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Spatial Statistics IV Stat 518 Sp08
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Recall Method of moments: square of all pairwise differences, smoothed over lag bins Problems: Not necessarily a valid variogram Not very robust Estimation of variograms
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A robust empirical variogram estimator (Z(x)-Z(y)) 2 is chi-squared for Gaussian data Fourth root is variance stabilizing Cressie and Hawkins:
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Least squares Minimize Alternatives: fourth root transformation weighting by 1/ 2 generalized least squares
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Maximum likelihood Z~N n ( , ) = [ (s i -s j ; )] = V( ) Maximize and maximizes the profile likelihood
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Parana data ml ls
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A peculiar ml fit
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Some more fits
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All together now...
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Geometric anisotropy If we have an isotropic covariance (circular isocorrelation curves). If for a linear transformation A, we have geometric anisotropy (elliptical isocorrelation curves). General nonstationary correlation structures are typically locally geometrically anisotropic.
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The deformation idea In the geometric anisotropic case, write where f(x) = Ax. This suggests using a general nonlinear transformation. Usually d=2 or 3. G-plane D-space We do not want f to fold. Do a Bayesian implementation using thin plate splines
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California ozone
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Posterior samples
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