Hierarchical Modeling for Spatio-temporal Data
|
|
- Jared Fowler
- 5 years ago
- Views:
Transcription
1 Hierarchical Modeling for Spatio-temporal Data Sudipto Banerjee 1 and Andrew O. Finley 2 1 Biostatistics, School of Public Health, University of Minnesota, Minneapolis, Minnesota, U.S.A. 2 Department of Forestry & Department of Geography, Michigan State University, Lansing Michigan, U.S.A. March 4,
2 Specification: Again point-referenced vs. areal unit data Continuous time vs. discretized time association in space, association in time For point-referenced data, t continuous, Gaussian Y (s, t) = µ(s, t) + w(s, t) + ɛ(s, t) non-gaussian data, g(ey (s, t) = µ(s, t) + w(s, t) Don t treat time as a third coordinate (s, t) Cov(Y (s, t), Y (s, t )) = C(s s, t t ) 2 NEON Applied Bayesian Regression Spatio-temporal Workshop
3 Separable form: C(s s, t t ) = σ 2 ρ 1 (s s ; φ 1 )ρ 2 (t t ; φ 2 ) 3 NEON Applied Bayesian Regression Spatio-temporal Workshop
4 Separable form: C(s s, t t ) = σ 2 ρ 1 (s s ; φ 1 )ρ 2 (t t ; φ 2 ) Nonseparable form: Sum of independent separable processes Mixing of separable covariance functions Spectral domain approaches 3 NEON Applied Bayesian Regression Spatio-temporal Workshop
5
6 Type of data: time series or cross-sectional
7 Type of data: time series or cross-sectional For time series data, exploratory analysis:
8 Type of data: time series or cross-sectional For time series data, exploratory analysis: Arrange into an n T matrix Y with entries Y t (s i )
9 Type of data: time series or cross-sectional For time series data, exploratory analysis: Arrange into an n T matrix Y with entries Y t (s i ) Center by row averages of Y yields Y rows
10 Type of data: time series or cross-sectional For time series data, exploratory analysis: Arrange into an n T matrix Y with entries Y t (s i ) Center by row averages of Y yields Y rows Center by column averages of Y yields Y cols
11 Type of data: time series or cross-sectional For time series data, exploratory analysis: Arrange into an n T matrix Y with entries Y t (s i ) Center by row averages of Y yields Y rows Center by column averages of Y yields Y cols sample spatial covariance matrix: 1 T Y rowsy T rows
12 Type of data: time series or cross-sectional For time series data, exploratory analysis: Arrange into an n T matrix Y with entries Y t (s i ) Center by row averages of Y yields Y rows Center by column averages of Y yields Y cols sample spatial covariance matrix: 1 T Y rowsy T rows sample autocorrelation matrix: 1 n Y T cols Y cols
13 Type of data: time series or cross-sectional For time series data, exploratory analysis: Arrange into an n T matrix Y with entries Y t (s i ) Center by row averages of Y yields Y rows Center by column averages of Y yields Y cols sample spatial covariance matrix: 1 T Y rowsy T rows sample autocorrelation matrix: 1 n Y T cols Y cols E, residuals matrix after a regression fitting, Empirical orthogonal functions (EOF)
14 Modeling: Y t (s) = µ t (s) + w t (s) + ɛ t (s), or perhaps g(e(y t (s)) = µ t (s) + w t (s) 5 NEON Applied Bayesian Regression Spatio-temporal Workshop
15 Modeling: Y t (s) = µ t (s) + w t (s) + ɛ t (s), or perhaps g(e(y t (s)) = µ t (s) + w t (s) For ɛ t (s), i.i.d. N(0, τ 2 t ) 5 NEON Applied Bayesian Regression Spatio-temporal Workshop
16 Modeling: Y t (s) = µ t (s) + w t (s) + ɛ t (s), or perhaps g(e(y t (s)) = µ t (s) + w t (s) For ɛ t (s), i.i.d. N(0, τ 2 t ) For w t (s) w t (s) = α t + w(s) w t (s) independent for each t w t (s) = w t 1 (s) + η t (s), independent spatial process innovations 5 NEON Applied Bayesian Regression Spatio-temporal Workshop
17 Dynamic spatiotemporal models Measurement Equation Y (s, t) = µ(s, t) + ɛ(s, t); ɛ(s, t) ind N(0, σ 2 ɛ ). µ(s, t) = x(s, t) β(s, t). β(s, t) = β t + β(s, t) Transition Equation β t = β t 1 + η t, η t ind N p (0, Ση) β(s, t) = β(s, t 1) + w(s, t). 6 NEON Applied Bayesian Regression Spatio-temporal Workshop
Hierarchical Modelling for Univariate Spatial Data
Hierarchical Modelling for Univariate Spatial Data Sudipto Banerjee 1 and Andrew O. Finley 2 1 Biostatistics, School of Public Health, University of Minnesota, Minneapolis, Minnesota, U.S.A. 2 Department
More informationHierarchical Modelling for Univariate Spatial Data
Spatial omain Hierarchical Modelling for Univariate Spatial ata Sudipto Banerjee 1 and Andrew O. Finley 2 1 Biostatistics, School of Public Health, University of Minnesota, Minneapolis, Minnesota, U.S.A.
