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Spatial Data Consider a spatial process with continuous spatial index - - PowerPoint PPT Presentation

S PATIAL S TATISTICS IN THE P RESENCE OF L OCATION E RROR John Kornak Program in Spatial Statistics and Environmental Sciences (jk@stat.ohio-state.edu) Joint research with Noel Cressie and John Gabrosek


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SLIDE 1

SPATIAL STATISTICS IN THE PRESENCE OF LOCATION ERROR

John Kornak

Program in Spatial Statistics and Environmental Sciences

(jk@stat.ohio-state.edu)

Joint research with Noel Cressie and John Gabrosek

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SLIDE 2

Spatial Data

Consider a spatial process with continuous spatial index:

✂☎✄ ✆✞✝ ✄ ✟ ✠ ✡ ☛✌☞ ✍ ✎ ✏ ✠ ✏✒✑ ✓ ✔

sampled at locations

✕ ✖
✗ ✔✙✘ ✘ ✘ ✔ ✄ ✚ ✍ ✡ ✠ ✘

Data are

✛ ✜ ✂ ✁ ✂ ✄ ✗ ✆ ✔✙✘ ✘ ✘ ✔ ✁ ✂☎✄ ✚ ✆ ✆ ✢
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SLIDE 3

and Sample Locations (dots)

0.0 0.2 0.4 0.6 0.8 1.0 0.0 0.2 0.4 0.6 0.8 1.0

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SLIDE 4
✂ ✁

0.0 0.2 0.4 0.6 0.8 1.0 0.0 0.2 0.4 0.6 0.8 1.0 0.0 0.2 0.4 0.6 0.8 1.0 0.0 0.2 0.4 0.6 0.8 1.0

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SLIDE 5

Geostatistical Model:

✂ ✁ ✂☎✄ ✆ ✆ ✖ ✂ ✂☎✄ ✆ ✢ ✄
  • ☎✆✝
✂ ✁ ✂☎✄ ✗ ✆ ✔ ✁ ✂☎✄ ✞ ✆ ✆ ✖ ✟ ✂ ✄ ✞✡✠ ✄ ✗ ✎ ☛ ✆
✂✍✌ ✆

is noiseless version of

✁ ✂✍✌ ✆

; i.e.,

✁ ✂☎✄ ✎ ✆ ✖ ☞ ✂☎✄ ✎ ✆✑✏ ✒ ✂☎✄ ✎ ✆

Inference on:

  • Parameters

,

☛ ✠

estimate

✔ ✜ ✂ ☞ ✂ ✄ ✔ ✕ ✗ ✆ ✔✙✘ ✘ ✘ ✔ ☞ ✂☎✄ ✔ ✕✗✖ ✆ ✆ ✢ ✠

predict

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SLIDE 6

Solutions:

  • Two-stage
✕ ✁ ✂ ✄ ✄

WLS variogram estimation

✂ ✄ ☛
  • Gaussian
✁ ✁ ✂ ✄ ✄ ✔ ✄ ☛
  • Kriging
✂ ☎ ✂ ✛ ✎ ✄ ✔ ✆

e.g.,

☎ ✂ ✛ ✎ ✄ ✔ ✆ ✖ ✂ ✂☎✄ ✔ ✆ ✢ ✄ ✄ ✏ ✆ ✂☎✄ ✔ ✆ ✢ ✝✟✞ ✗ ✂ ✛ ✠ ✠ ✄ ✄ ✆

, where

✄ ✄ ✜ ✂ ✠ ✢ ✝✟✞ ✗ ✠ ✆ ✞ ✗ ✠ ✢ ✝✟✞ ✗ ✛

,

✠ ✜ ✂ ✂ ✂☎✄ ✗ ✆ ✔✙✘ ✘ ✘ ✔ ✂ ✂☎✄ ✚ ✆ ✆ ✢

,

✆ ✂☎✄ ✔ ✆ ✜

cov

✂ ✛ ✔ ☞ ✂☎✄ ✔ ✆ ✆

, and

✝ ✜

var

✂ ✛ ✆

. (In practice,

✄ ☛

is substituted into

✆ ✂ ✄ ✔ ✆

and

to obtain the predictor

☎ ✂ ✛ ✎ ✄ ✔ ✆

as a function only of the data.)

