2021/11/15 by Maria‐Zafeiria Spyropoulou, Spyropoulou, Maria-Zafeiria, James Bentham +1
Computer Science · Mathematics · #Applications (stat.AP) #Bayesian Methods and Mixture Models #FOS: Computer and information sciences #Gaussian Processes and Bayesian Inference #Methodology (stat.ME) #Statistical Methods and Bayesian Inference
paper · pdf · doi:10.48550/arxiv.2111.07848
openalex publication_date 2021/11/15 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
Many real-world phenomena are naturally bivariate. This includes blood pressure, which comprises systolic and diastolic levels. Here, we develop a Bayesian hierarchical model that estimates these values and their interactions simultaneously, using sparse data that vary substantially between countries and over time. A key element of the model is a two-dimensional second-order Intrinsic Gaussian Markov Random Field, which captures non-linear trends in the variables and their interactions. The model is fitted using Markov chain Monte Carlo methods, with a block Metropolis-Hastings algorithm providing efficient updates. Performance is demonstrated using simulated and real data.