We provide a nonparametric spectral approach to the modeling of correlation functions on spheres. The sequence of Schoenberg coefficients and their associated covariance functions are treated as random rather than assuming a parametric form. We propose a stick-breaking representation for the spectrum, and show that such a choice spans the support of the class of geodesically isotropic covariance functions under uniform convergence. Further, we examine the first order properties of such representation, from which geometric properties can be inferred, in terms of Holder continuity, of the associated Gaussian random field. The properties of the posterior, in terms of existence, uniqueness, and Lipschitz continuity, are then inspected. Our findings are validated with MCMC simulations and illustrated using a global data set on surface temperatures.

Porcu, E., Bissiri, P., Tagle, F., Soza, R., Quintana, F. (2021). Nonparametric Bayesian Modeling and Estimation of Spatial Correlation Functions for Global Data. BAYESIAN ANALYSIS, 16(3), 845-873 [10.1214/20-BA1228].

Nonparametric Bayesian Modeling and Estimation of Spatial Correlation Functions for Global Data

Bissiri, Pier Giovanni;
2021

Abstract

We provide a nonparametric spectral approach to the modeling of correlation functions on spheres. The sequence of Schoenberg coefficients and their associated covariance functions are treated as random rather than assuming a parametric form. We propose a stick-breaking representation for the spectrum, and show that such a choice spans the support of the class of geodesically isotropic covariance functions under uniform convergence. Further, we examine the first order properties of such representation, from which geometric properties can be inferred, in terms of Holder continuity, of the associated Gaussian random field. The properties of the posterior, in terms of existence, uniqueness, and Lipschitz continuity, are then inspected. Our findings are validated with MCMC simulations and illustrated using a global data set on surface temperatures.
Articolo in rivista - Articolo scientifico
correlation function; great-circle distance; mean square differentiability; nonparametric Bayes; spheres;
English
2021
16
3
845
873
open
Porcu, E., Bissiri, P., Tagle, F., Soza, R., Quintana, F. (2021). Nonparametric Bayesian Modeling and Estimation of Spatial Correlation Functions for Global Data. BAYESIAN ANALYSIS, 16(3), 845-873 [10.1214/20-BA1228].
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/443658
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