Maximum Likelihood Estimation for Spatial Models by Markov Chain Monte Carlo Stochastic Approximation
通过马尔可夫链蒙特卡洛随机逼近计算空间模型的最大似然估计
Summary We propose a two-stage algorithm for computing maximum likelihood estimates for a class of spatial models. The algorithm combines Markov chain Monte Carlo methods such as the Metropolis–Hastings–Green algorithm and the Gibbs sampler, and stochastic approximation methods such as the off-line average and adaptive search direction. A new criterion is built into the algorithm so stopping is automatic once the desired precision has been set. Simulation studies and…