On block updating in Markov random field models for disease mapping. (REVISED, May 2001)

Knorr-Held, Leonhard und Rue, H. (2000): On block updating in Markov random field models for disease mapping. (REVISED, May 2001). Sonderforschungsbereich 386, Discussion Paper 210

Abstract

Gaussian Markov random field (GMRF) models are commonly used to model spatial correlation in disease mapping applications. For Bayesian inference by MCMC, so far mainly single-site updating algorithms have been considered. However, convergence and mixing properties of such algorithms can be extremely bad due to strong dependencies of parameters in the posterior distribution. In this paper, we propose various block sampling algorithms in order to improve the MCMC performance. The methodology is rather general, allows for non-standard full conditionals, and can be applied in a modular fashion in a large number of different scenarios. For illustration we consider three different models: two formulations for spatial modelling of a single disease (with and without additional unstructured parameters respectively), and one formulation for the joint analysis of two diseases. We apply the proposed algorithms to two datasets known from the literature. The results indicate that the largest benefits are obtained if parameters and the corresponding hyperparameter are updated jointly in one large block. In certain situations, even updating of all or nearly all parameters in one block may be necessary. Implementation of such block algorithms is surprisingly easy using methods for fast sampling of Gaussian Markov random fields (Rue, 2000). By comparison, estimates of the relative risk and related quantities, such as the posterior probability of an exceedence relative risk, based on single-site updating, can be rather misleading, even for very long runs. Our results may have wider relevance for efficient MCMC simulation in hierarchical models with Markov random field components.

• Dokumententyp: Paper
• Keywords: Block updating; disease mapping; hierarchical models; Markov chain Monte Carlo; Markov random field models; shared component model
• Fakultät: Mathematik, Informatik und Statistik > Statistik > Sonderforschungsbereich 386 ; Sonderforschungsbereiche > Sonderforschungsbereich 386
• Themengebiete: 500 Naturwissenschaften und Mathematik > 510 Mathematik
• Sprache: Englisch