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GMRFLib

swMATH ID: 6641
Software Authors: Rue, Haa rvard; Held, Leonhard
Description: Gaussian Markov random fields. Theory and applications. Researchers in spatial statistics and image analysis are familiar with Gaussian Markov Random Fields (GMRFs), and they are traditionally among the few who use them. There are, however, a wide range of applications for this methodology, from structural time-series analysis to the analysis of longitudinal and survival data, spatio-temporal models, graphical models, and semi-parametric statistics. With so many applications and with such widespread use in the field of spatial statistics, it is surprising that there remains no comprehensive reference on the subject.par Gaussian Markov Random Fields: Theory and Applications provides such a reference, using a unified framework for representing and understanding GMRFs. Various case studies illustrate the use of GMRFs in complex hierarchical models, in which statistical inference is only possible using Markov Chain Monte Carlo (MCMC) techniques. The preeminent experts in the field, the authors emphasize the computational aspects, construct fast and reliable algorithms for MCMC inference, and provide an online C-library for fast and exact simulation.par This is an ideal tool for researchers and students in statistics, particularly biostatistics and spatial statistics, as well as quantitative researchers in engineering, epidemiology, image analysis, geography, and ecology, introducing them to this powerful statistical inference method.
Homepage: http://www.math.ntnu.no/~hrue/GMRFLib/doc/html/
Programming Languages: c
Keywords: Intrinsic Gaussian Markov Random Fields; simulation; Bayesian hierarchical models; blocking strategies; auxiliary variable models; non-normal response models; probit regression; logit regression; Poisson response; Gaussian fields; GMRFLib
Related Software: R; spBayes; BayesDA; FRK; R-INLA; gamair; SemiPar; Fahrmeir; WinBUGS; Stan; Stem; BayesX; GAMLSS; CODA; INLA; gss; PRMLT; GPvecchia; CSparse; JAGS
Cited in: 408 Documents

Standard Articles

1 Publication describing the Software, including 1 Publication in zbMATH Year
Gaussian Markov random fields. Theory and applications. Zbl 1093.60003
Rue, Håvard; Held, Leonhard
2005
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Cited by 803 Authors

35 Rue, Håvard
11 Held, Leonhard
11 Lindgren, Finn
10 Banerjee, Sudipto
10 Kneib, Thomas
9 Bardsley, Johnathan M.
9 Bolin, David
9 Yue, Yu Ryan
8 Fahrmeir, Ludwig
7 Sain, Stephan R.
7 Simpson, Daniel Peter
6 Bachoc, François
6 Fox, Colin D.
6 Genton, Marc G.
6 Paciorek, Christopher J.
6 Rougier, Jonathan C.
6 Verzelen, Nicolas
6 Wakefield, Jon C.
5 Finley, Andrew O.
5 Furrer, Reinhard
5 Huser, Raphaël
5 Mangion, Andrew Zammit
5 Wikle, Christopher K.
4 Castruccio, Stefano
4 Cressie, Noel A. C.
4 Cui, Tiangang
4 Girolami, Mark A.
4 Godtliebsen, Fred
4 Hooten, Mevin B.
4 Hrafnkelsson, Birgir
4 Hristopulos, Dionissios T.
4 Loh, Ji Meng
4 MacNab, Ying Cai
4 Martino, Sara
4 Marzouk, Youssef M.
4 Riebler, Andrea
4 Sørbye, Sigrunn Holbek
4 van Niekerk, Janet
3 Amaral Turkman, Maria Antónia
3 Anitescu, Mihai
3 Assunção, Renato Martins
3 Barthelmé, Simon
3 Baz, Juan
3 De Oliveira, Victor
3 Ferreira, Marco A. R.
3 Fuglstad, Geir-Arne
3 Gómez-Rubio, Virgilio
3 Haran, Murali
3 Hoeting, Jennifer A.
3 Hofmann, Mathias
3 Höhle, Michael
3 Hössjer, Ola G.
3 Kaiser, Mark S.
3 Khaledi, Majid Jafari
3 Klein, Nadja
3 Liang, Faming
3 Luttman, Aaron
3 Minin, Vladimir N.
3 Mondal, Debashis
3 Opitz, Thomas
3 Pérez-Fernández, Raúl
3 Rivaz, Firoozeh
3 Rullière, Didier
3 Sauter, Rafael
3 Skrøvseth, Stein Olav
3 Steinsland, Ingelin
3 Sun, Dongchu
2 Abd Naeeim, Nurul Syafiah
2 Abdul Rahman, Nuzlinda
2 Alonso, Pedro
2 Amblard, Pierre-Olivier
2 Baghishani, Hossein
2 Bakka, Haakon C.
2 Bamber, Jonathan
2 Bevilacqua, Moreno
2 Chan, Joshua C. C.
2 Chen, Jie
2 Chevalier, Clément
2 Chopin, Nicolas
2 Cirak, Fehmi
2 Cooley, Daniel S.
2 Cooner, Freda W.
2 Diggle, Peter John
2 Durrande, Nicolas
2 Elster, Clemens
2 Geirsson, Óli Páll
2 Guan, Yawen
2 Guilleminot, Johann
2 Hansen, Per Christian
2 Hartman, Linda Werner
2 Hazra, Arnab
2 Hodges, James S.
2 Holan, Scott H.
2 Holmström, Lasse
2 Howard, Marylesa
2 Illian, Janine B.
2 Johnson, Timothy D.
2 Joyce, Kevin T.
2 Kaipio, Jari P.
2 Kang, Emily L.
...and 703 more Authors
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Cited in 105 Serials

