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Professor Noel Cressie

2013

Journal Articles

Articles 1 - 17 of 17

Full-Text Articles in Physical Sciences and Mathematics

Letter To The Editor, Noel A. Cressie Feb 2013

Letter To The Editor, Noel A. Cressie

Professor Noel Cressie

No abstract provided.


Spatial Statistics In The Presence Of Location Error With An Application To Remote Sensing Of The Environment, Noel A. Cressie, John Kornak Feb 2013

Spatial Statistics In The Presence Of Location Error With An Application To Remote Sensing Of The Environment, Noel A. Cressie, John Kornak

Professor Noel Cressie

Techniques for the analysis of spatial data have, to date, tended to ignore any effect caused by error in specifying the spatial locations at which measurements are recorded. This paper reviews the methods for adjusting spatial inference in the presence of data-location error, particularly for data that. have a continuous spatial index (geostatistical data). New kriging equations are developed and evaluated based on a simulation experiment. They are also applied to remote-sensing data from the Total Ozone Mapping Spectrometer instrument on the Nimbus-7 satellite, where the location error is caused by assignment of the data to their nearest grid-cell centers. …


Small-Area Estimation: An Appraisal - Comment, Noel A. Cressie, Mark S. Kaiser Feb 2013

Small-Area Estimation: An Appraisal - Comment, Noel A. Cressie, Mark S. Kaiser

Professor Noel Cressie

Malay Ghosh and Jon Rao have presented us with a well written exposition of the topic of small area estimation. The past literature has been de-cidedly influenced by linear modeling, and we see that clearly in their paper. There has also been a tendency to judge the performance of the estimation methods by concentrating on a single, arbitrary small area. In our comment, we shall discuss what opportunities there might be to expand the class of statistical models for small area data and to consider multivariate aspects of small area estimation.


The Vprt - A Sequential Testing Procedure Dominating The Sprt, Noel A. Cressie, Peter Morgan Feb 2013

The Vprt - A Sequential Testing Procedure Dominating The Sprt, Noel A. Cressie, Peter Morgan

Professor Noel Cressie

Under more general assumptions than those usually made in the sequential analysis literature, a variable-sample-size-sequential probability ratio test (VPRT) of two simple hypotheses is found that maximizes the expected net gain over all sequential decision procedures. In contrast, Wald and Wolfowitz [25] developed the sequential probability ratio test (SPRT) to minimize expected sample size, but their assumptions on the parameters of the decision problem were restrictive. In this article we show that the expected net-gain-maximizing VPRT also minimizes the expected (with respect to both data and prior) total sampling cost and that, under slightly more general conditions than those imposed …


Spatial Mixture Models Based On Exponential Family Conditional Distributions, M Kaiser, Noel A. Cressie, J Lee Feb 2013

Spatial Mixture Models Based On Exponential Family Conditional Distributions, M Kaiser, Noel A. Cressie, J Lee

Professor Noel Cressie

Spatial statistical models are applied in many problems for which dependence in observed random variables is not easily explained by a direct scientific mechanism. In such situations there may be a latent spatial process that acts to produce the observed spatial pattern. Scientific interest often centers on the latent process and the degree of spatial dependence that characterizes it. Such latent processes may be thought of as spatial mixing distributions. We present methods for the specification of flexible joint distributions to model spatial processes through multi-parameter exponential family conditional distributions. One approach to the analysis of these models is Monte …


A Spatial Analysis Of Multivariate Output From Regional Climate Models, Stephan Sain, Reinhard Furrer, Noel A. Cressie Feb 2013

A Spatial Analysis Of Multivariate Output From Regional Climate Models, Stephan Sain, Reinhard Furrer, Noel A. Cressie

Professor Noel Cressie

Climate models have become an important tool in the study of climate and climate change, and ensemble experiments consisting of multiple climate-model runs are used in studying and quantifying the uncertainty in climate-model output. However, there are often only a limited number of model runs available for a particular experiment, and one of the statistical challenges is to characterize the distribution of the model output. To that end, we have developed a multivariate hierarchical approach, at the heart of which is a new representation of a multivariate Markov random field. This approach allows for flexible modeling of the multivariate spatial …


A Spatial Analysis Of Variance Applied To Soil-Water Infiltration, C Gotway, Noel A. Cressie Feb 2013

