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Thesis

Estimation of conditional auto-regressive models

Abstract:

Conditional auto-regressive (CAR) models are frequently used with spatial data. However, the likelihood of such a model is expensive to compute even for a moderately sized data set of around 1000 sites. For models involving latent variables, the likelihood is not usually available in closed form.

In this thesis we use a Monte Carlo approximation to the likelihood (extending the approach of Geyer and Thompson (1992)), and develop two strategies for maximising this. One strategy is to...

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Institution:
University of Oxford
Oxford college:
St Cross College
Role:
Author

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Role:
Supervisor
Type of award:
DPhil
Level of award:
Doctoral
Awarding institution:
University of Oxford
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UUID:
uuid:6cc56943-2b4d-4931-895a-f3ab67e48e3a
Deposit date:
2016-10-31

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