A simple monotone process with application to radiocarbon-dated depth chronologies
A simple monotone process with application to radiocarbon-dated depth chronologies
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DOI：
10.1111/j.1467-9876.2008.00623.x
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发表时间：
2008-01-01
影响因子：
1.6
通讯作者：
Parnell, Andrew
中科院分区：
文献类型：
--
作者：
Haslett, John;Parnell, Andrew
提出了一种新的简单的连续马尔可夫单调随机过程，并利用它对部分观测到的单调随机过程进行了推断。该过程是分段线性的，基于以泊松方式到达的相加独立伽马增量。独立的增量变化允许非常简单的条件模拟给定过程的已知值的样本路径。我们利用涉及Twedie分布的重新参数化来提供高效的计算。动机问题是为取自湖泊沉积岩心的样品建立年表，即在知道年龄与深度的关系是单调的情况下，将一组日期归因于岩心样品的深度。年代信息来源于部分深度的放射性碳(C-14)测年。我们使用这个过程来模拟随机变化的沉积速率。
We propose a new and simple continuous Markov monotone stochastic process and use it to make inference on a partially observed monotone stochastic process. The process is piecewise linear, based on additive independent gamma increments arriving in a Poisson fashion. An independent increments variation allows very simple conditional simulation of sample paths given known values of the process. We take advantage of a reparameterization involving the Tweedie distribution to provide efficient computation. The motivating problem is the establishment of a chronology for samples taken from lake sediment cores, i.e. the attribution of a set of dates to samples of the core given their depths, knowing that the age-depth relationship is monotone. The chronological information arises from radiocarbon (C-14) dating at a subset of depths. We use the process to model the stochastically varying rate of sedimentation.