Gaussian Markov Random Fields: Theory and Applications

 

About the book

• The book is published by Chapman & Hall/CRC  on the Monographs on Statistics and Applied Probability series:  Description and  contents.
  
• Order the book from Chapman & Hall/CRC  or  Amazon
• Flyer about the book
• A BibTeX-entry for referring to the book
• Look inside the book!
• The book recived honorable mentions for the deGroot prize 2007
  

Errata and comments from readers

• Updated errata and comments made by readers is available here

Software and datasets

• The GMRFLib -library and the example programs in Apppendix B: example-1, example-2, example-3
• The drivers-data
  
• The Tokyo rainfall data
• The Munich rent-data, graph for the spatial variable and the mapping to indices in the rent-data
• Cervical cancer in the former DDR: original data, R-program to process the data and the graph of DDR
• Joint disease mapping: lung-data, oral-data and the graph of Germany.
  

References and Further Reading

• J.Makhoul, Volume of the space of positive definite sequences, IEEE Trans on Acoustics, Speech and Signal Processing, Vol 28, No 3, March 1990  [PDF] (referred to in the Errata-list)
• Boundary corrections [PDF] from Thomas Kneib's PhD-thesis.
  
• D. Terzopoulos. The Computation of Visible-Surface Representations. IEEE PAMI, Vol 10, no 4, 1998, pp 417-438 [PDF]
  
• H.Rue, Marginal variances for Gaussian Markov Random Fields, preprint 2005 [PDF] (Will be publised as part of Approximate Inference for Hierarchical GMRF models, Rue & Martino, 2006, to appear).
  
• F.Lindgren & H.Rue, A note on the second order random walk model for irregular locations, preprint 2005 [PDF]
  
• H.Rue & S.Martino, Approximate Inference for Hierarchical GMRF models, preprint 2005 [PDF], revised 2006 [PDF]
• Bayesian multiscale analysis for time series data, 2006, (Download), with Tor Arne Øigard and Fred Godtliebsen.
  
• Approximate Bayesian inference for Latent Gaussian MOdels Using Integrated Nested Laplace Approximations, 2007, techreport, submitted version, revision, with Sara Martino and Nicolas Chopin.
  

Reviews

• MathSciNet
  
• JASA, March 2006
• Technometrics, February 2006
• Statistics in Medicine,  August 2006
• Journal of the Royal Statistical Society: Series A (Statistics in Society); Jun2007
• Metrika, 2008
  

Feedback

•  We appriciate  your comments on the book, missing references and missprints.
  

Short Courses

• We can give short courses based on the book. Contact us if this is of interest.