Assessing fit in Bayesian models for spatial processes

作者：Jun M; Katzfuss M; Hu J; Johnson V E^*

来源：Environmetrics, 2014, 25(8): 584-595.

DOI：10.1002/env.2315

• Bayesian p-value
• covariance function
• Gaussian random field
• goodness-of-fit test
• pivotal quantity

Gaussian random fields are frequently used to model spatial and spatial-temporal data, particularly in geostatistical settings. As much of the attention of the statistics community has been focused on defining and estimating the mean and covariance functions of these processes, little effort has been devoted to developing goodness-of-fit tests to allow users to assess the models' adequacy. We describe a general goodness-of-fit test and related graphical diagnostics for assessing the fit of Bayesian Gaussian process models using pivotal discrepancy measures. Our method is applicable for both regularly and irregularly spaced observation locations on planar and spherical domains. The essential idea behind our method is to evaluate pivotal quantities defined for a realization of a Gaussian random field at parameter values drawn from the posterior distribution. Because the nominal distribution of the resulting pivotal discrepancy measures is known, it is possible to quantitatively assess model fit directly from the output of Markov chain Monte Carlo algorithms used to sample from the posterior distribution on the parameter space. We illustrate our method in a simulation study and in two applications.

• 出版日期2014-12