✁ ✂ ☎ ✂ ✛ ✎ ✄ ✔ ✆ ✠ ☞ ✂☎✄ ✔ ✆ ✆ ✞ ✖ ✟ ✂☛✡ ✆ ✠ ✆ ✂☎✄ ✔ ✆ ✢ ✝✟✞ ✗ ✆ ✂ ✄ ✔ ✆ ✏ ✂ ✂ ✂☎✄ ✔ ✆ ✢ ✠ ✆ ✂☎✄ ✔ ✆ ✢ ✝✟✞ ✗ ✠ ✆ ✂ ✠ ✢ ✝ ✞ ✗ ✠ ✆ ✞ ✗ ✂ ✂ ✂☎✄ ✔ ✆ ✠ ✠ ✢ ✝✟✞ ✗ ✆ ✂☎✄ ✔ ✆ ✆
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SLIDE 7

Location Error Co-ordinate-Positioning (CP) Model

Intended locations

Actual locations

✕ ✁ ✂ ✕ ✔ ✝ ✂ ✆

Notice that

is known, but

  • is not. Here assume
✄ ✖ ✄ ✏ ☎ ✂☎✄ ✆ ✎
✂☎✄ ✆ ✍ ✆ ✘ ✆ ✘ ✝ ✘

for

✄ ✟ ✠ ✔

where

☎ ✂✍✌ ✆

is the positioning error with density

✞ ✂✍✌ ✆
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SLIDE 8

and Intended Locations (dots)

0.0 0.2 0.4 0.6 0.8 1.0 0.0 0.2 0.4 0.6 0.8 1.0

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SLIDE 9

, dots, and Actual Locations (pluses)

0.0 0.2 0.4 0.6 0.8 1.0 0.0 0.2 0.4 0.6 0.8 1.0

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SLIDE 10

CP Model, ctd

Contrast CP model with Feature-Positioning (FP) model. Go to features (e.g., trees) in

☛ ☞

and observe their locations: Observed feature locations

  • True feature locations
✁ ✁ ✂ ✁ ✔✄✂ ✂ ✆

Notice that

  • is observed, but

is unknown.

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SLIDE 11

CP Model, ctd

Consider Berkson’s (1950) errors-in-variables problem. Observe

in:

✖ ✁ ✏ ✂☎✄ ✎ ✏ ✆ ✎

Specify

✝ ✎

in:

✄ ✎ ✖ ✝ ✎ ✏ ☎ ✎ ✞ ✟

Use target

✝ ✎

instead of

✄ ✎

:

✖ ✁ ✏ ✂ ✝ ✎ ✏ ✠ ✎

This is analogous to the CP model where:

✝ ✎

is analogous to

✄ ✎

, the intended location (specified controls)

✄ ✎

is analogous to

✄ ✎

, the actual location (not observed) KALE analysis adjusts for use of

✎ ✍

instead of

✎ ✍

. (An alternative model specified by Berkson, 1950, is analogous to the FP model.)

