Royal Statistical Society, Series B