More informationHierarchical Modeling for Multivariate Spatial Data
Hierarchical Modeling for Multivariate Spatial Data Sudipto Banerjee 1 and Andrew O. Finley 2 1 Biostatistics, School of Public Health, University of Minnesota, Minneapolis, Minnesota, U.S.A. 2 Department
More informationBayesian dynamic modeling for large space-time weather datasets using Gaussian predictive processes
Bayesian dynamic modeling for large space-time weather datasets using Gaussian predictive processes Andrew O. Finley 1 and Sudipto Banerjee 2 1 Department of Forestry & Department of Geography, Michigan
More informationBayesian dynamic modeling for large space-time weather datasets using Gaussian predictive processes
Bayesian dynamic modeling for large space-time weather datasets using Gaussian predictive processes Sudipto Banerjee 1 and Andrew O. Finley 2 1 Biostatistics, School of Public Health, University of Minnesota,
More informationHierarchical Modeling for non-gaussian Spatial Data
Hierarchical Modeling for non-gaussian Spatial Data Sudipto Banerjee 1 and Andrew O. Finley 2 1 Biostatistics, School of Public Health, University of Minnesota, Minneapolis, Minnesota, U.S.A. 2 Department
More informationIntroduction to Spatial Data and Models
Introduction to Spatial Data and Models Sudipto Banerjee 1 and Andrew O. Finley 2 1 Biostatistics, School of Public Health, University of Minnesota, Minneapolis, Minnesota, U.S.A. 2 Department of Forestry
More informationHierarchical Modelling for non-gaussian Spatial Data
Hierarchical Modelling for non-gaussian Spatial Data Sudipto Banerjee 1 and Andrew O. Finley 2 1 Department of Forestry & Department of Geography, Michigan State University, Lansing Michigan, U.S.A. 2
More informationIntroduction to Spatial Data and Models
Introduction to Spatial Data and Models Sudipto Banerjee 1 and Andrew O. Finley 2 1 Department of Forestry & Department of Geography, Michigan State University, Lansing Michigan, U.S.A. 2 Biostatistics,
More informationNearest Neighbor Gaussian Processes for Large Spatial Data
Nearest Neighbor Gaussian Processes for Large Spatial Data Abhi Datta 1, Sudipto Banerjee 2 and Andrew O. Finley 3 July 31, 2017 1 Department of Biostatistics, Bloomberg School of Public Health, Johns
More informationBayesian dynamic modeling for large space-time weather datasets using Gaussian predictive processes
Bayesian dynamic modeling for large space-time weather datasets using Gaussian predictive processes Andrew O. Finley Department of Forestry & Department of Geography, Michigan State University, Lansing
More informationBayesian dynamic modeling for large space-time weather datasets using Gaussian predictive processes
Bayesian dynamic modeling for large space-time weather datasets using Gaussian predictive processes Alan Gelfand 1 and Andrew O. Finley 2 1 Department of Statistical Science, Duke University, Durham, North
More informationModel Assessment and Comparisons
Model Assessment and Comparisons Sudipto Banerjee 1 and Andrew O. Finley 2 1 Biostatistics, School of Public Health, University of Minnesota, Minneapolis, Minnesota, U.S.A. 2 Department of Forestry & Department
More informationIntroduction to Geostatistics
Introduction to Geostatistics Abhi Datta 1, Sudipto Banerjee 2 and Andrew O. Finley 3 July 31, 2017 1 Department of Biostatistics, Bloomberg School of Public Health, Johns Hopkins University, Baltimore,
More informationLecture 23. Spatio-temporal Models. Colin Rundel 04/17/2017
Lecture 23 Spatio-temporal Models Colin Rundel 04/17/2017 1 Spatial Models with AR time dependence 2 Example - Weather station data Based on Andrew Finley and Sudipto Banerjee s notes from National Ecological
More informationGaussian predictive process models for large spatial data sets.
