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Spatial statistics are useful in subjects as diverse as climatology, ecology, economics, environmental and earth sciences, epidemiology, image analysis and more. This book covers the best-known spatial models for three types of spatial data: geostatistical data (stationarity, intrinsic models, variograms, spatial regression and space-time models), areal data (Gibbs-Markov fields and spatial auto-regression) and point pattern data (Poisson, Cox, Gibbs and Markov point processes). The level is relatively advanced, and the presentation concise but complete.
The most important statistical methods and their asymptotic properties are described, including estimation in geostatistics, autocorrelation and second-order statistics, maximum likelihood methods, approximate inference using the pseudo-likelihood or Monte-Carlo simulations, statistics for point processes and Bayesian hierarchical models. A chapter is devoted to Markov Chain Monte Carlo simulation (Gibbs sampler, Metropolis-Hastings algorithms and exact simulation).
A large number of real examples are studied with R, and each chapter ends with a set of theoretical and applied exercises. While a foundation in probability and mathematical statistics is assumed, three appendices introduce some necessary background. The book is accessible to senior undergraduate students with a solid math background and Ph.D. students in statistics. Furthermore, experienced statisticians and researchers in the above-mentioned fields will find the book valuable as a mathematically sound reference.
This book is the English translation of Mod©lisation et Statistique Spatiales published by Springer in the series Math©matiques & Applications, a series established by Soci©t© de Math©matiques Appliqu©es et Industrielles (SMAI).
Industry Reviews
From the reviews:
"Spatial statistics aims to develop models and statistical inference methods for observations that have a distinct spatial location component. ... The book under review presents theory simulation and statistical applications in a well-structured manner and even covers some modern topics from the very recent journal literature. ... To summarise this book is a welcome addition to the literature on spatial statistics and is perfectly suitable for designing a lecture course in this area." (Ilya S. Molchanov, Mathematical Reviews, Issue 2011 a)
"Students and researchers in statistics, geology, image processing, spatial economics, earth sciences, epidemiology, and other areas. ... authors of the current book do an excellent job in selecting ... the most relevant topics for a new investigator just venturing into this exciting area. ... well structured, accessible, and easy to read without compromising the theoretical rigor of the subject. ... Any researcher interested in statistical methodologies for brain imaging will find the book quite engaging. This book will have a permanent place in my bookshelf." (Rajesh Ranjan Nandy, International Statistical Review, Vol. 78 (3), 2010)
"This book is the English translation of Mod©lisation et Statistique Spatiales, published by Springer in the series Math©matiques & Applications ... . it is intended as a text for a graduate level course." (Donald E. Myers, Mathematical Geosciences, Vol. 42, July, 2010)
| Second-order spatial models and geostatistics | p. 1 |
| Some background in stochastic processes | p. 2 |
| Stationary processes | p. 3 |
| Definitions and examples | p. 3 |
| Spectral representation of covariances | p. 5 |
| Intrinsic processes and variograms | p. 8 |
| Definitions, examples and properties | p. 8 |
| Variograms for stationary processes | p. 10 |
| Examples of covariances and variograms | p. 11 |
| Anisotropy | p. 14 |
| Geometric properties: continuity, differentiability | p. 15 |
| Continuity and differentiability: the stationary case | p. 17 |
| Spatial modeling using convolutions | p. 19 |
| Continuous model | p. 19 |
| Discrete convolution | p. 21 |
| Spatio-temporal models | p. 22 |
| Spatial autoregressive models | p. 25 |
| Stationary MA and ARMA models | p. 26 |
| Stationary simultaneous autoregression | p. 28 |
| Stationary conditional autoregression | p. 30 |
| Non-stationary autoregressive models on finite networks S | p. 34 |
| Autorgressive models with covariates | p. 37 |
| Spatial regression models | p. 38 |
| Prediction when the covariance is known | p. 42 |
| Simple kriging | p. 43 |
| Universal kriging | p. 44 |
| Simulated experiments | p. 45 |
| Exercises | p. 47 |
| Gibbs-Markov random fields on networks | p. 53 |
| Compatibility of conditional distributions | p. 54 |
| Gibbs random fields on S | p. 55 |
| Interaction potential and Gibbs specification | p. 55 |
| Examples of Gibbs specifications | p. 57 |
| Markov random fields and Gibbs random fields | p. 64 |
| Definitions: cliques, Markov random field | p. 64 |
| The Hammersley-Clifford theorem | p. 65 |
| Besag auto-models | p. 67 |
| Compatible conditional distributions and auto-models | p. 67 |
| Examples of auto-models | p. 68 |
| Markov random field dynamics | p. 73 |
| Markov chain Markov random field dynamics | p. 74 |
| Examples of dynamics | p. 74 |
| Exercises | p. 76 |
| Spatial point processes | p. 81 |
| Definitions and notation | p. 82 |
