On edge correction of conditional and intrinsic autoregressions

D Mondal

Biometrika, 2018, vol. 105, issue 2, 447-454

Abstract: SUMMARYThis 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.

Keywords: Discrete cosine transform; Gaussian Markov random field; Matrix-free computation; Positive polynomial; Sparse precision matrix; Spatial statistics (search for similar items in EconPapers)
Date: 2018
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