Gaussian predictive process models for large spatial data sets. Sudipto Banerjee, Alan E. Gelfand, Andrew O. Finley, and Huiyan Sang Presenters: Halley Brantley and Chris Krut September 28, 2015 Overview
More informationBayesian Linear Models
Bayesian Linear Models Sudipto Banerjee 1 and Andrew O. Finley 2 1 Biostatistics, School of Public Health, University of Minnesota, Minneapolis, Minnesota, U.S.A. 2 Department of Forestry & Department
More informationHierarchical Nearest-Neighbor Gaussian Process Models for Large Geo-statistical Datasets
Hierarchical Nearest-Neighbor Gaussian Process Models for Large Geo-statistical Datasets Abhirup Datta 1 Sudipto Banerjee 1 Andrew O. Finley 2 Alan E. Gelfand 3 1 University of Minnesota, Minneapolis,
More informationIntroduction to Spatial Data and Models
Introduction to Spatial Data and Models Sudipto Banerjee and Andrew O. Finley 2 Biostatistics, School of Public Health, University of Minnesota, Minneapolis, Minnesota, U.S.A. 2 Department of Forestry
More informationHierarchical Modeling for Univariate Spatial Data
Hierarchical Modeling for Univariate Spatial Data Geography 890, Hierarchical Bayesian Models for Environmental Spatial Data Analysis February 15, 2011 1 Spatial Domain 2 Geography 890 Spatial Domain This
More informationspbayes: An R Package for Univariate and Multivariate Hierarchical Point-referenced Spatial Models
spbayes: An R Package for Univariate and Multivariate Hierarchical Point-referenced Spatial Models Andrew O. Finley 1, Sudipto Banerjee 2, and Bradley P. Carlin 2 1 Michigan State University, Departments
More informationGeostatistical Modeling for Large Data Sets: Low-rank methods
Geostatistical Modeling for Large Data Sets: Low-rank methods Whitney Huang, Kelly-Ann Dixon Hamil, and Zizhuang Wu Department of Statistics Purdue University February 22, 2016 Outline Motivation Low-rank
More informationHierarchical Modeling for Univariate Spatial Data
Univariate spatial models Spatial Domain Hierarchical Modeling for Univariate Spatial Data Sudipto Banerjee and Andrew O. Finley 2 Biostatistics, School of Public Health, University of Minnesota, Minneapolis,
More informationPrinciples of Bayesian Inference
Principles of Bayesian Inference Sudipto Banerjee and Andrew O. Finley 2 Biostatistics, School of Public Health, University of Minnesota, Minneapolis, Minnesota, U.S.A. 2 Department of Forestry & Department
More informationBayesian Linear Models
Bayesian Linear Models Sudipto Banerjee 1 and Andrew O. Finley 2 1 Department of Forestry & Department of Geography, Michigan State University, Lansing Michigan, U.S.A. 2 Biostatistics, School of Public
More informationPrinciples of Bayesian Inference
Principles of Bayesian Inference Sudipto Banerjee 1 and Andrew O. Finley 2 1 Biostatistics, School of Public Health, University of Minnesota, Minneapolis, Minnesota, U.S.A. 2 Department of Forestry & Department
More informationIntroduction to Spatial Data and Models
Introduction to Spatial Data and Models Researchers in diverse areas such as climatology, ecology, environmental health, and real estate marketing are increasingly faced with the task of analyzing data
More informationHierarchical Modelling for Multivariate Spatial Data
Hierarchical Modelling for Multivariate Spatial Data Geography 890, Hierarchical Bayesian Models for Environmental Spatial Data Analysis February 15, 2011 1 Point-referenced spatial data often come as
More informationPoint-Referenced Data Models
Point-Referenced Data Models Jamie Monogan University of Georgia Spring 2013 Jamie Monogan (UGA) Point-Referenced Data Models Spring 2013 1 / 19 Objectives By the end of these meetings, participants should
More informationModels for spatial data (cont d) Types of spatial data. Types of spatial data (cont d) Hierarchical models for spatial data
Hierarchical models for spatial data Based on the book by Banerjee, Carlin and Gelfand Hierarchical Modeling and Analysis for Spatial Data, 2004. We focus on Chapters 1, 2 and 5. Geo-referenced data arise
More informationPrinciples of Bayesian Inference
