Spatio-temporal stick-breaking process
From MaRDI portal
Publication:6431382
Abstract: Dirichlet processes and their extensions have reached a great popularity in Bayesian nonparametric statistics. They have also been introduced for spatial and spatio-temporal data, as a tool to analyze and predict surfaces. A popular approach to Dirichlet processes in a spatial setting relies on a stick-breaking representation of the process, where the dependence over space is described in the definition of the stick-breaking probabilities. Extensions to include temporal dependence are still limited, however it is important, in particular for those phenomena which may change rapidly over time and space, with many local changes. In this work, we propose a Dirichlet process where the stick-breaking probabilities are defined to incorporate both spatial and temporal dependence. We will show that this approach is not a simple extension of available methodologies and can outperform available approaches in terms of prediction accuracy. An advantage of the method is that it offers a natural way to test for separability of the two components in the definition of the stick-breaking probabilities.
This page was built for publication: Spatio-temporal stick-breaking process
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6431382)
