Convergence of posteriors for discretized LGCPs

Project Details


In Markov chain Monte Carlo posterior computation for log Gaussian Cox processes (LGCPs) a discretization of the continuously indexed Gaussian field is required. It is demonstrated that approximate posterior expectations computed from discretized LGCPs converge to the exact posterior expectations when the cell sizes of the discretization tends to zero. The effect of discretization is studied in a data example.
Effective start/end date01/01/200501/01/2005