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

被引:0
|
作者
Spyropoulou, Maria-Zafeiria [1 ]
Bentham, James [2 ]
机构
[1] Univ Kent, Sch Sport & Exercise Sci, Canterbury CT2 7FS, England
[2] Univ Kent, Sch Stat Math & Actuarial Sci, Canterbury, England
关键词
hyperpriors; intrinsic Gaussian Markov random fields; MCMC; precision; scaling; two-dimensional data;
D O I
10.1111/stan.12330
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
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.
引用
收藏
页码:491 / 504
页数:14
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