Identification

Title

Nonstationary covariance modeling for incomplete data: Monte Carlo EM approach

Abstract

A multi-resolution basis can provide a useful representation of nonstationary two-dimensional spatial processes that are typically encountered in the geosciences. The main advantages are its flexibility for representing departures from stationarity and importantly the scalability of algorithms to large numbers of spatial locations. The key ingredients of our approach are the availability of fast transforms for wavelet bases on regular grids and enforced sparsity in the covariance matrix among wavelet basis coefficients. In support of this approach we outline a theoretical proposition for decay properties of the multi-resolution covariance for mixtures of Matérn covariances. A covariance estimator, built upon a regularized method of moment, is straightforward to compute for complete data on regular grids. For irregular spatial data the estimator is implemented by using a conditional simulation algorithm drawn from a Monte Carlo Expectation Maximization approach, to translate the problem to a regular grid in order to take advantage of efficient wavelet transforms. This method is illustrated with a Monte Carlo experiment and applied to surface ozone data from an environmental monitoring network. The computational efficiency makes it possible to provide bootstrap measures of uncertainty and these provide objective evidence of the nonstationarity of the surface ozone field.

Resource type

document

Resource locator

Unique resource identifier

code

https://n2t.org/ark:/85065/d7h133k4

codeSpace

Dataset language

eng

Spatial reference system

code identifying the spatial reference system

Classification of spatial data and services

Topic category

geoscientificInformation

Keywords

Keyword set

keyword value

Text

originating controlled vocabulary

title

Resource Type

reference date

date type

publication

effective date

2016-01-01T00:00:00Z

Geographic location

West bounding longitude

East bounding longitude

North bounding latitude

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Temporal reference

Temporal extent

Begin position

End position

Dataset reference date

date type

publication

effective date

2011-06-01T00:00:00Z

Frequency of update

Quality and validity

Lineage

Conformity

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name of format

version of format

Constraints related to access and use

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Use constraints

NOTICE: This is the author's version of a work submitted for publication by Elsevier. Changes resulting from the publishing process, including peer review, editing, corrections, structural formatting and other quality control mechanisms, may not be reflected in this document. Changes may have been made to this work since it was submitted for publication.

Limitations on public access

None

Responsible organisations

Responsible party

contact position

OpenSky Support

organisation name

UCAR/NCAR - Library

full postal address

PO Box 3000

Boulder

80307-3000

email address

opensky@ucar.edu

web address

http://opensky.ucar.edu/

name: homepage

responsible party role

pointOfContact

Metadata on metadata

Metadata point of contact