Principles of Bayesian Inference Sudipto Banerjee 1 and Andrew O. Finley 2 1 Biostatistics, School of Public Health, University of Minnesota, Minneapolis, Minnesota, U.S.A. 2 Department of Forestry & Department
More informationBayesian Dynamic Modeling for Space-time Data in R
Bayesian Dynamic Modeling for Space-time Data in R Andrew O. Finley and Sudipto Banerjee September 5, 2014 We make use of several libraries in the following example session, including: ˆ library(fields)
More informationMultivariate spatial modeling
Multivariate spatial modeling Point-referenced spatial data often come as multivariate measurements at each location Chapter 7: Multivariate Spatial Modeling p. 1/21 Multivariate spatial modeling Point-referenced
More informationPart 5: Spatial-Temporal Modeling
Part 5: Spatial-Temporal Modeling 1 Introductory Model Formulation For a broad spectrum of applications within the realm of spatial statistics, commonly the data vary across both space and time giving
More informationBayesian Modeling and Inference for High-Dimensional Spatiotemporal Datasets
Bayesian Modeling and Inference for High-Dimensional Spatiotemporal Datasets Sudipto Banerjee University of California, Los Angeles, USA Based upon projects involving: Abhirup Datta (Johns Hopkins University)
More informationHierarchical Modelling for non-gaussian Spatial Data
Hierarchical Modelling for non-gaussian Spatial Data Geography 890, Hierarchical Bayesian Models for Environmental Spatial Data Analysis February 15, 2011 1 Spatial Generalized Linear Models Often data
More informationOn Gaussian Process Models for High-Dimensional Geostatistical Datasets
On Gaussian Process Models for High-Dimensional Geostatistical Datasets Sudipto Banerjee Joint work with Abhirup Datta, Andrew O. Finley and Alan E. Gelfand University of California, Los Angeles, USA May
More informationCBMS Lecture 1. Alan E. Gelfand Duke University
CBMS Lecture 1 Alan E. Gelfand Duke University Introduction to spatial data and models Researchers in diverse areas such as climatology, ecology, environmental exposure, public health, and real estate
More informationModelling Multivariate Spatial Data
Modelling Multivariate Spatial Data Sudipto Banerjee 1 Biostatistics, School of Public Health, University of Minnesota, Minneapolis, Minnesota, U.S.A. June 20th, 2014 1 Point-referenced spatial data often
More informationBayesian Linear Regression
Bayesian Linear Regression Sudipto Banerjee 1 Biostatistics, School of Public Health, University of Minnesota, Minneapolis, Minnesota, U.S.A. September 15, 2010 1 Linear regression models: a Bayesian perspective
More informationChapter 4 - Fundamentals of spatial processes Lecture notes
TK4150 - Intro 1 Chapter 4 - Fundamentals of spatial processes Lecture notes Odd Kolbjørnsen and Geir Storvik January 30, 2017 STK4150 - Intro 2 Spatial processes Typically correlation between nearby sites
More informationBayesian Linear Models
Bayesian Linear Models Sudipto Banerjee September 03 05, 2017 Department of Biostatistics, Fielding School of Public Health, University of California, Los Angeles Linear Regression Linear regression is,
More informationHierarchical Modelling for Univariate and Multivariate Spatial Data
Hierarchical Modelling for Univariate and Multivariate Spatial Data p. 1/4 Hierarchical Modelling for Univariate and Multivariate Spatial Data Sudipto Banerjee sudiptob@biostat.umn.edu University of Minnesota
More informationBayesian SAE using Complex Survey Data Lecture 4A: Hierarchical Spatial Bayes Modeling
Bayesian SAE using Complex Survey Data Lecture 4A: Hierarchical Spatial Bayes Modeling Jon Wakefield Departments of Statistics and Biostatistics University of Washington 1 / 37 Lecture Content Motivation
More informationA Note on the comparison of Nearest Neighbor Gaussian Process (NNGP) based models
A Note on the comparison of Nearest Neighbor Gaussian Process (NNGP) based models arxiv:1811.03735v1 [math.st] 9 Nov 2018 Lu Zhang UCLA Department of Biostatistics Lu.Zhang@ucla.edu Sudipto Banerjee UCLA
More informationApproaches for Multiple Disease Mapping: MCAR and SANOVA
