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GMRFLib

swMATH ID: 6641
Software Authors:
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; Stan; Stem; Fahrmeir; WinBUGS; SemiPar; PRMLT; BayesX; CSparse; INLA; GAMLSS; GitHub; GPvecchia; CODA; gss
Cited in: 494 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
all top 5

Cited by 966 Authors

40 Rue, Håvard
13 Kneib, Thomas
13 Lindgren, Finn
12 Banerjee, Sudipto
12 Bolin, David
12 Held, Leonhard
10 Yue, Yu Ryan
9 Bardsley, Johnathan M.
9 Simpson, Daniel Peter
8 Fahrmeir, Ludwig
7 Fox, Colin D.
7 Genton, Marc G.
7 Rougier, Jonathan C.
7 Sain, Stephan R.
7 Wakefield, Jon C.
6 Bachoc, François
6 Huser, Raphaël
6 Klein, Nadja
6 Mangion, Andrew Zammit
6 Paciorek, Christopher J.
6 Verzelen, Nicolas
5 Cui, Tiangang
5 Finley, Andrew O.
5 Furrer, Reinhard
5 Girolami, Mark A.
5 Hooten, Mevin B.
5 Hrafnkelsson, Birgir
5 MacNab, Ying Cai
5 Martino, Sara
5 Riebler, Andrea
5 Sørbye, Sigrunn Holbek
5 Wikle, Christopher K.
4 Baz, Juan
4 Castruccio, Stefano
4 Cressie, Noel A. C.
4 Godtliebsen, Fred
4 Hristopulos, Dionissios T.
4 Kang, Emily L.
4 Lindström, Johan
4 Loh, Ji Meng
4 Marzouk, Youssef M.
4 Mengersen, Kerrie L.
4 Pérez-Fernández, Raúl
4 van Niekerk, Janet
3 Adebayo, Samson B.
3 Alonso, Pedro
3 Amaral Turkman, Maria Antónia
3 Anitescu, Mihai
3 Assunção, Renato Martins
3 Barthelmé, Simon
3 Bevilacqua, Moreno
3 De Oliveira, Victor
3 Diggle, Peter John
3 Elster, Clemens
3 Ferreira, Marco A. R.
3 Fuglstad, Geir-Arne
3 Gaedke-Merzhäuser, Lisa
3 Gómez-Rubio, Virgilio
3 Hansen, Per Christian
3 Haran, Murali
3 Hoeting, Jennifer A.
3 Hofmann, Mathias
3 Höhle, Michael
3 Hössjer, Ola G.
3 Kaipio, Jari P.
3 Kaiser, Mark S.
3 Kauermann, Goran
3 Keyes, David Elliot
3 Khaledi, Majid Jafari
3 Kleiber, William
3 Selland Kleppe, Tore
3 Krainski, Elias Teixeira
3 Liang, Faming
3 Luttman, Aaron
3 Minin, Vladimir N.
3 Mondal, Debashis
3 Opitz, Thomas
3 Palacios, Julia A.
3 Rivaz, Firoozeh
3 Robert, Christian P.
3 Roininen, Lassi
3 Rullière, Didier
3 Sauter, Rafael
3 Scharf, Henry R.
3 Schenk, Olaf
3 Skrøvseth, Stein Olav
3 Song, Eunhye
3 Steinsland, Ingelin
3 Sun, Dongchu
3 Sun, Ying
3 Uribe, Felipe
3 Villani, Mattias
3 Wübbeler, Gerd
2 Abd Naeeim, Nurul Syafiah
2 Abdul Rahman, Nuzlinda
2 Amblard, Pierre-Olivier
2 Baghishani, Hossein
2 Bakka, Haakon C.
2 Bamber, Jonathan
2 Becker, Stephen R.
...and 866 more Authors
all top 5

Cited in 117 Serials

43 Computational Statistics and Data Analysis
30 The Annals of Applied Statistics
25 Environmetrics
23 Journal of Computational and Graphical Statistics
18 Statistics and Computing
15 Journal of the American Statistical Association
14 Journal of Agricultural, Biological, and Environmental Statistics
14 Bayesian Analysis
13 Biometrics
12 Biometrical Journal
11 Scandinavian Journal of Statistics
10 SIAM Journal on Scientific Computing
9 Test
9 Journal of Applied Statistics
8 Statistics in Medicine
7 Journal of Statistical Planning and Inference
7 Technometrics
7 Statistical Science
7 Statistical Modelling
6 Computational Statistics
6 Statistical Methods and Applications
6 SIAM/ASA Journal on Uncertainty Quantification
5 Inverse Problems
5 International Statistical Review
5 Journal of Multivariate Analysis
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 Stat
3 Journal of Computational and Applied Mathematics
3 Statistica Neerlandica
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 International Journal for Numerical Methods in Engineering
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 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 ACM Transactions on Mathematical Software
1 Applied Mathematics and Computation
1 Automatica
1 British Journal of Mathematical & Statistical Psychology
1 Journal of Econometrics
1 Theoretical Population Biology
1 Journal of Classification
1 Chinese Journal of Applied Probability and Statistics
1 Journal of Economic Dynamics & Control
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 ACM Transactions on Modeling and Computer Simulation
1 INFORMS Journal on Computing
1 Journal of Nonparametric Statistics
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Studies in Nonlinear Dynamics and Econometrics
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
...and 17 more Serials

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