Bayesian Analysis of Partially Linear Additive Spatial Autoregressive Models with Free-Knot Splines

This article deals with symmetrical data that can be modelled based on Gaussian distribution. We consider a class of partially linear additive spatial autoregressive (PLASAR) models for spatial data. We develop a Bayesian free-knot splines approach to approximate the nonparametric functions. It can...

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Main Authors: Zhiyong Chen, Jianbao Chen
Format: Article
Language:English
Published: MDPI AG 2021-09-01
Series:Symmetry
Subjects:
Online Access:https://www.mdpi.com/2073-8994/13/9/1635
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author Zhiyong Chen
Jianbao Chen
author_facet Zhiyong Chen
Jianbao Chen
author_sort Zhiyong Chen
collection DOAJ
description This article deals with symmetrical data that can be modelled based on Gaussian distribution. We consider a class of partially linear additive spatial autoregressive (PLASAR) models for spatial data. We develop a Bayesian free-knot splines approach to approximate the nonparametric functions. It can be performed to facilitate efficient Markov chain Monte Carlo (MCMC) tools to design a Gibbs sampler to explore the full conditional posterior distributions and analyze the PLASAR models. In order to acquire a rapidly-convergent algorithm, a modified Bayesian free-knot splines approach incorporated with powerful MCMC techniques is employed. The Bayesian estimator (BE) method is more computationally efficient than the generalized method of moments estimator (GMME) and thus capable of handling large scales of spatial data. The performance of the PLASAR model and methodology is illustrated by a simulation, and the model is used to analyze a Sydney real estate dataset.
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spelling doaj.art-71a378679db44b4e8f3011d158f4c8082023-11-22T15:27:45ZengMDPI AGSymmetry2073-89942021-09-01139163510.3390/sym13091635Bayesian Analysis of Partially Linear Additive Spatial Autoregressive Models with Free-Knot SplinesZhiyong Chen0Jianbao Chen1School of Mathematics and Statistics, Fujian Normal University, Fuzhou 350117, ChinaSchool of Mathematics and Statistics, Fujian Normal University, Fuzhou 350117, ChinaThis article deals with symmetrical data that can be modelled based on Gaussian distribution. We consider a class of partially linear additive spatial autoregressive (PLASAR) models for spatial data. We develop a Bayesian free-knot splines approach to approximate the nonparametric functions. It can be performed to facilitate efficient Markov chain Monte Carlo (MCMC) tools to design a Gibbs sampler to explore the full conditional posterior distributions and analyze the PLASAR models. In order to acquire a rapidly-convergent algorithm, a modified Bayesian free-knot splines approach incorporated with powerful MCMC techniques is employed. The Bayesian estimator (BE) method is more computationally efficient than the generalized method of moments estimator (GMME) and thus capable of handling large scales of spatial data. The performance of the PLASAR model and methodology is illustrated by a simulation, and the model is used to analyze a Sydney real estate dataset.https://www.mdpi.com/2073-8994/13/9/1635spatial datapartially linear additive model spatial autoregressivefree-knot splinesMCMC toolsGibbs sampler
spellingShingle Zhiyong Chen
Jianbao Chen
Bayesian Analysis of Partially Linear Additive Spatial Autoregressive Models with Free-Knot Splines
Symmetry
spatial data
partially linear additive model spatial autoregressive
free-knot splines
MCMC tools
Gibbs sampler
title Bayesian Analysis of Partially Linear Additive Spatial Autoregressive Models with Free-Knot Splines
title_full Bayesian Analysis of Partially Linear Additive Spatial Autoregressive Models with Free-Knot Splines
title_fullStr Bayesian Analysis of Partially Linear Additive Spatial Autoregressive Models with Free-Knot Splines
title_full_unstemmed Bayesian Analysis of Partially Linear Additive Spatial Autoregressive Models with Free-Knot Splines
title_short Bayesian Analysis of Partially Linear Additive Spatial Autoregressive Models with Free-Knot Splines
title_sort bayesian analysis of partially linear additive spatial autoregressive models with free knot splines
topic spatial data
partially linear additive model spatial autoregressive
free-knot splines
MCMC tools
Gibbs sampler
url https://www.mdpi.com/2073-8994/13/9/1635
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