A Simple Monotone Process with Application to Radiocarbon-Dated Depth Chronologies
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- John Haslett
- Trinity College Dublin , Republic of Ireland
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- Andrew Parnell
- Trinity College Dublin , Republic of Ireland
書誌事項
- 公開日
- 2008-05-28
- 権利情報
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- https://academic.oup.com/journals/pages/open_access/funder_policies/chorus/standard_publication_model
- DOI
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- 10.1111/j.1467-9876.2008.00623.x
- 公開者
- Oxford University Press (OUP)
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説明
<jats:title>Summary</jats:title><jats:p>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.</jats:p>
収録刊行物
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- Journal of the Royal Statistical Society Series C: Applied Statistics
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Journal of the Royal Statistical Society Series C: Applied Statistics 57 (4), 399-418, 2008-05-28
Oxford University Press (OUP)
