A MULTI-RESOLUTION MODEL FOR NON-GAUSSIAN RANDOM FIELDS ON A SPHERE WITH APPLICATION TO IONOSPHERIC ELECTROSTATIC POTENTIALS

• 成果类型: Article
• 署名作者: Fan, Minjie; Paul, Debashis; Lee, Thomas C. M.; Matsuo, Tomoko
• 署名单位: University of California System; University of California Davis; University of Colorado System; University of Colorado Boulder
• 刊物名称: ANNALS OF APPLIED STATISTICS
• ISSN/ISSBN: 1932-6157
• DOI: 10.1214/17-AOAS1104
• 发表日期: 2018
• 页码: 459-489
• 关键词: covariance functions; scale mixtures; variability; prediction; simulation; convection

摘要

Gaussian random fields have been one of the most popular tools for analyzing spatial data. However, many geophysical and environmental processes often display non-Gaussian characteristics. In this paper, we propose a new class of spatial models for non-Gaussian random fields on a sphere based on a multi-resolution analysis. Using a special wavelet frame, named spherical needlets, as building blocks, the proposed model is constructed in the form of a sparse random effects model. The spatial localization of needlets, together with carefully chosen random coefficients, ensure the model to be non-Gaussian and isotropic. The model can also be expanded to include a spatially varying variance profile. The special formulation of the model enables us to develop efficient estimation and prediction procedures, in which an adaptive MCMC algorithm is used. We investigate the accuracy of parameter estimation of the proposed model, and compare its predictive performance with that of two Gaussian models by extensive numerical experiments. Practical utility of the proposed model is demonstrated through an application of the methodology to a data set of high-latitude ionospheric electrostatic potentials, generated from the LFM-MIX model of the magnetosphere-ionosphere system.