Abstract
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.
Original language | English |
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Journal | Scandinavian Journal of Statistics |
Volume | 66 |
Issue number | 3 |
Pages (from-to) | 229-235 |
ISSN | 0303-6898 |
DOIs | |
Publication status | Published - 2004 |
Keywords
- point processes
- Monte Carlo
- Bayesian inference
- discretization