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SLIDE 12

Location-Error Spatial Model

✁ ✂ ✂☎✄ ✆ ✖ ☞ ✂ ✄ ✆✑✏ ✒ ✂ ✄ ✆ ✖ ✂ ✂ ✄ ✆ ✢ ✄ ✏
✄ ✆ ✏ ✒ ✂ ✄ ✆ ✄ ✖ ✄ ✏ ☎ ✂☎✄ ✆ ✎ ✄ ✟ ✠ ✔

where

✒ ✂✍✌ ✆

is the measurement error (mean

, variance

✁ ✞

) and

☎ ✂ ✌ ✆

is the location error (density

✞ ✂✍✌ ✆

). Then decompose:

✁ ✂ ✂☎✄ ✆ ✖ ☞ ✂☎✄ ✆ ✏ ✠ ✂☎✄ ✆ ✏ ✂ ✂ ✂☎✄ ✆

; that is,

✂ ✂ ✂☎✄ ✆ ✖ ✁ ✂ ✂☎✄ ✆ ✠ ✁ ✂☎✄ ✆ ✘
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SLIDE 13

Location-error component of variation:

✁ ✂ ✄ ☎ ✆ ✄✞✝ ✟ ✟ ✠ ✁ ✂ ✄☛✡ ✆ ✄✞✝ ✟✌☞ ✡ ✄ ✝ ✟ ✟ ✠

zero, if no location error

✍ ✎✏ ✑ ✁ ✂ ✄ ✡ ✆ ✄ ✝ ✟ ☞ ✒✔✓ ✄ ✝ ✟✖✕ ✗ ✄ ✝ ✟ ✘ ✟ ✠ ✁ ✂ ✄ ✓ ✄☛✙ ✟✌☞ ✓ ✄ ✝ ✟✖✕ ✗ ✄ ✙ ✟✌☞ ✗ ✄✞✝ ✟ ✟ ✚

where

✙ ✠ ✝ ✕ ✛ ✄ ✝ ✟ ✠ ✜ ✢ ✁ ✂ ✄☛✣ ✣ ✣ ✤ ✛ ✟ ✥ ✕ ✁ ✂ ✢ ✜ ✄ ✣ ✣ ✣ ✤ ✛ ✟ ✥ ✠ ✜ ✢ ✁ ✂ ✄ ✓ ✄ ✝ ✕ ✛ ✟ ☞ ✓ ✄ ✝ ✟ ✤ ✛ ✟ ✥ ✕ ✦ ✧ ★✩ ✕ ✁ ✂ ✢ ✪ ✫ ✬ ✄ ✝ ✕ ✛ ✟ ✥ ✚

where

has density

✭ ✄✯✮ ✟ ✠ ✦ ✄✱✰ ✲ ✄✴✳ ✟ ☞ ✰ ✲ ✄✞✵ ✟ ✟ ✭ ✄ ✵ ✟✴✶ ✵ ✕ ✦ ✧ ★✩ ✕ ✪ ✫ ✷ ✬ ✄ ✝ ✕ ✵ ✟ ✬ ✄✞✝ ✕ ✵ ✟ ✫ ✭ ✄ ✵ ✟✴✶ ✵ ☞ ✬ ✆ ✄✞✝ ✟ ✬ ✆ ✄ ✝ ✟ ✫ ✸ ✪ ✚

