Parameter Choices in Latticekrig

IMAGe Brown Bag Seminar Dorit Hammerling SAMSI/IMAGe Thursday November 21, 2013 Mesa Lab Damon Room 12:00 PM The development of multi-resolution Gaussian process models has been driven by the need to model increasingly large spatial data sets with nonstationary covariance structures.  The LatticeKrig model discussed here combines the representation of a field using a multi-resolution basis with statistical models for processes on a lattice.  The main principle is to expand the two dimensional spatial field in a sequence of basis functions that are organized on regular grids of increasing resolution.  The basis functions are fixed; however, the coefficients have a stochastic structure, which is modeled using a Markov random field.  This results in a computationally efficient model applicable to very large data sets. Key model parameters include the grid spacing of the basis functions at the highest level, which also defines the spacing at lower levels, and the number of levels.  These choices influence the computational properties and the ability to successfully model a given random field.  I will show results for different parameters settings and present guidelines how to choose the grid spacing and number of levels as a function of the characteristics of the field, such as smoothness and spatial range.

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Announcement Timing: 
November 21, 2013