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STOR Colloquium: Mikael Kuusela, SAMSI and UNC-Chapel Hill
January 19, 2018 @ 2:30 pm - 3:30 pm
Locally stationary spatio-temporal interpolation of Argo profiling float data
Argo floats measure sea water temperature and salinity in the upper 2,000 m of the global ocean. The statistical analysis of the resulting spatio-temporal data set is challenging due to its nonstationary structure and large size. I propose mapping these data using locally stationary Gaussian process regression where covariance parameter estimation and spatio-temporal prediction are carried out in a moving-window fashion. This yields computationally tractable nonstationary anomaly fields without the need to explicitly model the nonstationary covariance structure. I also investigate Student-t distributed microscale variation as a means to account for non-Gaussian heavy tails in Argo data. Cross-validation studies comparing the proposed approach with the existing state-of-the-art demonstrate clear improvements in point predictions and show that accounting for the nonstationarity and non-Gaussianity is crucial for obtaining well-calibrated uncertainties. The approach also provides data-driven local estimates of the spatial and temporal dependence scales for the global ocean which are of scientific interest in their own right.
Refreshments will be served at 3:00pm in the 3rd floor lounge of Hanes Hall