|
Activity Number:
|
531
- SPEED: Statistical Computing: Methods, Implementation, and Application, Part 2
|
|
Type:
|
Contributed
|
|
Date/Time:
|
Wednesday, July 31, 2019 : 11:35 AM to 12:20 PM
|
|
Sponsor:
|
Section on Statistical Computing
|
|
Abstract #307944
|
|
|
Title:
|
Rapid Numerical Approximation of Spatial Covariance Functions Over Irregular Data Regions
|
|
Author(s):
|
Peter Simonson* and Doug Nychka and Soutir Bandyopadhyay
|
|
Companies:
|
Colorado School of Mines and Colorado School of Mines and Colorado School of Mines
|
|
Keywords:
|
spatial statistics;
Fourier transforms;
integral approximation;
computational efficiency
|
|
Abstract:
|
In geospatial data analysis, observations can often be represented as integrals of a target spatial field over irregular regions. In order to compute standard statistical models for this kind of indirect data it is necessary to find integrals over these irregular data regions with respect to spatial covariance functions. The irregularity of the spatial regions and the nature of the integrands can make analytic evaluation impractical. Naïve, Riemann-sum based numerical approximations of these integrals are often computationally expensive, when executed at the resolutions required for high quality approximation. We have implemented algorithms for numerically approximating these integrals using discrete Fourier transforms that provide accuracy comparable to Riemann approaches with computational costs that are dramatically lower.
|
Authors who are presenting talks have a * after their name.
