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; Fahrmeir; R-INLA; SemiPar; WinBUGS; GAMLSS; BayesX; gamair; Stan; gss; PRMLT; GPvecchia; INLA; spam; CSparse; CODA; Krylstat
Referenced in: 353 Publications

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
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Referenced by 687 Authors

30 Rue, Håvard
11 Held, Leonhard
10 Lindgren, Finn
9 Banerjee, Sudipto
9 Bardsley, Johnathan M.
9 Kneib, Thomas
8 Bolin, David
8 Fahrmeir, Ludwig
8 Yue, Yu Ryan
6 Bachoc, François
6 Fox, Colin D.
6 Genton, Marc G.
6 Paciorek, Christopher J.
6 Sain, Stephan R.
6 Verzelen, Nicolas
5 Furrer, Reinhard
5 Simpson, Daniel Peter
5 Wikle, Christopher K.
4 Castruccio, Stefano
4 Cressie, Noel A. C.
4 Cui, Tiangang
4 Finley, Andrew O.
4 Godtliebsen, Fred
4 Huser, Raphaël
4 Loh, Ji Meng
4 Marzouk, Youssef M.
4 Riebler, Andrea
4 Rougier, Jonathan C.
4 Sørbye, Sigrunn Holbek
4 Wakefield, Jon C.
3 Amaral Turkman, Maria Antónia
3 Assunção, Renato Martins
3 De Oliveira, Victor
3 Ferreira, Marco A. R.
3 Fuglstad, Geir-Arne
3 Girolami, Mark A.
3 Haran, Murali
3 Hofmann, Mathias
3 Höhle, Michael
3 Hössjer, Ola G.
3 Hrafnkelsson, Birgir
3 Hristopulos, Dionissios T.
3 Kaiser, Mark S.
3 Khaledi, Majid Jafari
3 Klein, Nadja
3 Liang, Faming
3 Luttman, Aaron
3 MacNab, Ying Cai
3 Mangion, Andrew Zammit
3 Martino, Sara
3 Rivaz, Firoozeh
3 Rullière, Didier
3 Sauter, Rafael
3 Skrøvseth, Stein Olav
3 Sun, Dongchu
2 Abd Naeeim, Nurul Syafiah
2 Abdul Rahman, Nuzlinda
2 Anitescu, Mihai
2 Bakka, Haakon C.
2 Barthelmé, Simon
2 Bevilacqua, Moreno
2 Chen, Jie
2 Chevalier, Clément
2 Chopin, Nicolas
2 Cooley, Daniel S.
2 Cooner, Freda W.
2 Diggle, Peter John
2 Durrande, Nicolas
2 Elster, Clemens
2 Guan, Yawen
2 Guilleminot, Johann
2 Hartman, Linda Werner
2 Hodges, James S.
2 Holan, Scott H.
2 Holmström, Lasse
2 Hooten, Mevin B.
2 Howard, Marylesa
2 Illian, Janine B.
2 Johnson, Timothy D.
2 Joyce, Kevin T.
2 Kaipio, Jari P.
2 Kang, Emily L.
2 Katzfuss, Matthias
2 Kauermann, Goran
2 Keyes, David Elliot
2 Kirchner, Kristin
2 Selland Kleppe, Tore
2 Komárek, Arnošt
2 Lagnoux, Agnès
2 Lahiri, Soumendra Nath
2 Lesaffre, Emmanuel M. E. H.
2 Lindquist, Martin A.
2 Lindström, Johan
2 Marin, Jean-Michel
2 McBean, A. Marshall
2 Minin, Vladimir N.
2 Mondal, Debashis
2 Morzfeld, Matthias
2 Nelson, Barry L.
2 Nordman, Daniel J.
...and 587 more Authors
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Referenced in 95 Serials

41 Computational Statistics and Data Analysis
24 The Annals of Applied Statistics
16 Journal of Computational and Graphical Statistics
14 Statistics and Computing
11 Biometrics
11 Journal of Agricultural, Biological, and Environmental Statistics
8 Scandinavian Journal of Statistics
8 Journal of the American Statistical Association
8 Test
8 Bayesian Analysis
7 Journal of Statistical Planning and Inference
7 SIAM Journal on Scientific Computing
7 Journal of Applied Statistics
7 Statistical Modelling
6 Biometrical Journal
6 Statistical Science
5 Journal of Multivariate Analysis
5 Computational Statistics
5 Journal of the Royal Statistical Society. Series B. Statistical Methodology
5 AStA. Advances in Statistical Analysis
4 Journal of Computational Physics
4 Annals of the Institute of Statistical Mathematics
4 SIAM Journal on Matrix Analysis and Applications
4 Communications in Statistics. Simulation and Computation
4 Bernoulli
4 Statistical Methods and Applications
4 Electronic Journal of Statistics
4 Mathematical Geosciences
3 Computer Methods in Applied Mechanics and Engineering
3 Inverse Problems
3 The Annals of Statistics
3 Statistics & Probability Letters
3 Journal of Statistical Computation and Simulation
3 Linear Algebra and its Applications
3 Australian & New Zealand Journal of Statistics
3 Extremes
3 Statistical Methods in Medical Research
3 Inverse Problems in Science and Engineering
3 SIAM Journal on Imaging Sciences
3 SIAM/ASA Journal on Uncertainty Quantification
2 Metrika
2 Biometrika
2 Operations Research
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 Inverse Problems and Imaging
2 Statistical Analysis and Data Mining
1 IMA Journal of Numerical Analysis
1 Psychometrika
1 Automatica
1 Theoretical Population Biology
1 Insurance Mathematics & Economics
1 Journal of Classification
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 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 Journal of Statistical Mechanics: Theory and Experiment
1 Oberwolfach Reports
1 Monographs on Statistics and Applied Probability
1 Advances in Data Analysis and Classification. ADAC
1 Computational & Mathematical Methods in Medicine
1 Journal of Statistical Theory and Practice
1 Statistics and Its Interface
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
1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys
1 Wiley Series in Probability and Statistics
1 Chapman & Hall/CRC Interdisciplinary Statistics Series
1 Foundations of Data Science
1 Information Science and Statistics

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