A von Mises Markov random field model is introduced for the analysis of spatial series of angles. Because the likelihood function of the model is unknown up to a normalizing constant, two inferential procedures are proposed for parameter estimation. The first one is based on the maximization of a pseudo-likelihood function and provides a computationally convenient, consistent, although inefficient estimator. The second one is based on the maximization of a Monte Carlo Markov Chain approximation of the likelihood and is more efficient than the pseudo-likelihood estimator, although computationally more expensive. The model is illustrated on a spatial series of sea currents directions.

LAGONA F (2012). A von Mises Markov random field model for the analysis of spatial circular data. In Proceedings of the XLVI Scientific Meeting of the Italian Statistical Society (pp. 1-4). PADOVA : CLEUP.

A von Mises Markov random field model for the analysis of spatial circular data

LAGONA, Francesco
2012

Abstract

A von Mises Markov random field model is introduced for the analysis of spatial series of angles. Because the likelihood function of the model is unknown up to a normalizing constant, two inferential procedures are proposed for parameter estimation. The first one is based on the maximization of a pseudo-likelihood function and provides a computationally convenient, consistent, although inefficient estimator. The second one is based on the maximization of a Monte Carlo Markov Chain approximation of the likelihood and is more efficient than the pseudo-likelihood estimator, although computationally more expensive. The model is illustrated on a spatial series of sea currents directions.
978-88-6129-882-8
LAGONA F (2012). A von Mises Markov random field model for the analysis of spatial circular data. In Proceedings of the XLVI Scientific Meeting of the Italian Statistical Society (pp. 1-4). PADOVA : CLEUP.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11590/168444
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