By Distinguished Professor Noel Cressie from University of Wollongong, Australia
A Conditional Approach to Multivariate Spatial Modelling
Multivariate geostatistics is based on spatial modelling of all covariances between all possible combinations of two or more variables and their locations in a continuously indexed domain. Multivariate spatial covariance models need to be built with care, since any covariance matrix that is derived from such a model has to be nonnegative-deﬁnite. In this talk, a conditional approach for multivariate-spatial-statistical model construction is given that captures interactions between variables in a natural way and allows non-negative definiteness to be established easily. Starting with bivariate spatial models, we give its connection to multivariate models deﬁned by spatial networks. Studies of the environment very often have a strong spatial component, and they should recognise the interaction between different variables that describe the environmental phenomenon under study. Our conditional approach is demonstrated on a dataset of surface temperature and pressure, where the two variables are seen to interact asymmetrically.
Noel Cressie is Director of the Centre for Environmental Informatics in the National Institute for Applied Statistics Research Australia (NIASRA), Professor of Statistics, and Distinguished Professor at the University of Wollongong, Australia. He is also Adjunct Professor at the University of Missouri. Noel received his BSc(Hons) from the University of Western Australia and an MA and PhD from Princeton University, USA. His past appointments have been at Flinders University of South Australia, Iowa State University, and The Ohio State University. Noel has published in the areas of goodness-of-fit, statistical modelling, empirical-Bayesian and Bayesian methods, remote sensing, and spatial and spatio-temporal statistics. He has authored or co-authored three books, one in 1988 on goodness-of-fit (with Tim Read), one in 1993 on spatial statistics, and one in 2011 on spatio-temporal statistics (with Chris Wikle). Noel is the recipient of the Committee of Presidents of Statistical Societies’ 2009 R.A. Fisher Lectureship, of the Statistical Society of Australia’s 2014 Pitman Medal, and of the Royal Statistical Society’s 2016 Barnett Award. He is a Fellow of the American Statistical Association, a Fellow of the Institute of Mathematical Statistics, a Fellow of the Spatial Econometrics Association, and an Elected Member of the International Statistical Institute.
For more info contact: Professor Marc Genton: email: Marc G. Genton
Date: Tuesday 7th Mar 2017
Time: 04:00 PM - 05:00 PM
Location: Building 1, level 2, MPR
Refreshments: Light refreshments will be served around 3:45 PM