Abstract #301722


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JSM 2002 Abstract #301722
Activity Number: 308
Type: Contributed
Date/Time: Wednesday, August 14, 2002 : 10:30 AM to 12:20 PM
Sponsor: Section on Statistics & the Environment*
Abstract - #301722
Title: Optimal Bayesian Network Designs in Spatial Statistics
Author(s): Milena Banjevic*+ and Paul Switzer+
Affiliation(s): Stanford University and Stanford University
Address: POB 14440, Stanford, California, 94309, USA Sequoia 136, Stanford, California, 94305, USA
Keywords: spatial statistics ; network design ; bayesian design ; optimal sampling
Abstract:

We consider the problem of designing a network of sampling locations in a spatial domain that will be used to interpolate a spatial field. The optimal design depends largely upon the parameters of the random field model, which are rarely explicitly known. We express this uncertainty through an appropriate class of prior distributions. We then introduce a Bayesian sequential sampling algorithm. Optimal locations are selected sequentially, using a minimum estimation variance criterion. At each step, posterior parameter values are updated through realizations from previously selected locations. We focus on the random field model in which variance is given by an unknown step function of the locations. This model is appropriate for some environmental applications, such as measurements taken over land/sea, wood/rock, or urban/rural areas. We examine the convergence of parameter estimates for different prior distributions and cardinalities of the design network. We discuss the improvement of the Bayesian method over conventional sampling techniques, which assume known parameter values. Simulated examples and an application to temperature variation in the Mojave desert are also presented.


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