宠辱不惊淡看庭前花开花谢, 去留 ...分享 http://blog.sciencenet.cn/u/zhangshibin 专业: 概率论与数理统计 研究方向: 时空数据统计分析,包括随机过程统计、时间序列分析、空间统计、统计计算、贝叶斯统计等

博文

NW: Automatic estimation of spatial spectra

已有 1809 次阅读 2021-8-17 19:46 |个人分类:学术成果|系统分类:论文交流

http://link.springer.com/article/10.1007/s00180-021-01141-z
Automatic estimation of spatial spectra via smoothing splines

Computational Statistics (2021)
http://link.springer.com/article/10.1007/s00180-021-01141-z

Abstract

Spectra are frequently used to depict the dependence features of a second-order stationary process. In this paper, the spatial log-spectral density is expressed by a new type of smoothing splines in the form of the summation of a linear expression of univariate bases and two quadratic forms of univariate bases. Based on this new type of smoothing splines, a Bayesian nonparametric method is proposed to estimate the spectral density of spatial data observed on a lattice. The proposed Bayesian approach uses a Hamiltonian Monte Carlo-within-Gibbs technique to fit smoothing splines to the spatial periodogram. Our technique produces an automatically smoothed spatial spectral estimate along with samples from the posterior distributions of the parameters to facilitate inference.

http://link.springer.com/article/10.1007/s00180-021-01141-z




https://blog.sciencenet.cn/blog-116301-1300234.html

上一篇:《谱域统计分析》已出版
下一篇:NW: Spectral comparison based on Anderson-Darling statistic
收藏 IP: 183.192.234.*| 热度|

0

该博文允许注册用户评论 请点击登录 评论 (0 个评论)

数据加载中...

Archiver|手机版|科学网 ( 京ICP备07017567号-12 )

GMT+8, 2024-3-29 02:48

Powered by ScienceNet.cn

Copyright © 2007- 中国科学报社

返回顶部