Open Access
September 2021 Nonparametric Bayesian Modeling and Estimation of Spatial Correlation Functions for Global Data
Emilio Porcu, Pier Giovanni Bissiri, Felipe Tagle, Rubén Soza, Fernando A. Quintana
Author Affiliations +
Bayesian Anal. 16(3): 845-873 (September 2021). DOI: 10.1214/20-BA1228

Abstract

We provide a nonparametric spectral approach to the modeling of correlation functions on spheres. The sequence of Schoenberg coefficients and their associated covariance functions are treated as random rather than assuming a parametric form. We propose a stick-breaking representation for the spectrum, and show that such a choice spans the support of the class of geodesically isotropic covariance functions under uniform convergence. Further, we examine the first order properties of such representation, from which geometric properties can be inferred, in terms of Hölder continuity, of the associated Gaussian random field. The properties of the posterior, in terms of existence, uniqueness, and Lipschitz continuity, are then inspected. Our findings are validated with MCMC simulations and illustrated using a global data set on surface temperatures.

Citation

Download Citation

Emilio Porcu. Pier Giovanni Bissiri. Felipe Tagle. Rubén Soza. Fernando A. Quintana. "Nonparametric Bayesian Modeling and Estimation of Spatial Correlation Functions for Global Data." Bayesian Anal. 16 (3) 845 - 873, September 2021. https://doi.org/10.1214/20-BA1228

Information

Published: September 2021
First available in Project Euclid: 31 July 2020

MathSciNet: MR4303871
Digital Object Identifier: 10.1214/20-BA1228

Keywords: correlation function , great-circle distance , mean square differentiability , nonparametric Bayes , spheres

Vol.16 • No. 3 • September 2021
Back to Top