where

✬ ✆ ✄ ✝ ✟ ✠ ✬ ✄✞✝ ✕ ✵ ✟ ✭ ✄✞✵ ✟✴✶ ✵ ✠
  • SPAT. DEP

. TERM + M.E. TERM + TREND TERM

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SLIDE 14

Moments

✂☎✄ ✆ ✜ ✁ ✂ ✁ ✂☎✄ ✆ ✆ ✖ ✂ ✂ ✂☎✄ ✏ ✁ ✆ ✞ ✂ ✁ ✆ ✝ ✁ ✆ ✢ ✄ ✖ ✂ ✂ ✂☎✄ ✆ ✢ ✄ ✂ ✂ ✂☎✄ ✆ ✢ ✄ ✖ ✂ ✔ ✂
✂☎✄ ✆ ✖ ✂ ✔ ✆ ✟ ✂ ✂✄✂ ✆ ✜ ☎ ✆ ✝ ✂ ✁ ✂ ✂☎✄ ✆ ✔ ✁ ✂ ✂☎✄ ✏ ✂ ✆ ✆ ✖ ✟ ☎ ✂ ✂ ✏ ✆ ✠ ✁ ✆ ✞ ✂ ✁ ✆ ✞ ✂ ✆ ✆ ✝ ✁ ✝ ✆ ✎ ✂ ✝ ✖ ✡ ✝ ✂ ✂☎✄ ✆ ✜ ✝ ✞✟ ✂ ✁ ✂ ✂☎✄ ✆ ✆ ✖ ✟ ☎ ✂☛✡ ✆ ✏ ☎ ✠✡ ✏ ✄ ✢ ✂ ✂ ✄ ✏ ✁ ✆ ✂ ✂ ✄ ✏ ✁ ✆ ✢ ✞ ✂ ✁ ✆ ✝ ✁ ✠ ✂ ✂ ✂☎✄ ✆ ✂ ✂ ✂☎✄ ✆ ✢ ✄
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SLIDE 15 ✁ ✂
  • ☎✄
✂ ✆
✝ ✂ ✂

, No Trend

0.0 0.2 0.4 0.6 0.8 1.0 0.0 0.2 0.4 0.6 0.8 1.0

(a) p(s) = 0

lag h cov

0.0 0.2 0.4 0.6 0.8 1.0 0.0 0.2 0.4 0.6 0.8 1.0

(b) ψ = 0.05

lag h cov

0.0 0.2 0.4 0.6 0.8 1.0 0.0 0.2 0.4 0.6 0.8 1.0

(c) ψ = 0.15

lag h cov

0.0 0.2 0.4 0.6 0.8 1.0 0.0 0.2 0.4 0.6 0.8 1.0

(d) ψ = 0.25

lag h cov

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SLIDE 16

Is it true that we can adjust for location error by carrying out optimal linear prediction using the (non-stationary) covariance

✂✄✂ ✆ ✜ ✁ ✂ ✟ ✂ ✂✄✂ ✆ ✎ ✂ ✝ ✖ ✡ ✝ ✂ ✂☎✄ ✆ ✎ ✂ ✖ ✡

?

Yes, after parameters are estimated and “plugged in”

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SLIDE 17

Inference on ,

  • Assume that
☞ ✂✍✌ ✆

and

✠ ✂✍✌ ✆

are Gaussian processes. What is the likelihood of

✛ ✂✂✁

When there is no L.E., joint distribution of

✛ ✂ ✂ ✖ ✛ ✆

is Gaussian. When there is L.E., joint distribution of

✛ ✂

is a mixture of Gaussians. Suggestion: Use first two moments and maximize Gaussian likelihood, even though joint distribution is not Gaussian. This gives maximum quasi-likelihood estimators (MQLEs)

✄ ✄ ✂

,

✄ ☛ ✂
  • f

,

.

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SLIDE 18

Kriging Adjusting for Location Error (KALE)

☎ ✂ ✂ ✛ ✂ ✎ ✄ ✔ ✆ ✖ ✂ ✂ ✄ ✔ ✆ ✢ ✄ ✄ ✂ ✏ ✆ ✂ ✂☎✄ ✔ ✆ ✢ ✝ ✞ ✗ ✂ ✂ ✛ ✂ ✠ ✠ ✂ ✄ ✄ ✂ ✆ ✔

where

✆ ✂ ✂☎✄ ✔ ✆ ✖ ✂ ☎ ✂ ✕ ✗ ✂☎✄ ✔ ✆ ✔✙✘ ✘ ✘ ✔ ☎ ✂ ✕ ✚ ✂☎✄ ✔ ✆ ✆ ✢ ☎ ✂ ✕ ✎ ✂☎✄ ✔ ✆ ✖ ✟ ☎ ✂☎✄ ✎ ✠ ✄ ✔ ✏ ✁ ✎ ✄ ☛ ✂ ✆ ✞ ✂ ✁ ✆ ✝ ✁ ✝ ✂ ✖ ✂ ✁ ✂ ✕ ✎
✁ ✂ ✕ ✎
✟ ☎ ✂☎✄
✄ ✎ ✏ ✆ ✠ ✁ ✎ ✄ ☛ ✂ ✆ ✞ ✂ ✁ ✆ ✞ ✂ ✆ ✆ ✝ ✁ ✝ ✆ ✎ ✆ ✝ ✖ ✁ ✁ ✂ ✕ ✎ ✎ ✖ ✝ ✂ ✂☎✄ ✎ ✎ ✄ ✄ ✂ ✔ ✄ ☛ ✂ ✆
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SLIDE 19

