Advances and Applications in Statistics
Volume 11, Issue 1, Pages 47 - 63
(February 2009)
|
|
AN EFFICIENT SIMULATION ALGORITHM FOR BAYESIAN SPATIAL ANALYSIS VIA THE GENERALIZED RATIO-OF-UNIFORMS METHOD
Xiaoqian Sun (USA) and Zhuoqiong He (USA)
|
Abstract: We propose an efficient simulation algorithm for Bayesian spatial analysis via the generalized ratio-of-uniforms method. The algorithm works for a general class of priors including the Jeffreys prior, the independence Jeffreys prior, and the reference prior. The main advantage of our algorithm over other MCMC algorithms is that it generates independent samples from the resulting posterior distribution. A detailed example is provided for illustration. |
Keywords and phrases: Bayesian spatial model, Gaussian random field, integrated likelihood, reference prior, generalized ratio-of-uniforms. |
|
Number of Downloads: 348 | Number of Views: 1188 |
|