메뉴 건너뛰기




Volumn 84, Issue 10, 2014, Pages 2266-2284

INLA or MCMC? A tutorial and comparative evaluation for spatial prediction in log-Gaussian Cox processes

Author keywords

integrated nested Laplace approximation; log Gaussian Cox process; Markov chain Monte Carlo; spatial modelling

Indexed keywords


EID: 84902670046     PISSN: 00949655     EISSN: 15635163     Source Type: Journal    
DOI: 10.1080/00949655.2013.788653     Document Type: Article
Times cited : (74)

References (26)
  • 1
    • 22344438843 scopus 로고    scopus 로고
    • Point process methodology for on-line spatio-temporal disease surveillance
    • Diggle P, Rowlingson B, Su T. Point process methodology for on-line spatio-temporal disease surveillance. Environmetrics. 2005;16(5):423-434. doi: 10.1002/env.712
    • (2005) Environmetrics , vol.16 , Issue.5 , pp. 423-434
    • Diggle, P.1    Rowlingson, B.2    Su, T.3
  • 2
    • 62849120031 scopus 로고    scopus 로고
    • Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations
    • Rue H, Martino S, Chopin N. Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations. J R Stat Soc Ser B. 2009;71(2):319-392. doi: 10.1111/j.1467-9868.2008.00700.x
    • (2009) J R Stat Soc Ser B , vol.71 , Issue.2 , pp. 319-392
    • Rue, H.1    Martino, S.2    Chopin, N.3
  • 3
    • 79961050814 scopus 로고    scopus 로고
    • An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach
    • Lindgren F, Rue H, Lindström J. An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach. J R Stat Soc Ser B. 2011;73(4):423-498. doi: 10.1111/j.1467-9868.2011.00777.x
    • (2011) J R Stat Soc Ser B , vol.73 , Issue.4 , pp. 423-498
    • Lindgren, F.1    Rue, H.2    Lindström, J.3
  • 4
    • 26844511557 scopus 로고    scopus 로고
    • Gaussian Markov random fields
    • Boca Raton, FL, Boca Raton, FL,: Chapman & Hall/CRC
    • Rue H, Held L. Gaussian Markov random fields. Boca Raton, FL: Chapman & Hall/CRC; 2005.
    • (2005)
    • Rue, H.1    Held, L.2
  • 5
    • 84873421575 scopus 로고    scopus 로고
    • lgcp - an R package for inference with spatiotemporal log-Gaussian Cox processes
    • Available from
    • Taylor B, Davies T, Rowlingson B, Diggle P. lgcp - an R package for inference with spatiotemporal log-Gaussian Cox processes. J Statist Softw. 2013;52(4). Available from: http://www.jstatsoft.org/v52/i04.
    • (2013) J Statist Softw , vol.52 , Issue.4
    • Taylor, B.1    Davies, T.2    Rowlingson, B.3    Diggle, P.4
  • 6
    • 0036522614 scopus 로고    scopus 로고
    • Fitting Gaussian Markov random fields to Gaussian fields
    • Rue H, Tjemeland H. Fitting Gaussian Markov random fields to Gaussian fields. Scand J Statist. 2002;29(1):31-49. doi: 10.1111/1467-9469.00058
    • (2002) Scand J Statist , vol.29 , Issue.1 , pp. 31-49
    • Rue, H.1    Tjemeland, H.2
  • 13
    • 0035649290 scopus 로고    scopus 로고
    • Spatiotemporal prediction for log-Gaussian Cox processes
    • Brix A, Diggle PJ. Spatiotemporal prediction for log-Gaussian Cox processes. J R Stat Soc Ser B. 2001;63(4): 823-841. doi: 10.1111/1467-9868.00315
    • (2001) J R Stat Soc Ser B , vol.63 , Issue.4 , pp. 823-841
    • Brix, A.1    Diggle, P.J.2
  • 16
    • 77956890234 scopus 로고
    • Monte Carlo sampling methods using Markov chains and their applications
