Read Books Online and Download eBooks, EPub, PDF, Mobi, Kindle, Text Full Free.
Download Maximum Likellhood Estimation Of Covariance Parameters For Gaussian Random Fields full books in PDF, epub, and Kindle. Read online Maximum Likellhood Estimation Of Covariance Parameters For Gaussian Random Fields ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Author : C. R. Dietrich
Publisher :
ISBN 13 :
Total Pages : 18 pages
Book Rating : 4.:/5 (22 download)
Download or read book Maximum Likelihood Estimation of Covariance Parameters for Gaussian Random Fields written by C. R. Dietrich and published by . This book was released on 1989 with total page 18 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : C. R. Dietrich
Publisher :
ISBN 13 :
Total Pages : 18 pages
Book Rating : 4.:/5 (245 download)
Download or read book Maximum Likellhood Estimation of Covariance Parameters for Gaussian Random Fields written by C. R. Dietrich and published by . This book was released on 1989 with total page 18 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Benjamin Adam Shaby
Publisher :
ISBN 13 :
Total Pages : 204 pages
Book Rating : 4.E/5 ( download)
Download or read book Covariance Modeling and Parameter Estimation for Stationary Spatio-temporal Gaussian Random Fields written by Benjamin Adam Shaby and published by . This book was released on 2007 with total page 204 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Victor De Oliveira
Publisher :
ISBN 13 :
Total Pages : 15 pages
Book Rating : 4.:/5 (824 download)
Download or read book Maximum Likelihood and Restricted Maximum Likelihood Estimation for a Class of Gaussian Markov Random Fields written by Victor De Oliveira and published by . This book was released on 2009 with total page 15 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work describes a Gaussian Markov random field model that includes several previously proposed models, and studies properties of their maximum likelihood (ML) and restricted maximum likelihood (REML) estimators in a special case. Specifically, for models where a particular relation holds between the regression and precision matrices of the model, we provide sufficient conditions for existence and uniqueness of ML and REML estimators of the covariance parameters, and provide a straightforward way to compute them. It is found that the ML estimator always exists while the REML estimator may not exist with positive probability. A numerical comparison suggests that for this model ML estimators of covariance parameters have, overall, better frequentist properties than REML estimators.
Author : C. R. Dietrich
Publisher :
ISBN 13 :
Total Pages : 14 pages
Book Rating : 4.:/5 (22 download)
Download or read book Modality of the Restricted Maximum Likelihood Function with Regard to Covariance Nugget, Scale and Range Parameters in Spatial Gaussian Random Fields written by C. R. Dietrich and published by . This book was released on 1990 with total page 14 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Havard Rue
Publisher : CRC Press
ISBN 13 : 0203492021
Total Pages : 280 pages
Book Rating : 4.2/5 (34 download)
Download or read book Gaussian Markov Random Fields written by Havard Rue and published by CRC Press. This book was released on 2005-02-18 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: Gaussian Markov Random Field (GMRF) models are most widely used in spatial statistics - a very active area of research in which few up-to-date reference works are available. This is the first book on the subject that provides a unified framework of GMRFs with particular emphasis on the computational aspects. This book includes extensive case-studie
Author : Pengyu Liu
Publisher :
ISBN 13 :
Total Pages : 247 pages
Book Rating : 4.:/5 (773 download)
Download or read book Maximum Likelihood Estimation of an Unknown Change-point in the Parameters of a Multivariate Gaussian Series with Applications to Environmental Monitoring written by Pengyu Liu and published by . This book was released on 2010 with total page 247 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : I.A. Ibragimov
Publisher : Springer Science & Business Media
ISBN 13 : 1461262755
Total Pages : 285 pages
Book Rating : 4.4/5 (612 download)
Download or read book Gaussian Random Processes written by I.A. Ibragimov and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 285 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book deals mainly with three problems involving Gaussian stationary processes. The first problem consists of clarifying the conditions for mutual absolute continuity (equivalence) of probability distributions of a "random process segment" and of finding effective formulas for densities of the equiva lent distributions. Our second problem is to describe the classes of spectral measures corresponding in some sense to regular stationary processes (in par ticular, satisfying the well-known "strong mixing condition") as well as to describe the subclasses associated with "mixing rate". The third problem involves estimation of an unknown mean value of a random process, this random process being stationary except for its mean, i. e. , it is the problem of "distinguishing a signal from stationary noise". Furthermore, we give here auxiliary information (on distributions in Hilbert spaces, properties of sam ple functions, theorems on functions of a complex variable, etc. ). Since 1958 many mathematicians have studied the problem of equivalence of various infinite-dimensional Gaussian distributions (detailed and sys tematic presentation of the basic results can be found, for instance, in [23]). In this book we have considered Gaussian stationary processes and arrived, we believe, at rather definite solutions. The second problem mentioned above is closely related with problems involving ergodic theory of Gaussian dynamic systems as well as prediction theory of stationary processes.
