Some covariance models for multivariate random fields

Date

Jan 31, 2013

Time

3:00 PM - 4:00 PM

Speaker

Prof. Dr. Martin Schlather

Affiliation

Universität Mannheim

Series

TUD Mathematik AG Analysis & Stochastik

Language

de

Main Topic

Mathematik

Other Topics

Mathematik

Host

Prof. Dr. Z. Sasvári

Description

Multivariate and vector valued random fields is an area of geostatistics whose importance has been known for decades. Surprisingly, Wackernagel's book on Multivariate Geostatistics has been the only cornerstone up to now. Only recently, research efforts have been increased towards the developing of matrix-valued positive definite functions. This talk will give an overview over hitherto existing and recently found classes of covariance models for multivariate and vector valued random fields, and its implementation in RandomFields, a contributed package to R for simulation of and inference for regionalised variables.

Links

• AG Analysis & Stochastik

Last modified: Jan 7, 2013, 1:16:03 PM