    • Hastings WK. Monte Carlo sampling methods using Markov chains and their applications. Biometrika. 1970;57(1):97-109. doi: 10.1093/biomet/57.1.97
    • (1970) Biometrika , vol.57 , Issue.1 , pp. 97-109
    • Hastings, W.K.1
  • 18
    • 79952295497 scopus 로고    scopus 로고
    • Riemann manifold Langevin and Hamiltonian Monte Carlo methods
    • Girolami M, Calderhead B. Riemann manifold Langevin and Hamiltonian Monte Carlo methods. J R Stat Soc Ser B. 2011;73(2):123-214. doi: 10.1111/j.1467-9868.2010.00765.x
    • (2011) J R Stat Soc Ser B , vol.73 , Issue.2 , pp. 123-214
    • Girolami, M.1    Calderhead, B.2
  • 19
    • 85132364916 scopus 로고    scopus 로고
    • Exponential convergence of Langevin distributions and their discrete approximations
    • Roberts GO, Tweedie RL. Exponential convergence of Langevin distributions and their discrete approximations. Bernoulli. 1996;2(4):341-363. doi: 10.2307/3318418
    • (1996) Bernoulli , vol.2 , Issue.4 , pp. 341-363
    • Roberts, G.O.1    Tweedie, R.L.2
  • 20
    • 0000936678 scopus 로고    scopus 로고
    • Optimal scaling of discrete approximations to Langevin diffusions
    • Roberts GO, Rosenthal JS. Optimal scaling of discrete approximations to Langevin diffusions. J R Stat Soc Ser B Statist Methodol. 1998;60(14):255-268. doi: 10.1111/1467-9868.00123
    • (1998) J R Stat Soc Ser B Statist Methodol , vol.60 , Issue.14 , pp. 255-268
    • Roberts, G.O.1    Rosenthal, J.S.2
  • 21
    • 0013037129 scopus 로고    scopus 로고
    • Optimal scaling for various Metropolis-Hastings algorithms
    • Roberts G, Rosenthal J. Optimal scaling for various Metropolis-Hastings algorithms. Statist Sci. 2001;16(4): 351-367. doi: 10.1214/ss/1015346320
    • (2001) Statist Sci , vol.16 , Issue.4 , pp. 351-367
    • Roberts, G.1    Rosenthal, J.2
  • 22
    • 57849088168 scopus 로고    scopus 로고
    • A tutorial on adaptive MCMC
    • Andrieu C, Thoms J. A tutorial on adaptive MCMC. Statist Comput. 2008;18(4):343-373. doi: 10.1007/s11222-008-9110-y
    • (2008) Statist Comput , vol.18 , Issue.4 , pp. 343-373
    • Andrieu, C.1    Thoms, J.2
  • 23
    • 0000016172 scopus 로고
    • A stochastic approximation methods
    • Robbins H, Munro S. A stochastic approximation methods. Ann Math Stat. 1951;22(3):400-407. doi: 10.1214/aoms/1177729586
    • (1951) Ann Math Stat , vol.22 , Issue.3 , pp. 400-407
    • Robbins, H.1    Munro, S.2
  • 24
    • 33846101238 scopus 로고    scopus 로고
    • Fixed-width output analysis for Markov chain Monte Carlo
    • Jones GL, Haran M, Caffo BS, Neath R. Fixed-width output analysis for Markov chain Monte Carlo. J Amer Statist Assoc. 2006;101:1537-1547. doi: 10.1198/016214506000000492
    • (2006) J Amer Statist Assoc , vol.101 , pp. 1537-1547
    • Jones, G.L.1    Haran, M.2    Caffo, B.S.3    Neath, R.4
  • 26
    • 33645558077 scopus 로고    scopus 로고
    • Robust Markov chain Monte Carlo methods for spatial generalized linear mixed models
    • Christensen OF, Roberts GO, Sköld M. Robust Markov chain Monte Carlo methods for spatial generalized linear mixed models. J Comput Graph Statist. 2006;15(1):1-17. doi: 10.1198/106186006X100470
    • (2006) J Comput Graph Statist , vol.15 , Issue.1 , pp. 1-17
    • Christensen, O.F.1    Roberts, G.O.2    Sköld, M.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.