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Understanding the stochastic partial differential equation approach to smoothing

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Miller_2019_JABES_smoothing_CC.pdf (569.1Kb)
Date
01/03/2020
Author
Miller, David L.
Glennie, Richard
Seaton, Andrew E.
Keywords
Smoothing
Stochastic partial differential equations
Generalized additive model
Spatial modelling
Basis-penalty smoothing
QA Mathematics
DAS
BDC
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Abstract
Correlation and smoothness are terms used to describe a wide variety of random quantities. In time, space, and many other domains, they both imply the same idea: quantities that occur closer together are more similar than those further apart. Two popular statistical models that represent this idea are basis-penalty smoothers (Wood in Texts in statistical science, CRC Press, Boca Raton, 2017) and stochastic partial differential equations (SPDEs) (Lindgren et al. in J R Stat Soc Series B (Stat Methodol) 73(4):423–498, 2011). In this paper, we discuss how the SPDE can be interpreted as a smoothing penalty and can be fitted using the R package mgcv, allowing practitioners with existing knowledge of smoothing penalties to better understand the implementation and theory behind the SPDE approach.
Citation
Miller , D L , Glennie , R & Seaton , A E 2020 , ' Understanding the stochastic partial differential equation approach to smoothing ' , Journal of Agricultural, Biological and Environmental Statistics , vol. 25 , no. 1 , pp. 1-16 . https://doi.org/10.1007/s13253-019-00377-z
Publication
Journal of Agricultural, Biological and Environmental Statistics
Status
Peer reviewed
DOI
https://doi.org/10.1007/s13253-019-00377-z
ISSN
1085-7117
Type
Journal article
Rights
Copyright © The Author(s) 2019. Open Access. This article is distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license, and indicate if changes were made.
Description
DLM was funded by OPNAV N45 and the SURTASS LFA Settlement Agreement, being managed by the U.S. Navy's Living Marine Resources program under Contract No. N39430-17-C-1982.
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  • University of St Andrews Research
URL
https://link.springer.com/article/10.1007%2Fs13253-019-00377-z#Sec16
URI
http://hdl.handle.net/10023/18538

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