Scaling priors for intrinsic Gaussian Markov random fields applied to blood pressure data

Maria‐Zafeiria Spyropoulou and James Bentham

Statistica Neerlandica, 2024, vol. 78, issue 3, 491-504

Abstract: An Intrinsic Gaussian Markov Random Field (IGMRF) can be used to induce conditional dependence in Bayesian hierarchical models. IGMRFs have both a precision matrix, which defines the neighborhood structure of the model, and a precision, or scaling, parameter. Previous studies have shown the importance of selecting the prior for this scaling parameter appropriately for different types of IGMRF, as it can have a substantial impact on posterior estimates. Here, we focus on cases in one and two dimensions, where tuning of the prior is achieved by mapping it to the marginal SD of an IGMRF of corresponding dimensionality. We compare the effects of scaling various IGMRFs, including an application to real two‐dimensional blood pressure data using MCMC methods.

Date: 2024
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