A Spatial Analysis Of Variance Applied To Soil-Water Infiltration, C Gotway, Noel A. Cressie

Professor Noel Cressie

A spatial analysis of variance uses the spatial dependence among the observations to modify the usual interference procedures associated with a statistical linear model. When spatial correlation is present, the usual tests for presence of treatment effects may no longer be valid, and erroneous conclusions may result from assuming that the usual F ratios are F distributed. This is demonstrated using a spatial analysis of soil-water infiltration data. Emphasis is placed on modeling the spatial dependence structure with geostatistical techniques, and this spatial dependence structure is then used to test hypotheses about fixed effects using a nested linear model. -Authors


Size And Power Considerations For Testing Loglinear Models Using Divergence Test Statistics, Noel A. Cressie, L Pardo, M Del Carmen Pardo Feb 2013

Size And Power Considerations For Testing Loglinear Models Using Divergence Test Statistics, Noel A. Cressie, L Pardo, M Del Carmen Pardo

Professor Noel Cressie

In this article, we assume that categorical data are distributed according to a multinomial distribution whose probabilities follow a loglinear model. The inference problem we consider is that of hypothesis testing in a loglinear-model setting. The null hypothesis is a composite hypothesis nested within the alternative. Test statistics are chosen from the general class of divergence statistics. This article collects together the operating characteristics of the hypothesis test based on both asymptotic (using large-sample theory) and finite-sample (using a designed simulation study) results. Members of the class of power divergence statistics are compared, and it is found that the Cressie-Read …


Fast, Resolution-Consistent Spatial Prediction Of Global Processes From Satellite Data, Hsin-Cheng Huang, Noel A. Cressie, John Gabrosek Feb 2013

Fast, Resolution-Consistent Spatial Prediction Of Global Processes From Satellite Data, Hsin-Cheng Huang, Noel A. Cressie, John Gabrosek

Professor Noel Cressie

Polar orbiting satellites remotely sense the earth and its atmosphere, producing datasets that give daily global coverage. For any given day, the data are many and measured at spatially irregular locations. Our goal in this article is to predict values that are spatially regular at different resolutions; such values are often used as input to general circulation models (GCMs) and the like. Not only do we wish to predict optimally, but because data acquisition is relentless, our algorithm must also process the data very rapidly. This article applies a multiresolution autoregressive tree-structured model, and presents a new statistical prediction methodology …


Random Set Theory And Problems Of Modeling, Noel A. Cressie, G M. Laslett Feb 2013

Random Set Theory And Problems Of Modeling, Noel A. Cressie, G M. Laslett

Professor Noel Cressie

The three- or four-dimensional world in which we live is full of objects to be measured and summarized. Very often a parsimonious finite collection of measurements is enough for scientific investigation into an object’s genesis and evolution. There is a growing need, however, to describe and model objects through their form as well as their size. The purpose of this article is to show the potentials and limitations of a probabilistic and statistical approach. Collections of objects (the data) are assimilated to a random set (the model), whose parameters provide description and/or explanation.


Some Diagnostics For Markov Random Fields, Noel A. Cressie, Prasenjit Kapat Feb 2013

Some Diagnostics For Markov Random Fields, Noel A. Cressie, Prasenjit Kapat

Professor Noel Cressie

The development of diagnostics to check the fit of a proposed Markov random field (MRP) to data is a very important problem in spatial statistics. In this article, the consequences of fitting a given MRF to spatial data are visualized using diagnostic plots. The Gaussian MRF known as the conditional autoregressive model is featured. Various types of departures of the data from the fitted MRF model are calculated, allowing locally influential observations to be highlighted using the MRF-Neighborhoods plot. Through a global summary statistic and the Model-Comparison plot, we compare MRF models that differ both in terms of the neighborhood …


Long-Lead Prediction Of Pacific Ssts Via Bayesian Dynamic Modeling, L M. Berliner, Christopher K. Wikle, Noel A. Cressie Feb 2013

Long-Lead Prediction Of Pacific Ssts Via Bayesian Dynamic Modeling, L M. Berliner, Christopher K. Wikle, Noel A. Cressie

