Spatial Statistics Homework 5 June
نویسنده
چکیده
1. For a discrete process convolution model with unknown kernel parameters, linear trend, and inverse gamma priors on the variance parameters, write the full conditionals and indicate how to perform the calculations needed to sample from them. In matrix form, we have y = X(s)β + K(s, ψ)w + , where x(s i) is the i-th row of X(s), K ij = k ij = k(s i − u j ; ψ). With the assumption that p(w, β, τ 2 σ 2 , ψ) = p(w|σ 2)p(τ 2)p(σ 2)p(ψ), the posterior is p(w, τ 2 , β, σ 2 , ψ|y) ∝ p(y|w, τ 2 , β, σ 2 , ψ)p(w|σ 2)p(τ 2)p(σ 2)p(ψ), where p(y|w, τ 2 , β, σ 2 , ψ) ∝ (τ 2) −m/2 exp
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Article history: Received 3 June 2009 Revised 29 September 2009 Accepted 27 October 2009 Available online 5 November 2009
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تاریخ انتشار 2015