Approaches for Multiple Disease Mapping: MCAR and SANOVA Dipankar Bandyopadhyay Division of Biostatistics, University of Minnesota SPH April 22, 2015 1 Adapted from Sudipto Banerjee s notes SANOVA vs MCAR
More informationAreal data models. Spatial smoothers. Brook s Lemma and Gibbs distribution. CAR models Gaussian case Non-Gaussian case
Areal data models Spatial smoothers Brook s Lemma and Gibbs distribution CAR models Gaussian case Non-Gaussian case SAR models Gaussian case Non-Gaussian case CAR vs. SAR STAR models Inference for areal
More informationFusing point and areal level space-time data. data with application to wet deposition
Fusing point and areal level space-time data with application to wet deposition Alan Gelfand Duke University Joint work with Sujit Sahu and David Holland Chemical Deposition Combustion of fossil fuel produces
More informationChapter 4 - Fundamentals of spatial processes Lecture notes
Chapter 4 - Fundamentals of spatial processes Lecture notes Geir Storvik January 21, 2013 STK4150 - Intro 2 Spatial processes Typically correlation between nearby sites Mostly positive correlation Negative
More informationBayesian hierarchical space time model applied to highresolution hindcast data of significant wave height
Bayesian hierarchical space time model applied to highresolution hindcast data of Presented at Wave workshop 2013, Banff, Canada Erik Vanem Introduction The Bayesian hierarchical space-time models were
More informationFrailty Modeling for Spatially Correlated Survival Data, with Application to Infant Mortality in Minnesota By: Sudipto Banerjee, Mela. P.
Frailty Modeling for Spatially Correlated Survival Data, with Application to Infant Mortality in Minnesota By: Sudipto Banerjee, Melanie M. Wall, Bradley P. Carlin November 24, 2014 Outlines of the talk
More informationModeling Real Estate Data using Quantile Regression
Modeling Real Estate Data using Semiparametric Quantile Regression Department of Statistics University of Innsbruck September 9th, 2011 Overview 1 Application: 2 3 4 Hedonic regression data for house prices
More informationNon-gaussian spatiotemporal modeling
Dec, 2008 1/ 37 Non-gaussian spatiotemporal modeling Thais C O da Fonseca Joint work with Prof Mark F J Steel Department of Statistics University of Warwick Dec, 2008 Dec, 2008 2/ 37 1 Introduction Motivation
More informationSpatio-Temporal Models for Areal Data
Spatio-Temporal Models for Areal Data Juan C. Vivar (jcvivar@dme.ufrj.br) and Marco A. R. Ferreira (marco@im.ufrj.br) Departamento de Métodos Estatísticos - IM Universidade Federal do Rio de Janeiro (UFRJ)
More information*Department Statistics and Operations Research (UPC) ** Department of Economics and Economic History (UAB)
Wind power: Exploratory space-time analysis with M. P. Muñoz*, J. A. Sànchez*, M. Gasulla*, M. D. Márquez** *Department Statistics and Operations Research (UPC) ** Department of Economics and Economic
More informationBayesian data analysis in practice: Three simple examples
Bayesian data analysis in practice: Three simple examples Martin P. Tingley Introduction These notes cover three examples I presented at Climatea on 5 October 0. Matlab code is available by request to
More informationPoint process with spatio-temporal heterogeneity
Point process with spatio-temporal heterogeneity Jony Arrais Pinto Jr Universidade Federal Fluminense Universidade Federal do Rio de Janeiro PASI June 24, 2014 * - Joint work with Dani Gamerman and Marina
More informationMA 575 Linear Models: Cedric E. Ginestet, Boston University Mixed Effects Estimation, Residuals Diagnostics Week 11, Lecture 1
MA 575 Linear Models: Cedric E Ginestet, Boston University Mixed Effects Estimation, Residuals Diagnostics Week 11, Lecture 1 1 Within-group Correlation Let us recall the simple two-level hierarchical
More informationEconomics Department LSE. Econometrics: Timeseries EXERCISE 1: SERIAL CORRELATION (ANALYTICAL)
Economics Department LSE EC402 Lent 2015 Danny Quah TW1.10.01A x7535 : Timeseries EXERCISE 1: SERIAL CORRELATION (ANALYTICAL) 1. Suppose ɛ is w.n. (0, σ 2 ), ρ < 1, and W t = ρw t 1 + ɛ t, for t = 1, 2,....
