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Activity Number: 294
Type: Contributed
Date/Time: Tuesday, July 31, 2007 : 10:30 AM to 12:20 PM
Sponsor: Section on Bayesian Statistical Science
Abstract - #310206
Title: Spatio-Temporal Modeling Using Stochastic Differential Equations
Author(s): Gavino Puggioni*+
Companies: Duke University
Address: 222 Old Chemistry Bldg, Statistics, Durham, NC, 27708-0251,
Keywords: Bayesian ; SDE ; Diffusion ; Soil Moisture ; Nonlinear
Abstract:

In this work we present some strategies to efficiently estimate a system of stochastic differential equations that are spatially correlated. Our approach is based on a data augmentation procedure that allows a more precise approximation of the likelihood. An application to soil moisture dynamics is provided.

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Revised September, 2007