Adjusting versus Ignoring

We shall compare kriging adjusting for location error (KALE) to kriging ignoring location error (KILE). Adjusting for L.E., involves computing location-adjusted quantities

✆ ✂ ✂ ✄ ✔ ✆

and

✝ ✂

. These are then used to find the optimal linear predictor for

☞ ✂☎✄ ✔ ✆

, namely the KALE predictor

☎ ✂ ✂ ✛ ✂ ✎ ✄ ✔ ✆

. When location error is (inappropriately) ignored, we obtain the KILE predictor

☎ ✂ ✛ ✂ ✎ ✄ ✔ ✆

.

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SLIDE 20

Simulation study to compare Adjusting versus Ignoring

We performed a large scale simulation study comparing classical kriging adjusting for location error (KALE) with classical kriging ignoring location error (KILE). Full details: Cressie and Kornak (2003).

Simulation-study Conclusions

  • RMSPE increases with increasing L.E.
  • KALE gives reduced RMSPE over KILE
  • RMSPE improvement of KALE over KILE increases with increasing

L.E.

  • KALE gives largest RMSPE improvement for prediction locations

close to, or at intended sites

  • RMSPE is not affected by the addition of a linear trend term
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SLIDE 21

Total Column Ozone

  • TOMS instrument on Nimbus 7 satellite – usually a complete but

spatially irregular coverage of globe in 1 day

  • Data put on regular grid (1.25o lon
  • 1o lat)
  • Because data are massive, grid centers are used as data locations

(intended locations) rather than actual locations (which are available!)

  • Consider 7.25o lon
  • 7o lat region off the coast of Chile on Oct 1,

1988:

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SLIDE 22

Satellite Data: Intended Locations (dots) and Observed Locations (pluses)

−86.25° −85° −83.75° −82.5° −32° −31° −30° −29° −28° −27°

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SLIDE 23

Total Column Ozone - ctd

  • L.E. appears to be (marginally) uniform on a
✁ ✂ ✔

lon/lat rectangle (this L.E. distribution is subsequently assumed to be

in the analysis)

  • The process is modeled as having linear trend in the lon and lat

directions

  • The spherical covariance function is used to describe the spatial

dependence and is defined in terms of great-arc distances

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SLIDE 24
✂✍✌ ✆ ✢ ✄ ✄ ✂ ✠ ✁ ✓✂ ✘ ✁ ✏ ✄
✌ ✆ −87 −86 −85 −84 −83 −82 −32 −31 −30 −29 −28 lon lat −87 −86 −85 −84 −83 −82 −32 −31 −30 −29 −28 lon lat ✖ ☎ ✂ ✂☎✄ ✂ ✎ ✌ ✆ ✠ ✁ ✓✂ ✘ ✁ ✆
  • MSPE
✂ ✂✍✌ ✆ ✍ ✗ ✝ ✞ −87 −86 −85 −84 −83 −82 −32 −31 −30 −29 −28 lon lat −87 −86 −85 −84 −83 −82 −32 −31 −30 −29 −28 lon lat
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SLIDE 25

Summary

  • Location error should be accounted for when there is significant

location error in the data (reduces RMSPE).

  • For further details: “Spatial statistics in the presence of location error

with an application to remote sensing of the environment”, Cressie and Kornak (2003), forthcoming in Statistical Science.