期刊
SPATIAL STATISTICS
卷 14, 期 -, 页码 338-364出版社
ELSEVIER SCI LTD
DOI: 10.1016/j.spasta.2015.07.003
关键词
Non-stationary spatial modelling; Gaussian random fields; Gaussian Markov random fields; Stochastic partial differential equations; Annual precipitation; Bayesian inference
类别
资金
- project Spatio-temporal modelling and approximate Bayesian inference - Research Council of Norway [196670/V30]
Estimation of stationary dependence structure parameters using only a single realisation of the spatial process, typically leads to inaccurate estimates and poorly identified parameters. A common way to handle this is to fix some of the parameters, or within the Bayesian framework, impose prior knowledge. In many applied settings, stationary models are not flexible enough to model the process of interest, thus non-stationary spatial models are used. However, more flexible models usually means more parameters, and the identifiability problem becomes even more challenging. We investigate aspects of estimation of a Bayesian non-stationary spatial model for annual precipitation using observations from multiple years. The model contains replicates of the spatial field, which increases precision of the estimates and makes them less prior sensitive. Using R-INLA, we analyse precipitation data from southern Norway, and investigate statistical properties of the replicate model in a simulation study. The non-stationary spatial model we explore belongs to a recently introduced class of stochastic partial differential equation (SPDE) based spatial models. This model class allows for non-stationary models with explanatory variables in the dependence structure. We derive conditions to facilitate prior specification for these types of non-stationary spatial models. (C) 2015 Elsevier B.V. All rights reserved.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据