Modeling non-Gaussian processes on a sphere using multi-resolution analysis

Debashis Paul (University of California)

Friday 16th March, 2018 14:00-15:00 Maths 116


We propose a model for random processes on a sphere having non-Gaussian and scale-dependent characteristics. The construction of the process is based on a multi-resolution frame called needlets.  We implement an MCMC scheme for inferring the model parameters and for spatial prediction. We illustrate the methodology through the analysis of a data set obtained through simulations of high-latitude ionospheric potential fields.  We also discussion potential extensions to non-Gaussian vectorial processes on the sphere.

This is a joint work with Minjie Fan, Thomas Lee and Tomoko Matsuo.

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