Academic Journal
Sequential Empirical Bayes Method for Filtering Dynamic Spatiotemporal Processes
| العنوان: | Sequential Empirical Bayes Method for Filtering Dynamic Spatiotemporal Processes |
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| المؤلفون: | Evangelou, Evangelos, Maroulas, Vasileios |
| المصدر: | Evangelou , E & Maroulas , V 2017 , ' Sequential Empirical Bayes Method for Filtering Dynamic Spatiotemporal Processes ' , Spatial Statistics , vol. 21 , no. A , pp. 114-129 . https://doi.org/10.1016/j.spasta.2017.06.006 |
| سنة النشر: | 2017 |
| مصطلحات موضوعية: | Dynamic spatiotemporal process, Empirical Bayes estimation, Fukushima nuclear disaster, Geostatistics, Online inference, State space models |
| الوصف: | We consider online prediction of a latent dynamic spatiotemporal process and estimation of the associated model parameters based on noisy data. The problem is motivated by the analysis of spatial data arriving in real-time and the current parameter estimates and predictions are updated using the new data at a fixed computational cost. Estimation and prediction is performed within an empirical Bayes framework with the aid of Markov chain Monte Carlo samples. Samples for the latent spatial field are generated using a sampling importance resampling algorithm with a skewed-normal proposal and for the temporal parameters using Gibbs sampling with their full conditionals written in terms of sufficient quantities which are updated online. The spatial range parameter is estimated by a novel online implementation of an empirical Bayes method, called herein \emph{sequential empirical Bayes} method. A simulation study shows that our method gives similar results as an offline Bayesian method. We also find that the skewed-normal proposal improves over the traditional Gaussian proposal. The application of our method is demonstrated for online monitoring of radiation after the Fukushima nuclear accident. |
| نوع الوثيقة: | article in journal/newspaper |
| وصف الملف: | application/pdf |
| اللغة: | English |
| DOI: | 10.1016/j.spasta.2017.06.006 |
| الاتاحة: | https://researchportal.bath.ac.uk/en/publications/288ff1de-d8f4-443e-9ae6-d050989049de https://doi.org/10.1016/j.spasta.2017.06.006 https://purehost.bath.ac.uk/ws/files/155977053/sto_final.pdf https://arxiv.org/abs/1506.02691 |
| Rights: | info:eu-repo/semantics/openAccess |
| رقم الانضمام: | edsbas.77ECA09B |
| قاعدة البيانات: | BASE |
| DOI: | 10.1016/j.spasta.2017.06.006 |
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