Monte Carlo maximum likelihood in model-based geostatistics

被引:67
|
作者
Christensen, OF [1 ]
机构
[1] Univ Aarhus, Bioinformat Res Ctr, DK-8000 Aarhus C, Denmark
关键词
generalized linear spatial models; Markov chain Monte Carlo; spatial generalized linear mixed models; spatial statistics;
D O I
10.1198/106186004X2525
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
When using a model-based approach to geostatistical problems, often, due to the complexity of the models, inference relies on Markov chain Monte Carlo methods. This article focuses on the generalized linear spatial models, and demonstrates that parameter estimation and model selection using Markov chain Monte Carlo maximum likelihood is a feasible and very useful technique. A dataset of radionuclide concentrations on Rongelap Island is used to illustrate the techniques. For this dataset we demonstrate that the log-link function is not a good choice, and that there exists additional nonspatial variation which cannot be attributed to the Poisson error distribution. We also show that the interpretation of this additional variation as either micro-scale variation or measurement error has a significant impact on predictions. The techniques presented in this article would also be useful for other types of geostatistical models.
引用
收藏
页码:702 / 718
页数:17
相关论文
共 50 条
  • [1] Confronting uncertainty in model-based geostatistics using Markov Chain Monte Carlo simulation
    Minasny, Budiman
    Vrugt, Jasper A.
    McBratney, Alex B.
    GEODERMA, 2011, 163 (3-4) : 150 - 162
  • [2] ASYMPTOTICS OF MONTE CARLO MAXIMUM LIKELIHOOD ESTIMATORS
    Miasojedow, Blazej
    Niemiro, Wojciech
    Palczewski, Jan
    Rejchel, Wojciech
    PROBABILITY AND MATHEMATICAL STATISTICS-POLAND, 2016, 36 (02): : 295 - 310
  • [3] The development of a maximum likelihood model for model-based applications
    Chen, Y.
    Hoo, K. A.
    COMPUTERS & CHEMICAL ENGINEERING, 2012, 43 : 23 - 32
  • [4] Model-based geostatistics
    Diggle, PJ
    Tawn, JA
    Moyeed, RA
    JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS, 1998, 47 : 299 - 326
  • [5] Model-based geostatistics
    Diggle, P.J.
    Tawn, J.A.
    Moyeed, R.A.
    Applied Statistics. Journal of the Royal Statistical Society Series C, 47 (pt 3):
  • [6] Maximum Likelihood Carrier Phase Estimation Based on Monte Carlo Integration
    Rios-Muller, Rafael
    Bitachon, Bertold Ian
    43RD EUROPEAN CONFERENCE ON OPTICAL COMMUNICATION (ECOC 2017), 2017,
  • [7] Model-based classification with dissimilarities:: a maximum likelihood approach
    Nguema, Eugene-Patrice Ndong
    Saint-Pierre, Guillaume
    PATTERN ANALYSIS AND APPLICATIONS, 2008, 11 (3-4) : 281 - 298
  • [8] Model-based classification with dissimilarities: a maximum likelihood approach
    Eugène-Patrice Ndong Nguéma
    Guillaume Saint-Pierre
    Pattern Analysis and Applications, 2008, 11 : 281 - 298
  • [9] Asymptotics of maximum likelihood estimators based on Markov chain Monte Carlo methods
    Miasojedow, Blazej
    Niemiro, Wojciech
    Rejchel, Wojciech
    ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2021, 57 (02): : 815 - 829
  • [10] Model-based geostatistics - Discussion
    Webster, R
    Lawson, AB
    Glasbey, C
    Horgan, G
    Elston, D
    Host, G
    Mugglestone, MA
    Kenward, MG
    Kent, JT
    Stein, A
    Clifford, P
    Ledford, AW
    Marriott, PK
    Aitkin, M
    Atkinson, AC
    Boskov, M
    Kelsall, J
    Wakefield, J
    Bowman, A
    Casson, E
    Cressie, N
    Denison, DGT
    Mallick, BK
    Dixon, P
    Scott, M
    Haas, TC
    Handcock, MS
    Holmes, CC
    Laslett, G
    Lele, S
    Nadarajah, S
    O'Hagan, A
    Pettitt, AN
    Hay, J
    Richardson, S
    Stein, M
    Stoyan, D
    Williams, CKI
    JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS, 1998, 47 : 326 - 350