| Exponential spaces | p. 83 |
| Moments of a point process | p. 85 |
| Examples of point processes | p. 87 |
| Poisson point process | p. 89 |
| Cox point process | p. 91 |
| log-Gaussian Cox process | p. 91 |
| Doubly stochastic Poisson point process | p. 92 |
| Point process density | p. 92 |
| Definition | p. 93 |
| Gibbs point process | p. 94 |
| Nearest neighbor distances for point processes | p. 98 |
| Palm measure | p. 98 |
| Two nearest neighbor distances for X | p. 99 |
| Second-order reduced moments | p. 100 |
| Markov point process | p. 102 |
| The Ripley-Kelly Markov property | p. 102 |
| Markov nearest neighbor property | p. 104 |
| Gibbs point process on Rd | p. 107 |
| Exercises | p. 108 |
| Simulation of spatial models | p. 111 |
| Convergence of Markov chains | p. 112 |
| Strong law of large numbers and central limit theorem for a homogeneous Markov chain | p. 117 |
| Two Markov chain simulation algorithms | p. 118 |
| Gibbs sampling on product spaces | p. 118 |
| The Metropolis-Hastings algorithm | p. 120 |
| Simulating a Markov random field on a network | p. 124 |
| The two standard algorithms | p. 124 |
| Examples | p. 125 |
| Constrained simulation | p. 128 |
| Simulating Markov chain dynamics | p. 129 |
| Simulation of a point process | p. 129 |
| Simulation conditional on a fixed number of points | p. 130 |
| Unconditional simulation | p. 130 |
| Simulation of a Cox point process | p. 131 |
| Performance and convergence of MCMC methods | p. 132 |
| Performance of MCMC methods | p. 132 |
| Two methods for quantifying rates of convergence | p. 133 |
| Exact simulation using coupling from the past | p. 136 |
| The Propp-Wilson algorithm | p. 136 |
| Two improvements to the algorithm | p. 138 |
| Simulating Gaussian random fields on S C Rd | p. 140 |
| Simulating stationary Gaussian random fields | p. 140 |
| Conditional Gaussian simulation | p. 144 |
| Exercises | p. 144 |
| Statistics for spatial models | p. 149 |
| Estimation in geostatistics | p. 150 |
| Analyzing the variogram cloud | p. 150 |
| Empirically estimating the variogram | p. 151 |
| Parametric estimation for variogram models | p. 154 |
| Estimating variograms when there is a trend | p. 156 |
| Validating variogram models | p. 158 |
| Autocorrelation on spatial networks | p. 165 |
| Moran's index | p. 166 |
| Asymptotic test of spatial independence | p. 167 |
| Geary's index | p. 169 |
| Permutation test for spatial independence | p. 170 |
| Statistics for second-order random fields | p. 173 |
| Estimating stationary models on Zd | p. 173 |
| Estimating autoregressive models | p. 177 |
| Maximum likelihood estimation | p. 178 |
| Spatial regression estimation | p. 179 |
| Markov random field estimation | p. 188 |
| Maximum likelihood | p. 189 |
| Besag's conditional pseudo-likelihood | p. 191 |
| The coding method | p. 198 |
| Comparing asymptotic variance of estimators | p. 201 |
| Identification of the neighborhood structure of a Markov random field | p. 203 |
| Statistics for spatial point processes | p. 207 |
| Testing spatial homogeneity using quadrat counts | p. 207 |
| Estimating point process intensity | p. 208 |
| Estimation of second-order characteristics | p. 210 |
| Estimation of a parametric model for a point process | p. 218 |
| Conditional pseudo-likelihood of a point process | p. 219 |
| Monte Carlo approximation of Gibbs likelihood | p. 223 |
| Point process residuals | p. 226 |
| Hierarchical spatial models and Bayesian statistics | p. 230 |
| Spatial regression and Bayesian kriging | p. 231 |
| Hierarchical spatial generalized linear models | p. 240 |
| Exercises | p. 240 |
| Simulation of random variables | p. 249 |
| The inversion method | p. 249 |
| Simulation of a Markov chain with a finite number of states | p. 251 |
| The acceptance-rejection method | p. 251 |
| Simulating normal distributions | p. 252 |
| Limit theorems for random fields | p. 255 |
| Ergodicity and laws of large numbers | p. 255 |
| Ergodicity and the ergodic theorem | p. 256 |
| Examples of ergodic processes | p. 257 |
| Ergodicity and the weak law of large numbers in L2 | p. 257 |
| Strong law of large numbers under L2 conditions | p. 258 |
| Strong mixing coefficients | p. 258 |
| Central limit theorem for mixing random fields | p. 260 |
| Central limit theorem for a functional of a Markov random | p. 261 |
| Minimum contrast estimation | p. 263 |
| Definitions and examples | p. 264 |
| Asymptotic properties | p. 269 |
| Convergence of the estimator | p. 269 |
| Asymptotic normality | p. 271 |
| Model selection by penalized contrast | p. 274 |
| Proof of two results in Chapter 5 | p. 275 |
| Variance of the maximum likelihood estimator for Gaussian regression | p. 275 |
| Consistency of maximum likelihood for stationary Markov random fields | p. 276 |
| Software | p. 279 |
| References | p. 283 |
| Index | p. 293 |
| Table of Contents provided by Ingram. All Rights Reserved. |
ISBN: 9780387922560
ISBN-10: 0387922563
Series: Springer Series in Statistics
Published: 24th November 2009
Format: Hardcover
Language: English
Number of Pages: 316
Audience: Professional and Scholarly
Publisher: Springer Nature B.V.
Country of Publication: US
Dimensions (cm): 24.77 x 16.51 x 2.54
Weight (kg): 0.62
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