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.File | Dimensione | Formato | |
---|---|---|---|
Porcu-2021-Bayesian Anal-VoR.pdf
accesso aperto
Descrizione: Article
Tipologia di allegato:
Publisher’s Version (Version of Record, VoR)
Licenza:
Creative Commons
Dimensione
1.1 MB
Formato
Adobe PDF
|
1.1 MB | Adobe PDF | Visualizza/Apri |
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.