首页 | 本学科首页   官方微博 | 高级检索  
相似文献
 共查询到3条相似文献,搜索用时 0 毫秒
1.
We propose a method for a Bayesian hierarchical analysis of count data that are observed at irregular locations in a bounded domain of R2. We model the data as having been observed on a fine regular lattice, where we do not have observations at all the sites. The counts are assumed to be independent Poisson random variables whose means are given by a log Gaussian process. In this article, the Gaussian process is assumed to be either a Markov random field (MRF) or a geostatistical model, and we compare the two models on an environmental data set. To make the comparison, we calibrate priors for the parameters in the geostatistical model to priors for the parameters in the MRF. The calibration is obtained empirically. The main goal is to predict the hidden Poisson-mean process at all sites on the lattice, given the spatially irregular count data; to do this we use an efficient MCMC. The spatial Bayesian methods are illustrated on radioactivity counts analyzed by Diggle et al. (1998).  相似文献   

2.
Hierarchical modeling for extreme values observed over space and time   总被引:2,自引:1,他引:2  
We propose a hierarchical modeling approach for explaining a collection of spatially referenced time series of extreme values. We assume that the observations follow generalized extreme value (GEV) distributions whose locations and scales are jointly spatially dependent where the dependence is captured using multivariate Markov random field models specified through coregionalization. In addition, there is temporal dependence in the locations. There are various ways to provide appropriate specifications; we consider four choices. The models can be fitted using a Markov Chain Monte Carlo (MCMC) algorithm to enable inference for parameters and to provide spatio–temporal predictions. We fit the models to a set of gridded interpolated precipitation data collected over a 50-year period for the Cape Floristic Region in South Africa, summarizing results for what appears to be the best choice of model.
Alan E. GelfandEmail:
  相似文献   

3.
Ordered parameter problems arise in a wide variety of real world situations and are dealt with extensively in the literature. Traditional frequentist methods for dealing with these problems are rather complicated theoretically, especially when sample sizes are small. Bayesian methods are not widely used because high dimensional numerical integration is often required. However, Markov chain Monte Carlo methods provide alternatives to such numerical integration and also deal with ordered parameter problems in a straightforward manner. Little is known about the situation where functions of parameters are ordered. Such problems may seem to be of little practical concern initially, but one can readily see their importance in situations where ordering is placed on the means and variances of several normal or Gamma populations. For the Gamma distribution we will present real examples where we will analyze monthly precipitation data from San Francisco, California and Oakland Mills, Iowa. For the San Francisco data we will simultaneously order both monthly precipitation means and variances. For the Iowa data we will place ordering on seasonal average while still estimating monthly means. Our results show that we would obtain sharper, more accurate inference when order restrictions are employed.  相似文献   

设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号