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Spatial Gibbs Sampling

Spatial Gibbs sampling anvender Gibbs-sampleren — en koordinatvis Markov chain Monte Carlo-algoritme — på modeller, hvor observationer er arrangeret rumligt, og nærliggende lokationer er statistisk afhængige. Ved at udnytte den betingede uafhængighed, der er implicit i en rumlig naboskabsstruktur, opdateres hvert sted én ad gangen givet dets naboer, hvilket gør posterior inferens håndterbar for Markov random fields, Gaussiske random fields og hierarkiske geostatistiske modeller.

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Kilder

  1. Geman, S. & Geman, D. (1984). Stochastic relaxation, Gibbs distributions, and the Bayesian restoration of images. IEEE Transactions on Pattern Analysis and Machine Intelligence, 6(6), 721–741. DOI: 10.1109/TPAMI.1984.4767596
  2. Rue, H. & Held, L. (2005). Gaussian Markov Random Fields: Theory and Applications. Chapman & Hall/CRC. ISBN: 978-1584884323

Sådan citerer du denne side

ScholarGate. (2026, June 3). Spatial Gibbs Sampling for Markov Random Fields and Geostatistical Models. ScholarGate. https://scholargate.app/da/bayesian/spatial-gibbs-sampling

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ScholarGateSpatial Gibbs Sampling (Spatial Gibbs Sampling for Markov Random Fields and Geostatistical Models). Hentet 2026-06-15 fra https://scholargate.app/da/bayesian/spatial-gibbs-sampling · Datasæt: https://doi.org/10.5281/zenodo.20539026