Author : Dionissios T. Hristopulos
Publisher : Springer Nature
ISBN 13 : 9402419187
Total Pages : 884 pages
Book Rating : 4.4/5 (24 download)
Download or read book Random Fields for Spatial Data Modeling written by Dionissios T. Hristopulos and published by Springer Nature. This book was released on 2020-02-17 with total page 884 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an inter-disciplinary introduction to the theory of random fields and its applications. Spatial models and spatial data analysis are integral parts of many scientific and engineering disciplines. Random fields provide a general theoretical framework for the development of spatial models and their applications in data analysis. The contents of the book include topics from classical statistics and random field theory (regression models, Gaussian random fields, stationarity, correlation functions) spatial statistics (variogram estimation, model inference, kriging-based prediction) and statistical physics (fractals, Ising model, simulated annealing, maximum entropy, functional integral representations, perturbation and variational methods). The book also explores links between random fields, Gaussian processes and neural networks used in machine learning. Connections with applied mathematics are highlighted by means of models based on stochastic partial differential equations. An interlude on autoregressive time series provides useful lower-dimensional analogies and a connection with the classical linear harmonic oscillator. Other chapters focus on non-Gaussian random fields and stochastic simulation methods. The book also presents results based on the author’s research on Spartan random fields that were inspired by statistical field theories originating in physics. The equivalence of the one-dimensional Spartan random field model with the classical, linear, damped harmonic oscillator driven by white noise is highlighted. Ideas with potentially significant computational gains for the processing of big spatial data are presented and discussed. The final chapter concludes with a description of the Karhunen-Loève expansion of the Spartan model. The book will appeal to engineers, physicists, and geoscientists whose research involves spatial models or spatial data analysis. Anyone with background in probability and statistics can read at least parts of the book. Some chapters will be easier to understand by readers familiar with differential equations and Fourier transforms.
Author : Robert J. Adler
Publisher : SIAM
ISBN 13 : 0898716934
Total Pages : 295 pages
Book Rating : 4.8/5 (987 download)
Download or read book The Geometry of Random Fields written by Robert J. Adler and published by SIAM. This book was released on 2010-01-28 with total page 295 pages. Available in PDF, EPUB and Kindle. Book excerpt: An important treatment of the geometric properties of sets generated by random fields, including a comprehensive treatment of the mathematical basics of random fields in general. It is a standard reference for all researchers with an interest in random fields, whether they be theoreticians or come from applied areas.
Author : Zhengyuan Zhu
Publisher :
ISBN 13 :
Total Pages : 132 pages
Book Rating : 4.:/5 (622 download)
Download or read book Optimal Sampling Design and Parameter Estimation of Gaussian Random Fields written by Zhengyuan Zhu and published by . This book was released on 2002 with total page 132 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Murray Rosenblatt
Publisher : Springer Science & Business Media
ISBN 13 : 1461251567
Total Pages : 253 pages
Book Rating : 4.4/5 (612 download)
Download or read book Stationary Sequences and Random Fields written by Murray Rosenblatt and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book has a dual purpose. One of these is to present material which selec tively will be appropriate for a quarter or semester course in time series analysis and which will cover both the finite parameter and spectral approach. The second object is the presentation of topics of current research interest and some open questions. I mention these now. In particular, there is a discussion in Chapter III of the types of limit theorems that will imply asymptotic nor mality for covariance estimates and smoothings of the periodogram. This dis cussion allows one to get results on the asymptotic distribution of finite para meter estimates that are broader than those usually given in the literature in Chapter IV. A derivation of the asymptotic distribution for spectral (second order) estimates is given under an assumption of strong mixing in Chapter V. A discussion of higher order cumulant spectra and their large sample properties under appropriate moment conditions follows in Chapter VI. Probability density, conditional probability density and regression estimates are considered in Chapter VII under conditions of short range dependence. Chapter VIII deals with a number of topics. At first estimates for the structure function of a large class of non-Gaussian linear processes are constructed. One can determine much more about this structure or transfer function in the non-Gaussian case than one can for Gaussian processes. In particular, one can determine almost all the phase information.
