Corpus ID: 88514841

Valid parameter space of a bivariate Gaussian Markov random field with a generalized block-Toeplitz precision matrix

@article{Molinaro2016ValidPS,
  title={Valid parameter space of a bivariate Gaussian Markov random field with a generalized block-Toeplitz precision matrix},
  author={M. Molinaro and R. Furrer},
  journal={arXiv: Computation},
  year={2016}
}

M. Molinaro, R. Furrer

Published 2016

Mathematics

arXiv: Computation

Gaussian Markov random fields (GMRFs) are extensively used in statistics to model area-based data and usually depend on several parameters in order to capture complex spatial correlations. In this context, it is important to determine the valid parameter space, namely the domain ensuring (semi) positive-definiteness of the precision matrix. Depending on the structure of the latter, this task can be challenging. While univari- ate GMRFs with block-Toeplitz precision are well studied in the… CONTINUE READING

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