More informationChapter 3 - Temporal processes
STK4150 - Intro 1 Chapter 3 - Temporal processes Odd Kolbjørnsen and Geir Storvik January 23 2017 STK4150 - Intro 2 Temporal processes Data collected over time Past, present, future, change Temporal aspect
More informationSpatio-temporal prediction of site index based on forest inventories and climate change scenarios
Forest Research Institute Spatio-temporal prediction of site index based on forest inventories and climate change scenarios Arne Nothdurft 1, Thilo Wolf 1, Andre Ringeler 2, Jürgen Böhner 2, Joachim Saborowski
More information1 What does the random effect η mean?
Some thoughts on Hanks et al, Environmetrics, 2015, pp. 243-254. Jim Hodges Division of Biostatistics, University of Minnesota, Minneapolis, Minnesota USA 55414 email: hodge003@umn.edu October 13, 2015
More informationAnalysis of Marked Point Patterns with Spatial and Non-spatial Covariate Information
Analysis of Marked Point Patterns with Spatial and Non-spatial Covariate Information p. 1/27 Analysis of Marked Point Patterns with Spatial and Non-spatial Covariate Information Shengde Liang, Bradley
More informationSome notes on efficient computing and setting up high performance computing environments
Some notes on efficient computing and setting up high performance computing environments Andrew O. Finley Department of Forestry, Michigan State University, Lansing, Michigan. April 17, 2017 1 Efficient
More informationA Framework for Daily Spatio-Temporal Stochastic Weather Simulation
A Framework for Daily Spatio-Temporal Stochastic Weather Simulation, Rick Katz, Balaji Rajagopalan Geophysical Statistics Project Institute for Mathematics Applied to Geosciences National Center for Atmospheric
More informationAreal Unit Data Regular or Irregular Grids or Lattices Large Point-referenced Datasets
Areal Unit Data Regular or Irregular Grids or Lattices Large Point-referenced Datasets Is there spatial pattern? Chapter 3: Basics of Areal Data Models p. 1/18 Areal Unit Data Regular or Irregular Grids
More informationRegression. Machine Learning and Pattern Recognition. Chris Williams. School of Informatics, University of Edinburgh.
Regression Machine Learning and Pattern Recognition Chris Williams School of Informatics, University of Edinburgh September 24 (All of the slides in this course have been adapted from previous versions
More informationOn the change of support problem for spatio-temporal data
Biostatistics (2001), 2, 1,pp. 31 45 Printed in Great Britain On the change of support problem for spatio-temporal data ALAN E. GELFAND Department of Statistics, University of Connecticut, Storrs, Connecticut
More informationGaussian Multiscale Spatio-temporal Models for Areal Data
Gaussian Multiscale Spatio-temporal Models for Areal Data (University of Missouri) Scott H. Holan (University of Missouri) Adelmo I. Bertolde (UFES) Outline Motivation Multiscale factorization The multiscale
More informationPracticum : Spatial Regression
: Alexandra M. Schmidt Instituto de Matemática UFRJ - www.dme.ufrj.br/ alex 2014 Búzios, RJ, www.dme.ufrj.br Exploratory (Spatial) Data Analysis 1. Non-spatial summaries Numerical summaries: Mean, median,
More informationStatistícal Methods for Spatial Data Analysis
Texts in Statistícal Science Statistícal Methods for Spatial Data Analysis V- Oliver Schabenberger Carol A. Gotway PCT CHAPMAN & K Contents Preface xv 1 Introduction 1 1.1 The Need for Spatial Analysis
More informationA HIERARCHICAL MODEL FOR REGRESSION-BASED CLIMATE CHANGE DETECTION AND ATTRIBUTION
A HIERARCHICAL MODEL FOR REGRESSION-BASED CLIMATE CHANGE DETECTION AND ATTRIBUTION Richard L Smith University of North Carolina and SAMSI Joint Statistical Meetings, Montreal, August 7, 2013 www.unc.edu/~rls
More informationHierarchical Linear Models
Hierarchical Linear Models Statistics 220 Spring 2005 Copyright c 2005 by Mark E. Irwin The linear regression model Hierarchical Linear Models y N(Xβ, Σ y ) β σ 2 p(β σ 2 ) σ 2 p(σ 2 ) can be extended
