Question about spatial models with STAN

Modeling
1

Hi everyone!

I have a question related with spatial models and STAN
¿Can STAN use a GMRF across SPDE (Lindgren et al., 2011) directly?

Thanks!
Regards

1 Like
2

Not yet. Sorry!
(Not in the next few months either)

1 Like
3

Thanks for your answer Daniel

¿This is only a problem of implementation (very complex) or another?

Regards

4

It’s a lot of work to implement. It’s on the “to do list” but not at the top.

5

Ok, I understand… Implement this methodology in STAN must be a lot of work (as you say) but a the same time a great challenge!

Very thanks for your answer

Regards

6

One possible workaround is to use Template Model Builder to code your model, and then use the tmbstan package to sample from the posterior using Stan’s NUTS implementation.

2 Likes
7

Yes!.. I knowed about TMB and this feature of use SPDE to approximate a GMRF…
I had a course of this platform of modelling and is very interesting, I only wanted explore the possibility of do this directly of STAN…

Many thanks!

1 Like