The Korean Journal of Applied Statistics (응용통계연구)

The Korean Statistical Society (한국통계학회)
권호 표지

Computing Methods for Generating Spatial Random Variable and Analyzing Bayesian Model

확률난수를 이용한 공간자료가 생성과 베이지안 분석

  • 이윤동 (서울대학교 복잡계통계연구센터)
  • Published : 2001.09.01
Download PDF
⟨ Previous Next ⟩

Abstract

본 연구에서는 관심거리가 되고 있는 마코프인쇄 몬테칼로(Markov Chain Monte Carlo, MCMC)방법에 근거한 공간 확률난수 (spatial random variate)생성법과 깁스표본추출법(Gibbs sampling)에 의한 베이지안 분석 방법에 대한 기술적 사항들에 관하여 검토하였다. 먼저 기본적인 확률난수 생성법과 관련된 사항을 살펴보고, 다음으로 조건부명시법(conditional specification)을 이용한 공간 확률난수 생성법을 예를 들어 살펴보기로한다. 다음으로는 이렇게 생성된 공간자료를 분석하기 위하여 깁스표본추출법을 이용한 베이지안 사후분포를 구하는 방법을 살펴보았다.

Keywords

References

  1. Journal of the Royal Statistical Society, B v.36 Spatial interaction and the statistical analysis of lattice system Besag, J. E.
  2. Geostatistics Chiles, J.;Delfiner, P.
  3. Journal of the ACM v.14 Fourier analysis of uniform random number generators Coveyou, R. R.;MacPherson, R. D.
  4. Statistics for Spatial Data Cressie, N.
  5. Environmetrics Assessing sources of variablility in measurement of ambient particulate matters Daniels, M.;Lee, Y.;Kaiser, M.
  6. IEEE Trans. Pattern Anal. Mach. Intell. v.6 Stochastic Relaxation, Gibbs distributions and the Bayesian restoration of images Geman, S.;Geman, D.
  7. In Bayesian Statistics 4 Derivative-free adaptive rejection sampling for Gibbs sampling Gilks, W. R.
  8. Biometrika v.57 Monte Carlo Sampling methods using Markov chains and their application Hasting, W. K.
  9. Communications of the ACM v.31 Efficient and portable combined random number generator L'Ecuyer, P.
  10. Proceedings of the second the second Symposium on Large Scale Digital Computing Machinery Mathematical methods in large-scale computing units Lehmer, D. H.
  11. Applications of Number Theory to Numerical Analysis The structure of linear congruential sequences Marsaglia, G.
  12. The American Statistician v.53 Assessing the Reliability of Statistical Software, Part Ⅱ McCullough, B. D.
  13. Water Resources Research v.10 On the synthesis of random field sampling from the spectrum: An application to the generation of hydrologic spatial processes Mejia, J. M.;Rodriguez-Iturbe, I.
  14. Water Resources Research v.18 The turning bands method for simulation of random fields using line generation by a spectral method Mantoglou, A.;Wilson, J. L.
  15. J. of Chem. Phys v.21 Equations of state calculations by fast computing machines Metropolis, N.;Rosenbluth, A.;Rosenbluth, M.;Teller, A.;Teller, E.
  16. Journal of Sound and Vibration v.25 Digital simulation of random processes and its applications Shinozuka, M.;Jan, C. M.
  17. Mathematics of Computation v.19 Random numbers generated by linear recurrence modulo two Tausworthe, R. C.