Seminar Notice
 
Statistical Laboratory
Iowa State University
 
DATE AND TIME:  Monday, September 12, 2005, 4:10 p.m.
 
PLACE: 319 Snedecor
 
SPEAKER:  Richard L. Smith, Department of Statistics and Operations Research, University of North Carolina, Chapel Hill
 
TITLE:  Kriging With Estimated Parameters

ABSTRACT
 
"Kriging" is the name commonly given to a technique of prediction in spatial processes. In one very common version of the technique (known as "universal kriging"), the mean of the process is represented as a linear function of covariates while either the covariance function or the variogram is represented parametrically. However in most representations, the estimation of covariance or variogram parameters is treated independently of the actual prediction, so that resulting prediction variances or prediction intervals do not take account of the estimation of model parameters. Bayesian methods do not suffer from this objection, but they are more computationally intensive and it is still unknown whether Bayesian prediction intervals have appropriate frequentist coverage probabilities.
 
In this talk, I propose a new approach. Asymptotic expansions are used to examine the true coverage probabilities of prediction intervals calculated by both frequentist and Bayesian methods, and suggest substantive grounds for preferring the Bayesian approach. I also explore applications to the design of monitoring networks. The latter context leads to a surprising reinterpretation of some recent work by Zhengyuan Zhu and Michael Stein.
 
COFFEE:  3:45 p.m., 104 Snedecor Hall
 
Seminar schedules and abstracts are available via WWW:  http://www.stat.iastate.edu/

Jeanette La Grange
Department of Statistics
102 Snedecor
Iowa State University
Ames, IA  50010-1210
515 294-3440 (office)
515 294-4040 (fax)
http://www.stat.iastate.edu/directory/staff/jeanette.html