Statistics Colloquium
Stat Talk at UMBC
Location
Sondheim Hall : 105
Date & Time
October 23, 2015, 10:30 am – 11:30 am
Description
Speaker:
Dr. Tatiyana V. Apanasovich
Associate Professor
Department of Statistics
George Washington UniversityDr. Tatiyana V. Apanasovich
Associate Professor
Department of Statistics
Title:
Cross-Covariance Functions for Multivariate Random Fields
Abstract:
Data
indexed by spatial coordinates have become ubiquitous in a large number
of applications, for instance in environmental, climate and social
sciences, hydrology and ecology. Recently, the availability of high
resolution microscopy together with advances in imaging technology has
increased the importance of spatial data to detect meaningful patterns
as well as to make predictions in medical applications (brain imaging)
and systems biology (images of fluorescently labeled proteins, lipids,
DNA). The defining feature of multivariate spatial data is the
availability of several measurements at each spatial location. Such data
may exhibit not only correlation between variables at each site, but
also spatial correlation within each variable and spatial
cross-correlation between variables at neighboring sites. Any analysis
or modeling must therefore allow for flexible, but computationally
tractable specifications for the multivariate spatial effects processes.
In practice we assume that such processes, probably after some
transformation, are not too far from Gaussian and characterized well by
the first two moments. The model for the mean follows from the context.
However, the challenge is to find a valid specification for
cross-covariance matrices which is estimable, and yet flexible enough to
incorporate a wide range of correlation structures. I
will introduce a valid parametric family of cross-covariance functions
for multivariate spatial random fields where each component has a
covariance function from either Matern or Cauchy class (Apanasovich et
al (2012), Apanasovich et al (2016)). Unlike previous attempts, our
model indeed allows for various smoothness and rates of correlation
decay for any number of vector components.
The application of the proposed methodologies will be illustrated on the datasets from meteorology.
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