This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
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Activity Number:
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39
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Type:
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Contributed
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Date/Time:
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Sunday, August 1, 2010 : 2:00 PM to 3:50 PM
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Sponsor:
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Section on Statistical Computing
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| Abstract - #307692 |
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Title:
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Bayesian Analysis of Geostatistical Model with Auxiliary Lattice
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Author(s):
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Jincheol Park*+ and Faming Liang
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Companies:
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Texas A&M University and Texas A&M University
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Address:
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, , ,
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Keywords:
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Gaussian random field ;
auxiliary lattice ;
Gaussian Process ;
Spatial Statistics
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Abstract:
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In Bayesian spatial data analysis, we are often faced with a computational challenge of inverting a large covariance matrix. In this talk, we address this issue by introducing an auxiliary lattice to the data. With the auxiliary lattice, the Gaussian process underlying the observations can be approximated by a Markov random field, and the matrix inversion operation can thus be avoided by taking advantage of the mathematical simplicity of the Markov random field. Our new model is illustrated with a plenty of numerical examples.
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The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
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