Online Program Home
My Program

Abstract Details

Activity Number: 112
Type: Topic Contributed
Date/Time: Monday, August 1, 2016 : 8:30 AM to 10:20 AM
Sponsor: Section on Statistics and the Environment
Abstract #320013
Title: High-Resolution Simulation of Nonstationary Random Fields
Author(s): William Kleiber*
Companies: University of Colorado
Keywords: simulation ; random field ; nonstationary ; deformation ; warping ; circulant embedding
Abstract:

Simulation of random fields is a fundamental requirement for many spatial analyses. For small spatial networks, simulations can be produced using direct manipulations of the covariance matrix. Larger high resolution simulations are most easily available for stationary processes, where algorithms such as circulant embedding can be used to simulate a process at millions of locations. We discuss an approach to simulating high resolution nonstationary Gaussian processes that relies on generating a stationary random field followed by a nonlinear deformation to produce a nonstationary field. A spatially varying variance coefficient accounts for local scale effects. The nonstationary covariance function is estimated nonparametrically, and the deformation function is then estimated in a variational framework. We illustrate the proposed approach on synthetic datasets, a challenging temperature dataset over the state of Colorado and a regional climate model over North America.


Authors who are presenting talks have a * after their name.

Back to the full JSM 2016 program

 
 
Copyright © American Statistical Association