Author : Alan E. Gelfand
Publisher : CRC Press
ISBN 13 : 1498752128
Total Pages : 876 pages
Book Rating : 4.4/5 (987 download)
Download or read book Handbook of Environmental and Ecological Statistics written by Alan E. Gelfand and published by CRC Press. This book was released on 2019-01-15 with total page 876 pages. Available in PDF, EPUB and Kindle. Book excerpt: This handbook focuses on the enormous literature applying statistical methodology and modelling to environmental and ecological processes. The 21st century statistics community has become increasingly interdisciplinary, bringing a large collection of modern tools to all areas of application in environmental processes. In addition, the environmental community has substantially increased its scope of data collection including observational data, satellite-derived data, and computer model output. The resultant impact in this latter community has been substantial; no longer are simple regression and analysis of variance methods adequate. The contribution of this handbook is to assemble a state-of-the-art view of this interface. Features: An internationally regarded editorial team. A distinguished collection of contributors. A thoroughly contemporary treatment of a substantial interdisciplinary interface. Written to engage both statisticians as well as quantitative environmental researchers. 34 chapters covering methodology, ecological processes, environmental exposure, and statistical methods in climate science.
Author : Emilio Porcu
Publisher : Springer Science & Business Media
ISBN 13 : 3642170854
Total Pages : 263 pages
Book Rating : 4.6/5 (421 download)
Download or read book Advances and Challenges in Space-time Modelling of Natural Events written by Emilio Porcu and published by Springer Science & Business Media. This book was released on 2012-01-04 with total page 263 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book arises from the International Spring School "Advances and Challenges in Space-Time modelling of Natural Events," which took place March 2010. It details recent developments, new methods and applications in spatial statistics and related areas. This book arises from the International Spring School "Advances and Challenges in Space-Time modelling of Natural Events," which took place March 2010. It details recent developments, new methods and applications in spatial statistics and related areas.
Author : Michael L. Stein
Publisher : Springer Science & Business Media
ISBN 13 : 1461214947
Total Pages : 263 pages
Book Rating : 4.4/5 (612 download)
Download or read book Interpolation of Spatial Data written by Michael L. Stein and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 263 pages. Available in PDF, EPUB and Kindle. Book excerpt: A summary of past work and a description of new approaches to thinking about kriging, commonly used in the prediction of a random field based on observations at some set of locations in mining, hydrology, atmospheric sciences, and geography.
Author : Abdelaati Daouia
Publisher : Springer Nature
ISBN 13 : 3030732495
Total Pages : 713 pages
Book Rating : 4.0/5 (37 download)
Download or read book Advances in Contemporary Statistics and Econometrics written by Abdelaati Daouia and published by Springer Nature. This book was released on 2021-06-14 with total page 713 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a unique collection of contributions on modern topics in statistics and econometrics, written by leading experts in the respective disciplines and their intersections. It addresses nonparametric statistics and econometrics, quantiles and expectiles, and advanced methods for complex data, including spatial and compositional data, as well as tools for empirical studies in economics and the social sciences. The book was written in honor of Christine Thomas-Agnan on the occasion of her 65th birthday. Given its scope, it will appeal to researchers and PhD students in statistics and econometrics alike who are interested in the latest developments in their field.
Author : Oliver Schabenberger
Publisher : CRC Press
ISBN 13 : 1351991477
Total Pages : 444 pages
Book Rating : 4.3/5 (519 download)
Download or read book Statistical Methods for Spatial Data Analysis written by Oliver Schabenberger and published by CRC Press. This book was released on 2017-01-27 with total page 444 pages. Available in PDF, EPUB and Kindle. Book excerpt: Understanding spatial statistics requires tools from applied and mathematical statistics, linear model theory, regression, time series, and stochastic processes. It also requires a mindset that focuses on the unique characteristics of spatial data and the development of specialized analytical tools designed explicitly for spatial data analysis. Statistical Methods for Spatial Data Analysis answers the demand for a text that incorporates all of these factors by presenting a balanced exposition that explores both the theoretical foundations of the field of spatial statistics as well as practical methods for the analysis of spatial data. This book is a comprehensive and illustrative treatment of basic statistical theory and methods for spatial data analysis, employing a model-based and frequentist approach that emphasizes the spatial domain. It introduces essential tools and approaches including: measures of autocorrelation and their role in data analysis; the background and theoretical framework supporting random fields; the analysis of mapped spatial point patterns; estimation and modeling of the covariance function and semivariogram; a comprehensive treatment of spatial analysis in the spectral domain; and spatial prediction and kriging. The volume also delivers a thorough analysis of spatial regression, providing a detailed development of linear models with uncorrelated errors, linear models with spatially-correlated errors and generalized linear mixed models for spatial data. It succinctly discusses Bayesian hierarchical models and concludes with reviews on simulating random fields, non-stationary covariance, and spatio-temporal processes. Additional material on the CRC Press website supplements the content of this book. The site provides data sets used as examples in the text, software code that can be used to implement many of the principal methods described and illustrated, and updates to the text itself.
