Journal of Statistical Theory and Applications

Volume 13, Issue 2, June 2014, Pages 151 - 161

Bayesian Prediction in Clipped GLG Random Field Using Slice Sampling

Authors
Majid Jafari Khaledi, Hamidreza Zareifard, Firoozeh Rivaz
Corresponding Author
Majid Jafari Khaledi
Received 29 September 2013, Accepted 20 January 2014, Available Online 31 March 2014.
DOI
10.2991/jsta.2014.13.2.5How to use a DOI?
Keywords
Binary spatial data; Bayesian latent model; Heavy tail; Slice sampling
Abstract

By assuming that an underlying Gaussian-Log Gaussian (GLG) random field clipped to yield binary spatial data, we propose a new model which provides flexibility in capturing the effects of heavy tail in latent variables. For our analysis, we adopt a Bayesian framework and develop a Markov chain Monte Carlo (MCMC) algorithm to carry out the posterior computations. Specifically, we introduce auxiliary variables and employ the slice sampling method to simulate from the full conditional distribution of components which does not define a standard probability distribution. Then, the predictive distribution at unsampled sites is approximated based on acquired samples. Finally, we illustrate our methodology considering simulation and real data sets.

Copyright
© 2013, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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Journal
Journal of Statistical Theory and Applications
Volume-Issue
13 - 2
Pages
151 - 161
Publication Date
2014/03/31
ISSN (Online)
2214-1766
ISSN (Print)
1538-7887
DOI
10.2991/jsta.2014.13.2.5How to use a DOI?
Copyright
© 2013, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

TY  - JOUR
AU  - Majid Jafari Khaledi
AU  - Hamidreza Zareifard
AU  - Firoozeh Rivaz
PY  - 2014
DA  - 2014/03/31
TI  - Bayesian Prediction in Clipped GLG Random Field Using Slice Sampling
JO  - Journal of Statistical Theory and Applications
SP  - 151
EP  - 161
VL  - 13
IS  - 2
SN  - 2214-1766
UR  - https://doi.org/10.2991/jsta.2014.13.2.5
DO  - 10.2991/jsta.2014.13.2.5
ID  - Khaledi2014
ER  -