More informationSpatio-temporal modelling of daily air temperature in Catalonia
Spatio-temporal modelling of daily air temperature in Catalonia M. Saez 1,, M.A. Barceló 1,, A. Tobias 3, D. Varga 1,4 and R. Ocaña-Riola 5 1 Research Group on Statistics, Applied Economics and Health
More informationDynamically updated spatially varying parameterisations of hierarchical Bayesian models for spatially correlated data
Dynamically updated spatially varying parameterisations of hierarchical Bayesian models for spatially correlated data Mark Bass and Sujit Sahu University of Southampton, UK June 4, 06 Abstract Fitting
More informationOverview of Spatial Statistics with Applications to fmri
with Applications to fmri School of Mathematics & Statistics Newcastle University April 8 th, 2016 Outline Why spatial statistics? Basic results Nonstationary models Inference for large data sets An example
More informationSpace-time downscaling under error in computer model output
Space-time downscaling under error in computer model output University of Michigan Department of Biostatistics joint work with Alan E. Gelfand, David M. Holland, Peter Guttorp and Peter Craigmile Introduction
More informationConfidence Intervals for Low-dimensional Parameters with High-dimensional Data
Confidence Intervals for Low-dimensional Parameters with High-dimensional Data Cun-Hui Zhang and Stephanie S. Zhang Rutgers University and Columbia University September 14, 2012 Outline Introduction Methodology
More informationLinear Models A linear model is defined by the expression
Linear Models A linear model is defined by the expression x = F β + ɛ. where x = (x 1, x 2,..., x n ) is vector of size n usually known as the response vector. β = (β 1, β 2,..., β p ) is the transpose
More informationBayesian spatial hierarchical modeling for temperature extremes
Bayesian spatial hierarchical modeling for temperature extremes Indriati Bisono Dr. Andrew Robinson Dr. Aloke Phatak Mathematics and Statistics Department The University of Melbourne Maths, Informatics
More informationAnalysing geoadditive regression data: a mixed model approach
Analysing geoadditive regression data: a mixed model approach Institut für Statistik, Ludwig-Maximilians-Universität München Joint work with Ludwig Fahrmeir & Stefan Lang 25.11.2005 Spatio-temporal regression
More informationSpatial statistics, addition to Part I. Parameter estimation and kriging for Gaussian random fields
Spatial statistics, addition to Part I. Parameter estimation and kriging for Gaussian random fields 1 Introduction Jo Eidsvik Department of Mathematical Sciences, NTNU, Norway. (joeid@math.ntnu.no) February
More informationX t = a t + r t, (7.1)
Chapter 7 State Space Models 71 Introduction State Space models, developed over the past 10 20 years, are alternative models for time series They include both the ARIMA models of Chapters 3 6 and the Classical
More informationMIXED EFFECTS MODELS FOR TIME SERIES
Outline MIXED EFFECTS MODELS FOR TIME SERIES Cristina Gorrostieta Hakmook Kang Hernando Ombao Brown University Biostatistics Section February 16, 2011 Outline OUTLINE OF TALK 1 SCIENTIFIC MOTIVATION 2
More informationEstimating the long-term health impact of air pollution using spatial ecological studies. Duncan Lee
Estimating the long-term health impact of air pollution using spatial ecological studies Duncan Lee EPSRC and RSS workshop 12th September 2014 Acknowledgements This is joint work with Alastair Rushworth
More informationSpatial smoothing over complex domain
Spatial smoothing over complex domain Alessandro Ottavi NTNU Department of Mathematical Science August 16-20 2010 Outline Spatial smoothing Complex domain The SPDE approch Manifold Some tests Spatial smoothing
More informationSmall Area Estimation via Multivariate Fay-Herriot Models with Latent Spatial Dependence
