[Forum SIS] Seminario a Dalmine BG

[Alessandro Fasso']

Avviso di Seminario

Il Prof. Emilio Porcu, Unversidad Santa Maria, Valparaiso


terrà un seminario da titolo

*Space-Time Adaptive Tapers for Gaussian Fields*

Venerdì 31 gennaio 2014, ore 11.00
Aula 20, Dipartimento di Ingegneria
Via Marconi 5, Dalmine BG


Abstract
We propose a class of nonseparable space-time compactly supported
correlation functions, termed here
quasi-tapers, to mean that such correlations can be dynamically compactly
supported over space or
time. An important feature of the quasi-taper is given by a spatial
(temporal) compact support being
a decreasing function of the temporal lag (spatial distance), so that the
spatial (temporal) compact
support becomes smaller when the temporal (spatial) dependence becomes
weaker. We propose general
classes as well as some examples that generalize the Wendland tapers to the
space-time setting. Then
a non separable space-time taper with spatial and temporal compact support
is obtained as tensor
product of quasi-tapers. Our space-time taper includes all the known
constructions as special cases and
will be shown to have great exibility.
Covariance tapering is then explored as an alternative to maximum
likelihood when estimating the
covariance model of a space-time Gaussian random field in the case of large
datasets. The proposed
quasi and space-time tapers allows to perform covariance tapering when
dealing with data that are
densely observed in time (space) but sparse in space (time) or densely
observed both in time and space.
The statistical and computational properties of the space-time covariance
tapering is addressed
under increasing domain asymptotics. A simulation study and two real data
examples illustrate the
statistical and computational performances of the covariance tapering with
respect to the maximum
likelihood method using the space-time tapers proposed.

-- 
________________________________________
Alessandro Fassò
Professor of Statistics
University of Bergamo
Via Marconi 5,   24044 Dalmine BG I,   Italy

*Office*:  tel.  +39 035 2052 323,   fax. +39 035 2052 310
*Personal* *fax*. +39 035 7423 1165
Cell.  +39 338 8026 616
email: alessandro.fasso at unibg.it,
homepage:  www.unibg.it/pers/?alessandro.fasso
*Skype*: alessandro.fasso
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