Journal
JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS
Volume 24, Issue 2, Pages 579-599Publisher
AMER STATISTICAL ASSOC
DOI: 10.1080/10618600.2014.914946
Keywords
Spatial estimator; Sparse Cholesky decomposition; Fixed rank kriging; Kriging
Categories
Funding
- National Science Foundation [DMS-0707069]
- National Center for Atmospheric Research
- Reidler Foundation of Lehigh University
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We develop a multiresolution model to predict two-dimensional spatial fields based on irregularly spaced observations. The radial basis functions at each level of resolution are constructed using a Wendland compactly supported correlation function with the nodes arranged on a rectangular grid. The grid at each finer level increases by a factor of two and the basis functions are scaled to have a constant overlap. The coefficients associated with the basis functions at each level of resolution are distributed according to a Gaussian Markov random field (GMRF) and take advantage of the fact that the basis is organized as a lattice. Several numerical examples and analytical results establish that this scheme gives a good approximation to standard covariance functions such as the Matern and also has flexibility to fit more complicated shapes. The other important feature of this model is that it can be applied to statistical inference for large spatial datasets because key matrices in the computations are sparse. The computational efficiency applies to both the evaluation of the likelihood and spatial predictions.
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