These articles are published in Environmetrics as a special issue on Handling complexity and uncertainty in environmental studies, arising from the TIES- GRASPA joint conference held in Bologna in 2009 and is edited by Daniela Cocchi, Department of Statistics University of Bologna, Italy and E. Marian Scott, School of Mathematics and Statistics, University of Glasgow, UK.
Special Issue Paper
Maximum likelihood estimation of the dynamic coregionalization model with heterotopic data†
Article first published online: 19 MAY 2011
Copyright © 2011 John Wiley & Sons, Ltd.
Special Issue: Handling Complexity and Uncertainty in Environmental Studies, Arising from the TIES-GRASPA Joint Conference Held in Bologna in 2009
Volume 22, Issue 6, pages 735–748, September 2011
How to Cite
Fassò, A. and Finazzi, F. (2011), Maximum likelihood estimation of the dynamic coregionalization model with heterotopic data. Environmetrics, 22: 735–748. doi: 10.1002/env.1123
- Issue published online: 9 SEP 2011
- Article first published online: 19 MAY 2011
- Manuscript Accepted: 29 MAR 2011
- Manuscript Revised: 7 OCT 2010
- Manuscript Received: 30 NOV 2009
- aerosol optical thickness;
- dynamic mapping;
- EM algorithm;
- multivariate spatio-temporal models;
- particulate matter
The information content of multivariable spatio-temporal data depends on the underlying spatial sampling scheme. The most informative case is represented by the isotopic configuration where all variables are measured at all sites. The opposite case is the completely heterotopic case where different variables are observed only at different locations. A well known approach to multivariate spatio-temporal modelling is based on the linear coregionalization model (LCM).
In this paper, the maximum likelihood estimation of the heterotopic spatio-temporal model with spatial LCM components and temporal dynamics is developed. In particular, the computation of the estimates is based on the EM algorithm and two solutions are proposed: one is based on the more cumbersome exact maximization of the a posteriori expected log likelihood and the other is an approximate closed-form solution. Their properties are assessed in terms of bias and efficiency through an example of air quality dinamic mapping using satellite data and a Monte Carlo simulation campaign based on a large data set. Copyright © 2011 John Wiley & Sons, Ltd.