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Two projects in Gaussian random field space-time statistics.

机译:高斯随机场时空统计中的两个项目。

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摘要

Three chapters are included in this work. The first chapter introduces the remaining chapters and provides background material on Gaussian Random Field methods in space-time statistics. Descriptions of the research chapters (Chapters 2 and 3) is in the following paragraphs.;In Chapter 2, we consider the problem of estimating an unknown covariance function of a Gaussian random field for data collected by a polar-orbiting satellite. The complex and asynoptic nature of such data requires a parameter estimation method that scales well with the number of observations, can accommodate many covariance functions, and uses information throughout the full range of spatio-temporal lags present in the data. Our solution to this problem is to develop new estimating equations using composite likelihood methods as a base. We modify composite likelihood methods through the inclusion of an approximate likelihood of interpolated points in the estimating equation. The new estimating equation is denoted the I-likelihood. We apply the I-likelihood method to 30 days of ozone data occurring in a single degree latitude band collected by a polar orbiting satellite, and we compare I-likelihood methods to competing composite likelihood methods. The Ilikelihood is shown capable of producing covariance parameter estimates that are equally or more statistically efficient than competing composite likelihood methods and to be more computationally scalable.;In Chapter 3, we develop two new classes of space-time Gaussian process models by specifying covariance functions using what we call a half-spectral representation. The halfspectral representation of a covariance function, K, is a special case of standard spectral representations and has been studied previously by Cressie and Huang [1999], Gneiting [2002] and Stein [2005a]. This work develops desirable theoretical properties of certain half-spectral forms. In particular, for a model, K, we determine spatial and temporal meansquare differentiability properties of a Gaussian process governed by K, and we determine whether or not the spectral density of K meets a natural condition posed by Stein [2011]. The condition in Stein [2011] will in some cases imply a screening effect for K in which distant observations will be nearly independent of some observation given the values of its neighboring observations. We fit models we develop in this paper to the Irish wind dataset first analyzed in Haslett and Raftery [1989], and we show our models fit these data better than other separable and non-separable space-time models developed in Cressie and Huang [1999] and Gneiting [2002].
机译:这项工作包括三章。第一章介绍了其余各章,并提供了有关时空统计中高斯随机场方法的背景资料。研究章节的描述(第2章和第3章)在以下段落中。在第2章中,我们考虑为极地轨道卫星收集的数据估计高斯随机场的未知协方差函数的问题。此类数据的复杂性和渐近性要求使用一种参数估计方法,该方法应随观察值的数量很好地缩放,可以容纳许多协方差函数,并使用数据中存在的整个时空滞后的整个范围的信息。我们针对此问题的解决方案是使用复合似然法作为基础来开发新的估计方程。我们通过在估计方程中包括插值点的近似似然来修改复合似然法。新的估计方程称为I似然性。我们将I可能性方法应用于极地轨道卫星收集的单度纬度带中发生的30天臭氧数据,并将I可能性方法与竞争性复合似然方法进行了比较。证明了Ilikelihood能够产生与竞争复合似然法相比同等或更高的统计效率并且在计算上更具可伸缩性的协方差参数估计值;在第3章中,我们通过指定协方差函数来开发两类新的时空高斯过程模型使用我们所谓的半光谱表示。协方差函数K的半光谱表示法是标准光谱表示法的特例,以前由Cressie和Huang [1999],Gneiting [2002]和Stein [2005a]研究过。这项工作发展了某些半光谱形式的理想理论性质。特别是,对于一个模型K,我们确定由K控制的高斯过程的空间和时间均方差性,并确定K的光谱密度是否满足Stein [2011]提出的自然条件。 Stein [2011]中的条件在某些情况下将暗示对K的屏蔽效果,其中,鉴于其邻近观测值,远处观测将几乎独立于某些观测。我们将我们在本文中开发的模型与在Haslett和Raftery [1989]中首先分析的爱尔兰风数据集进行拟合,并且表明我们的模型比在Cressie和Huang [1999]中开发的其他可分离和不可分离的时空模型更好地拟合了这些数据。 ]和Gneiting [2002]。

著录项

  • 作者

    Horrell, Michael Thomas.;

  • 作者单位

    The University of Chicago.;

  • 授予单位 The University of Chicago.;
  • 学科 Statistics.
  • 学位 Ph.D.
  • 年度 2015
  • 页码 90 p.
  • 总页数 90
  • 原文格式 PDF
  • 正文语种 eng
  • 中图分类 宗教;
  • 关键词

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