Nonparametric Bayesian inference for the spectral density function of a random field

Yanbing Zheng, Jun Zhu and Anindya Roy

Biometrika, 2010, vol. 97, issue 1, 238-245

Abstract: A powerful technique for inference concerning spatial dependence in a random field is to use spectral methods based on frequency domain analysis. Here we develop a nonparametric Bayesian approach to statistical inference for the spectral density of a random field. We construct a multi-dimensional Bernstein polynomial prior for the spectral density and devise a Markov chain Monte Carlo algorithm to simulate from the posterior of the spectral density. The posterior sampling enables us to obtain a smoothed estimate of the spectral density as well as credible bands at desired levels. Simulation shows that our proposed method is more robust than a parametric approach. For illustration, we analyse a soil data example. Copyright 2010, Oxford University Press.

Date: 2010
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