Approximating hidden Gaussian Markov random fields

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 66, Issue 4, 2004, Pages 877-892

  Rue, Håvard ^a   Steinsland, Ingelin ^a   Erland, Sveinung ^a  

^a NORWEGIAN UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Norway)

Author keywords

Block sampling; Conditional autoregressive model; Gaussian Markov random field; Hidden Markov models; Markov chain Monte Carlo methods; Metropolized independence sampler; Sequential Monte Carlo methods

Indexed keywords

EID: 8644271571     PISSN: 13697412     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9868.2004.B5590.x     Document Type: Article

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