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Slice sampling for simulation based fitting of spatial data models

Publication ,  Journal Article
Agarwal, DK; Gelfand, AE
Published in: Statistics and Computing
January 1, 2005

An auxiliary variable method based on a slice sampler is shown to provide an attractive simulation-based model fitting strategy for fitting Bayesian models under proper priors. Though broadly applicable, we illustrate in the context of fitting spatial models for geo-referenced or point source data. Spatial modeling within a Bayesian framework offers inferential advantages and the slice sampler provides an algorithm which is essentially "off the shelf". Further potential advantages over importance sampling approaches and Metropolis approaches are noted and illustrative examples are supplied. © 2005 Springer Science + Business Media, Inc.

Duke Scholars

Published In

Statistics and Computing

DOI

ISSN

0960-3174

Publication Date

January 1, 2005

Volume

15

Issue

1

Start / End Page

61 / 69

Related Subject Headings

  • Statistics & Probability
  • 4905 Statistics
  • 4903 Numerical and computational mathematics
  • 4901 Applied mathematics
  • 0802 Computation Theory and Mathematics
  • 0104 Statistics
 

Citation

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Agarwal, D. K., & Gelfand, A. E. (2005). Slice sampling for simulation based fitting of spatial data models. Statistics and Computing, 15(1), 61–69. https://doi.org/10.1007/s11222-005-4790-z
Agarwal, D. K., and A. E. Gelfand. “Slice sampling for simulation based fitting of spatial data models.” Statistics and Computing 15, no. 1 (January 1, 2005): 61–69. https://doi.org/10.1007/s11222-005-4790-z.
Agarwal DK, Gelfand AE. Slice sampling for simulation based fitting of spatial data models. Statistics and Computing. 2005 Jan 1;15(1):61–9.
Agarwal, D. K., and A. E. Gelfand. “Slice sampling for simulation based fitting of spatial data models.” Statistics and Computing, vol. 15, no. 1, Jan. 2005, pp. 61–69. Scopus, doi:10.1007/s11222-005-4790-z.
Agarwal DK, Gelfand AE. Slice sampling for simulation based fitting of spatial data models. Statistics and Computing. 2005 Jan 1;15(1):61–69.
Journal cover image

Published In

Statistics and Computing

DOI

ISSN

0960-3174

Publication Date

January 1, 2005

Volume

15

Issue

1

Start / End Page

61 / 69

Related Subject Headings

  • Statistics & Probability
  • 4905 Statistics
  • 4903 Numerical and computational mathematics
  • 4901 Applied mathematics
  • 0802 Computation Theory and Mathematics
  • 0104 Statistics