Spatial models generated by nested stochastic partial differential equations, with an application to global ozone mapping.

link: http://arxiv.org/abs/1104.3436
Abstract

A new class of stochastic field models is constructed using nested stochastic
partial differential equations (SPDEs). The model class is computationally
efficient, applicable to data on general smooth manifolds, and includes both
the Gaussian Mat\'{e}rn fields and a wide family of fields with oscillating
covariance functions. Nonstationary covariance models are obtained by spatially
varying the parameters in the SPDEs, and the model parameters are estimated
using direct numerical optimization, which is more efficient than standard
Markov Chain Monte Carlo procedures. The model class is used to estimate daily
ozone maps using a large data set of spatially irregular global total column
ozone data.