Spatial models generated by nested stochastic partial differential equations, with an application to global ozone mapping

David Bolin, Finn Lindgren

Research output: Contribution to journalArticle

62 Citations (Scopus)
130 Downloads (Pure)

Abstract

A new class of stochastic field models is constructed using nested stochastic partial differential equations (SPDEs). The model class is computationally efficient, applicable to data on general smooth manifolds, and includes both the Gaussian Matérn fields and a wide family of fields with oscillating covariance functions. Nonstationary covariance models are obtained by spatially varying the parameters in the SPDEs, and the model parameters are estimated using direct numerical optimization, which is more efficient than standard Markov Chain Monte Carlo procedures. The model class is used to estimate daily ozone maps using a large data set of spatially irregular global total column ozone data.
Original languageEnglish
Pages (from-to)523-550
JournalAnnals of Applied Statistics
Volume5
Issue number1
DOIs
Publication statusPublished - Mar 2011

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