This article demonstrates a fast and practical procedure for the maximum likelihood estimation of models with spatial interaction on a lattice, such as Gaussian Markov random fields (conditional ...

Abstract.The full-rank LDL* decomposition of a polynomial Hermitian matrix is examined. Explicit formulae are given evaluating the coefficients of matrices 𝑙𝑖𝑗 and 𝑑𝑗𝑗. Also, a new method is ...