PLACE: 214 Atanasoff
SPEAKER: Dan Nordman, Department of Statistics, Iowa State University
TITLE: Optimal
spatial subsample size for variance estimation
ABSTRACT:
The talk addresses a problem in determining the optimal block (or subsample) size with a subsampling method for spatial processes observed on regular grids. We describe two subsample-based variance estimators based on overlapping and non-overlapping subsampling schemes. Expansions for the mean square error of each estimator are derived, which yield expressions for the theoretical optimal block size with each subsample type.
The optimal block size is shown to depend in an intricate way
on the geometry of the spatial sampling region as well as on characteristics
of the underlying random field. Final expressions for the optimal block
size make use of some nontrivial estimates of lattice point counts in translated
convex sets. The expressions for the optimal block size are computed for
sampling regions of a number of commonly-encountered shapes.
COFFEE: 8:40 a.m., 104 Snedecor Hall