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Bayesian kriging Instead of estimating the parameters, we put a prior distribution on them, and update the distribution using the data. Model: Matrix with.

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Presentation on theme: "Bayesian kriging Instead of estimating the parameters, we put a prior distribution on them, and update the distribution using the data. Model: Matrix with."— Presentation transcript:

1 Bayesian kriging Instead of estimating the parameters, we put a prior distribution on them, and update the distribution using the data. Model: Matrix with i,j-element C(s i -s j ;  ) (correlation) measurement error      T (Z(s 1 )...Z(s n )) T

2 Prior and posterior Prior: Posterior: Predictive distribution: kriging predictor

3 Specifically Exponential isotropic correlation function: Default correlation model in geoR. Prior on  defaults to flat, but can also be normal or fixed Prior on  2 defaults to reciprocal, but can be scaled inverse chisquare or flat Prior on  can be exponential, uniform, reciprocal, squared reciprocal, or user specified (discrete)

4 More priors A prior is assigned to. Defaults to fixed=0, but can also be uniform or user specified (discrete). These choices are made for computational reasons. For example, the posterior distribution of  2 is inverse chisquared. For details, see http://www.leg.ufpr.br/geoR/geoRdoc/bayeskrige.pdf

5 Prior/posterior of 

6 Variogram estimates mean median mode

7 Predictive mean

8 Comparison Ordinary kriging Bayesian kriging

9 Kriging variances BayesClassical range (52,307) range (170,278)

10 Introduction to geoR Commands available at the web site. “Official” introduction to geoR is http://www.leg.ufpr.br/geoR/geoRdoc/vignette/geoRint ro.pdf http://www.leg.ufpr.br/geoR/geoRdoc/vignette/geoRint ro.pdf


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