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• W3104898082 abstract "Gaussian Markov random fields (GMRFs) are popular for modeling dependence in large areal datasets due to their ease of interpretation and computational convenience afforded by the sparse precision matrices needed for random variable generation. Typically in Bayesian computation, GMRFs are updated jointly in a block Gibbs sampler or componentwise in a single-site sampler via the full conditional distributions. The former approach can speed convergence by updating correlated variables all at once, while the latter avoids solving large matrices. We consider a sampling approach in which the underlying graph can be cut so that conditionally independent sites are updated simultaneously. This algorithm allows a practitioner to parallelize updates of subsets of locations or to take advantage of 'vectorized' calculations in a high-level language such as R. Through both simulated and real data, we demonstrate computational savings that can be achieved versus both single-site and block updating, regardless of whether the data are on a regular or an irregular lattice. The approach provides a good compromise between statistical and computational efficiency and is accessible to statisticians without expertise in numerical analysis or advanced computing." @default.
• W3104898082 created "2020-11-23" @default.
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• W3104898082 date "2019-05-31" @default.
• W3104898082 modified "2023-09-25" @default.
• W3104898082 title "Sampling Strategies for Fast Updating of Gaussian Markov Random Fields" @default.
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• W3104898082 doi "https://doi.org/10.1080/00031305.2019.1595144" @default.
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