42 Computational Statistics and Data Analysis
26 The Annals of Applied Statistics
18 Journal of Computational and Graphical Statistics
16 Statistics and Computing
14 Journal of Agricultural, Biological, and Environmental Statistics
13 Journal of the American Statistical Association
12 Biometrics
9 Biometrical Journal
9 Test
8 Scandinavian Journal of Statistics
8 SIAM Journal on Scientific Computing
8 Journal of Applied Statistics
8 Bayesian Analysis
8 Environmetrics
7 Journal of Statistical Planning and Inference
7 Statistical Modelling
6 Statistical Science
6 SIAM/ASA Journal on Uncertainty Quantification
5 Journal of Multivariate Analysis
5 Computational Statistics
5 Journal of the Royal Statistical Society. Series B. Statistical Methodology
5 Extremes
5 AStA. Advances in Statistical Analysis
5 Electronic Journal of Statistics
5 Mathematical Geosciences
4 Computer Methods in Applied Mechanics and Engineering
4 Journal of Computational Physics
4 Annals of the Institute of Statistical Mathematics
4 The Annals of Statistics
4 SIAM Journal on Matrix Analysis and Applications
4 Communications in Statistics. Simulation and Computation
4 Journal of Statistical Computation and Simulation
4 Linear Algebra and its Applications
4 Bernoulli
4 Statistical Methods and Applications
3 Inverse Problems
3 International Statistical Review
3 Statistics & Probability Letters
3 Australian & New Zealand Journal of Statistics
3 Statistical Methods in Medical Research
3 Inverse Problems in Science and Engineering
3 SIAM Journal on Imaging Sciences
2 Metrika
2 Biometrika
2 BIT
2 Journal of Computational and Applied Mathematics
2 Operations Research
2 Insurance Mathematics & Economics
2 Probability Theory and Related Fields
2 Neural Computation
2 Journal of Mathematical Imaging and Vision
2 Statistica Sinica
2 Biostatistics
2 Journal of Machine Learning Research (JMLR)
2 Statistical Methodology
2 Advances in Data Analysis and Classification. ADAC
2 Inverse Problems and Imaging
2 Statistical Analysis and Data Mining
1 The American Statistician
1 IMA Journal of Numerical Analysis
1 Physica A
1 Psychometrika
1 Applied Mathematics and Computation
1 Automatica
1 Journal of Econometrics
1 Theoretical Population Biology
1 Journal of Classification
1 Random Structures & Algorithms
1 Pattern Recognition
1 SIAM Review
1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
1 Mathematical Programming. Series A. Series B
1 Vestnik St. Petersburg University. Mathematics
1 Theory of Probability and Mathematical Statistics
1 ETNA. Electronic Transactions on Numerical Analysis
1 Monte Carlo Methods and Applications
1 INFORMS Journal on Computing
1 Journal of Nonparametric Statistics
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Revista Matemática Complutense
1 European Journal of Mechanics. A. Solids
1 Stochastic Environmental Research and Risk Assessment
1 Applied Stochastic Models in Business and Industry
1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 Statistical Applications in Genetics and Molecular Biology
1 REVSTAT
1 Journal of Statistical Mechanics: Theory and Experiment
1 Oberwolfach Reports
1 Monographs on Statistics and Applied Probability
1 Computational & Mathematical Methods in Medicine
1 Journal of Statistical Theory and Practice
1 Statistics and Its Interface
1 Statistics Surveys
1 Science China. Technological Sciences
1 International Journal of Mathematical Modelling and Numerical Optimisation
1 GEM - International Journal on Geomathematics
1 Journal of Probability and Statistics
1 European Actuarial Journal
1 Springer Series in Statistics
...and 5 more Serials

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