simple monotone process with application to radiocarbon-dated depth chronologies
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 variati...
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Published in | Applied statistics Vol. 57; no. 4; pp. 399 - 418 |
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Main Authors | , |
Format | Journal Article |
Language | English |
Published |
Oxford, UK
Oxford, UK : Blackwell Publishing Ltd
01.09.2008
Blackwell Publishing Ltd Blackwell Publishing Blackwell Royal Statistical Society Oxford University Press |
Series | Journal of the Royal Statistical Society Series C |
Subjects | |
Online Access | Get full text |
ISSN | 0035-9254 1467-9876 |
DOI | 10.1111/j.1467-9876.2008.00623.x |
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Summary: | 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 (¹⁴C) dating at a subset of depths. We use the process to model the stochastically varying rate of sedimentation. |
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Bibliography: | http://dx.doi.org/10.1111/j.1467-9876.2008.00623.x ark:/67375/WNG-N13MC3JG-6 istex:15D6762C91D0F4CBBC693DAD89E6C95DF822EACF ArticleID:RSSC623 SourceType-Scholarly Journals-1 ObjectType-Feature-1 content type line 14 ObjectType-Article-2 content type line 23 ObjectType-Article-1 ObjectType-Feature-2 |
ISSN: | 0035-9254 1467-9876 |
DOI: | 10.1111/j.1467-9876.2008.00623.x |