Gaussian Markov Random Fields

by Havard Rue, Leonhard Held

Gaussian Markov Random Field (GMRF) models are most widely used in spatial statistics - a very active area of research in which few up-to-date reference works are available. This is the first book on the subject that provides a unified framework of GMRFs with particular emphasis on the computational aspects.

This book includes extensive case-studies and, online, a c-library for fast and exact simulation. With chapters contributed by leading researchers in the field, this volume is essential reading for statisticians working in spatial theory and its applications, as well as quantitative researchers in a wide range of science fields where spatial data analysis is important.

280 pages, Hardcover

First published February 18, 2005

Reviews

[Jerzy Baranowski · Rating 4 out of 5]

This book has great introductory part, especially considering numerical methods for sparse matrices. Later it becomes a harder read requiring extra background and becomes floored focused on authors technical interests (spatial stuff). Either way recommend for those interested.