Professor Noel Cressie

Tropical Pacific sea surface temperatures (SSTs) and the accompanying El Nino-Southern Oscillation phenomenon are recognized as significant components of climate behavior. The atmospheric and oceanic processes involved display highly complicated variability over both space and time. Researchers have applied both physically derived modeling and statistical approaches to develop long-lead predictions of tropical Pacific SSTs. The comparative successes of these two approaches are a subject of substantial inquiry and some controversy. Presented in this article is a new procedure for long-lead forecasting of tropical Pacific SST fields that expresses qualitative aspects of scientific paradigms for SST dynamics in a statistical manner. …


Asymptotic Inference For Spatial Cdfs Over Time, Jun Zhu, S N. Lahiri, Noel A. Cressie Feb 2013

Asymptotic Inference For Spatial Cdfs Over Time, Jun Zhu, S N. Lahiri, Noel A. Cressie

Professor Noel Cressie

A spatial cumulative distribution function (SCDF) is a random function that provides a statistical summary of a random process over a spatial domain of interest. In this paper, we consider a spatio-temporal process and establish statistical methodology to analyze changes in the SCDF over time. We develop hypothesis testing to detect a difference in the spatial random processes at two time points, and we construct a prediction interval to quantify such discrepancy in the corresponding SCDFs. Using a spatial subsampling method, we show that our inferences are valid asymptotically. As an illustration, we apply these inference procedures to test and …


Minimum Phi Divergence Estimator And Hierarchical Testing In Loglinear Models, Noel A. Cressie, Leandro Pardo Feb 2013

Minimum Phi Divergence Estimator And Hierarchical Testing In Loglinear Models, Noel A. Cressie, Leandro Pardo

Professor Noel Cressie

In this paper we consider inference based on very general divergence measures, under assumptions of multinomial sampling and loglinear models. We define the minimum phi divergence estimator, which is seen to be a generalization of the maximum likelihood estimator. This estimator is then used in a phi divergence goodness-of-fit statistic, which is the basis of two new statistics for solving the problem of testing a nested sequence of loglinear models.


A Robust-Resistant Spatial Analysis Of Soil Water Infiltration., Noel A. Cressie, R Horton Feb 2013

A Robust-Resistant Spatial Analysis Of Soil Water Infiltration., Noel A. Cressie, R Horton

Professor Noel Cressie

Concentrates on estimating the spatial correlations between soil water infiltration observations, with special emphasis on resistant methods to remove nonstationarity. After this removal, robust semivariogram estimators are used to examine the spatial dependencies for various tillage treatments. There is some indication that infiltration characteristics inherit different types of spatial dependency, depending on the tillage treatment applied.-from Authors


Asymptotic Properties Of Maximum (Composite) Likelihood Estimators For Partially Ordered Markov Models, Hsin-Cheng Huang, Noel A. Cressie Feb 2013

Asymptotic Properties Of Maximum (Composite) Likelihood Estimators For Partially Ordered Markov Models, Hsin-Cheng Huang, Noel A. Cressie

Professor Noel Cressie

Partially ordered Markov models (POMMs) are Markov random fields (MRFs) with neighborhood structures derivable from an associated partially ordered set. The most attractive feature of POMMs is that their joint distributions can be written in closed and product form. Therefore, simulation and maximum likelihood estimation for the models is quite straightforward, which is not the case in general for MRF models. In practice, one often has to modify the likelihood to account for edge components; the resulting composite likelihood for POMMs is similarly straightforward to maximize. In this article, we use a martingale approach to derive the asymptotic properties of …


Flexible Spatial Models For Kriging And Cokriging Using Moving Averages And The Fast Fourier Transform (Fft), Jay M. Ver Hoef, Noel A. Cressie, Ronald P. Barry Feb 2013

Flexible Spatial Models For Kriging And Cokriging Using Moving Averages And The Fast Fourier Transform (Fft), Jay M. Ver Hoef, Noel A. Cressie, Ronald P. Barry

Professor Noel Cressie

Models for spatial autocorrelation and cross-correlation depend on the distance and direction separating two locations, and are constrained so that for all possible sets of locations, the covariance matrices implied from the models remain nonnegative-definite. Based on spatial correlation, optimal linear predictors can be constructed that yield complete maps of spatial fields from incomplete and noisy spatial data. This methodology is called kriging if the data are of only one variable type, and it is called cokriging if it is of two or more variable types. Historically, to satisfy the nonnegative-definite condition, cokriging has used coregionalization models for cross-variograms, even …