On edge correction of conditional and intrinsic autoregressions

• 成果类型: Article
• 署名作者: Mondal, D.
• 署名单位: Oregon State University
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/asy014
• 发表日期: 2018
• 页码: 447454
• 关键词: markov random-fields; gaussian random-fields; semi-algebraic sets; maximum-likelihood; lattice; POLYNOMIALS; models

摘要

This paper discusses edge correction for a large class of conditional and intrinsic autoregressions on two-dimensional finite regular arrays. The proposed method includes a novel reparameterization, retains the simple neighbourhood structure, ensures the nonnegative definiteness of the precision matrix, and enables scalable matrix-free statistical computation. The edge correction provides new insight into how higher-order differencing enters into the precision matrix of a conditional autoregression.