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An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach
Journal article   Open access  Peer reviewed

An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach

Finn Lindgren, Håvard Rue and Johan Lindström
Journal of the Royal Statistical Society. Series B, Statistical methodology, Vol.73(4), pp.423-498
Read before The Royal Statistical Society at a meeting organized by the Research Section on Wednesday, March 16th, 2011, Professor D. M. Titterington in the Chair
09/2011
DOI: https://doi.org/10.1111/j.1467-9868.2011.00777.x

Abstract

Approximate Bayesian inference Covariance functions Gaussian fields Gaussian Markov random fields Latent Gaussian models Sparse matrices Stochastic partial differential equations
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https://doi.org/10.1111/j.1467-9868.2011.00777.xView
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