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Current Trends in Bayesian Methodology with Applications
book

Current Trends in Bayesian Methodology with Applications

by Satyanshu K. Upadhyay, Umesh Singh, Dipak K. Dey, Appaia Loganathan
May 2015
Intermediate to advanced content levelIntermediate to advanced
680 pages
22h 33m
English
Chapman and Hall/CRC
Content preview from Current Trends in Bayesian Methodology with Applications
A Flexible Class of Reduced Rank Spatial Models for Non-Gaussian Dataset 487
Recall that ν
2
= σ
2
+τ
2
is the nugget variance. The process error variance
τ
2
is sa mpled from inverse-Gamma distribution with sha pe parameter n/2+1
and rate parameter
1
2
δ
δ + 2/a. The parameter a is sampled from another
inverse-Gamma distribution with shape parameter 3/2 and rate parameter
2
2
+ 10
10
.
The proc e ss errors, δ, for n obser ved locations are sa mpled from a multi-
variate Gaussian distribution with covariance matrix and mean vectors derived
as:
Σ
δ
=
σ
2
+ τ
2
1
I
n
(23.14)
µ
δ
= Σ
δ
(Z SA
1/2
U)
.
(23.15)
For each unobs e rved location, the pro c e ss error is sampled ...
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Publisher Resources

ISBN: 9781482235128