Rue H., Held L. Gaussian Markov Random Fields: Theory and Applications

Chapman and Hall/CRC, 2005. — 280 p. — (Chapman & Hall/CRC Monographs on Statistics & Applied Probability 104). — ISBN10: 1584884320; ISBN13: 978-1584884323.Gaussian Markov Random Field (GMRF) models are most widely used in spatial statistics - a very active area of research in which few up-to-date reference works are available. This is the first book on the subject that provides a unified framework of GMRFs with particular emphasis on the computational aspects.
This book includes extensive case-studies and, online, a c-library for fast and exact simulation. With chapters contributed by leading researchers in the field, this volume is essential reading for statisticians working in spatial theory and its applications, as well as quantitative researchers in a wide range of science fields where spatial data analysis is important.