A MULTI-RESOLUTION MODEL FOR NON-GAUSSIAN RANDOM FIELDS ON A SPHERE WITH APPLICATION TO IONOSPHERIC ELECTROSTATIC POTENTIALS.

IF 1.3 4区 数学 Q2 STATISTICS & PROBABILITY
Annals of Applied Statistics Pub Date : 2018-03-01 Epub Date: 2018-03-09 DOI:10.1214/17-AOAS1104
Minjie Fan, Debashis Paul, Thomas C M Lee, Tomoko Matsuo
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引用次数: 7

Abstract

Gaussian random fields have been one of the most popular tools for analyzing spatial data. However, many geophysical and environmental processes often display non-Gaussian characteristics. In this paper, we propose a new class of spatial models for non-Gaussian random fields on a sphere based on a multi-resolution analysis. Using a special wavelet frame, named spherical needlets, as building blocks, the proposed model is constructed in the form of a sparse random effects model. The spatial localization of needlets, together with carefully chosen random coefficients, ensure the model to be non-Gaussian and isotropic. The model can also be expanded to include a spatially varying variance profile. The special formulation of the model enables us to develop efficient estimation and prediction procedures, in which an adaptive MCMC algorithm is used. We investigate the accuracy of parameter estimation of the proposed model, and compare its predictive performance with that of two Gaussian models by extensive numerical experiments. Practical utility of the proposed model is demonstrated through an application of the methodology to a data set of high-latitude ionospheric electrostatic potentials, generated from the LFM-MIX model of the magnetosphere-ionosphere system.

Abstract Image

Abstract Image

Abstract Image

球上非高斯随机场的多分辨率模型及其在电离层静电势中的应用。
高斯随机场一直是分析空间数据最流行的工具之一。然而,许多地球物理和环境过程往往表现出非高斯特征。在本文中,我们基于多分辨率分析,提出了一类新的球面上非高斯随机场的空间模型。使用一个特殊的小波框架,称为球面针状,作为构建块,该模型以稀疏随机效应模型的形式构建。针的空间定位,加上精心选择的随机系数,确保了模型是非高斯和各向同性的。该模型还可以被扩展以包括空间变化的方差轮廓。该模型的特殊公式使我们能够开发高效的估计和预测程序,其中使用了自适应MCMC算法。我们研究了所提出的模型参数估计的准确性,并通过大量的数值实验将其预测性能与两个高斯模型的预测性能进行了比较。通过将该方法应用于磁层-电离层系统LFM-MIX模型生成的高纬度电离层静电势数据集,证明了该模型的实用性。
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来源期刊
Annals of Applied Statistics
Annals of Applied Statistics 社会科学-统计学与概率论
CiteScore
3.10
自引率
5.60%
发文量
131
审稿时长
6-12 weeks
期刊介绍: Statistical research spans an enormous range from direct subject-matter collaborations to pure mathematical theory. The Annals of Applied Statistics, the newest journal from the IMS, is aimed at papers in the applied half of this range. Published quarterly in both print and electronic form, our goal is to provide a timely and unified forum for all areas of applied statistics.
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