Contents PREFACE INTRODUCTION Background The Scope of This Monograph Applications of GMRFs THEORY OF GAUSSIAN MARKOV RANDOM FIELDS Preliminaries Definition and Basic Properties of GMRFs Simulation From a GMRF Numerical Methods for Sparse Matrices A Numerical Case Study of Typical GMRFs Stationary GMRFs Parameterization of GMRFs Bibliographic Notes INTRINSIC GAUSSIAN MARKOV RANDOM FIELDS Preliminaries GMRFs Under Linear Constraints IGMRFs of First Order IGMRFs of Higher Order Continuous Time Random Walks Bibliographic Notes CASE STUDIES IN HIERARCHICAL MODELING MCMC for Hierarchical GMRF Models Normal Response Models Auxiliary Variable Models Non-Normal Response Models Bibliographic Notes APPROXIMATION TECHNIQUES GMRFs as Approximations to Gaussian Fields Approximating Hidden GMRFs Bibliographic Notes APPENDIX A: COMMON DISTRIBUTIONS APPENDIX B: THE LIBRARY GMRFLIB The Graph Object and the Function Qfunc Sampling from a GMRF Implementing Block Updating Algorithms REFERENCES AUTHOR INDEX SUBJECT INDEX