JSM 2011 Online Program

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Abstract Details

Activity Number: 99
Type: Invited
Date/Time: Monday, August 1, 2011 : 8:30 AM to 10:20 AM
Sponsor: ENAR
Abstract - #300253
Title: Analyzing Spatial Directional Data with Measurement Error Using Wrapped Gaussian Processes
Author(s): Alan E. Gelfand*+
Companies: Duke University
Address: Department of Statistical Science, Durham, NC, 27708-0251,
Keywords: Bayesian kriging ; concentration parameter ; Gaussian process ; hierarchical model ; latent variables ; resultant length
Abstract:

Circular data arise in oceanography (wave directions) and meteorology (wind directions), and, more generally, with measurements recorded in degrees or angles on a circle. In this talk we introduce a fully model-based approach to handle circular data in the case of measurements taken at spatial locations, anticipating structured dependence between these measurements. We formulate a wrapped Gaussian spatial process model for this setting, induced from a customary inline Gaussian process.

We build a hierarchical model to handle this situation and show how to fit this model straightforwardly using Markov chain Monte Carlo methods. Our approach enables spatial interpolation and can accommodate measurement error. We illustrate with a set of wave direction data from the Adriatic coast of Italy, generated through a complex computer model.


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