Small Area Estimation via Multivariate Fay-Herriot Models with Latent Spatial Dependence Aaron T. Porter 1, Christopher K. Wikle 2, Scott H. Holan 2 arxiv:1310.7211v1 [stat.me] 27 Oct 2013 Abstract The
More informationTechnical Vignette 5: Understanding intrinsic Gaussian Markov random field spatial models, including intrinsic conditional autoregressive models
Technical Vignette 5: Understanding intrinsic Gaussian Markov random field spatial models, including intrinsic conditional autoregressive models Christopher Paciorek, Department of Statistics, University
More informationLow-rank methods and predictive processes for spatial models
Low-rank methods and predictive processes for spatial models Sam Bussman, Linchao Chen, John Lewis, Mark Risser with Sebastian Kurtek, Vince Vu, Ying Sun February 27, 2014 Outline Introduction and general
More informationSupplementary Materials for A Spatial Time-to-Event Approach for Estimating Associations between Air Pollution and Preterm Birth
Supplementary Materials for A Spatial Time-to-Event Approach for Estimating Associations between Air Pollution and Preterm Birth Howard H. Chang Department of Biostatistics and Bioinformatics Emory University,
More informationLecture 7 Autoregressive Processes in Space
Lecture 7 Autoregressive Processes in Space Dennis Sun Stanford University Stats 253 July 8, 2015 1 Last Time 2 Autoregressive Processes in Space 3 Estimating Parameters 4 Testing for Spatial Autocorrelation
More informationRejoinder. Peihua Qiu Department of Biostatistics, University of Florida 2004 Mowry Road, Gainesville, FL 32610
Rejoinder Peihua Qiu Department of Biostatistics, University of Florida 2004 Mowry Road, Gainesville, FL 32610 I was invited to give a plenary speech at the 2017 Stu Hunter Research Conference in March
More informationSpatial Misalignment
Spatial Misalignment Jamie Monogan University of Georgia Spring 2013 Jamie Monogan (UGA) Spatial Misalignment Spring 2013 1 / 28 Objectives By the end of today s meeting, participants should be able to:
More informationMultivariate spatial-temporal modeling and prediction of speciated fine particles 1
Multivariate spatial-temporal modeling and prediction of speciated fine particles 1 Jungsoon Choi, Brian J. Reich, Montserrat Fuentes, and Jerry M. Davis Abstract Fine particulate matter (PM 2.5 ) is an
More informationSymmetry and Separability In Spatial-Temporal Processes
Symmetry and Separability In Spatial-Temporal Processes Man Sik Park, Montserrat Fuentes Symmetry and Separability In Spatial-Temporal Processes 1 Motivation In general, environmental data have very complex
More informationBayesian Hierarchical Models
Bayesian Hierarchical Models Gavin Shaddick, Millie Green, Matthew Thomas University of Bath 6 th - 9 th December 2016 1/ 34 APPLICATIONS OF BAYESIAN HIERARCHICAL MODELS 2/ 34 OUTLINE Spatial epidemiology
More informationBruno Sansó. Department of Applied Mathematics and Statistics University of California Santa Cruz bruno
Bruno Sansó Department of Applied Mathematics and Statistics University of California Santa Cruz http://www.ams.ucsc.edu/ bruno Climate Models Climate Models use the equations of motion to simulate changes
More informationSerial Correlation. Edps/Psych/Stat 587. Carolyn J. Anderson. Fall Department of Educational Psychology
Serial Correlation Edps/Psych/Stat 587 Carolyn J. Anderson Department of Educational Psychology c Board of Trustees, University of Illinois Fall 017 Model for Level 1 Residuals There are three sources
More informationLecture 14 Bayesian Models for Spatio-Temporal Data
Lecture 14 Bayesian Models for Spatio-Temporal Data Dennis Sun Stats 253 August 13, 2014 Outline of Lecture 1 Recap of Bayesian Models 2 Empirical Bayes 3 Case 1: Long-Lead Forecasting of Sea Surface Temperatures
More informationA short introduction to INLA and R-INLA
A short introduction to INLA and R-INLA Integrated Nested Laplace Approximation Thomas Opitz, BioSP, INRA Avignon Workshop: Theory and practice of INLA and SPDE November 7, 2018 2/21 Plan for this talk
More information