Inference with a contrast-based posterior distribution and application in spatial statistics
2009
Soubeyrand , Samuel (INRA , Avignon (France). UR 0546 Biostatistique et Processus Spatiaux) | Carpentier , Florence (INRA , Avignon (France). UR 0546 Biostatistique et Processus Spatiaux) | Desassis , N. (Ecole Nationale Supérieure des Mines de Paris, Fontainebleau(France). Centre de Géosciences) | Chadoeuf , Joel (INRA , Avignon (France). UR 0546 Biostatistique et Processus Spatiaux)
The likelihood function is often used for parameter estimation. Its use, however, may cause difficulties in specific situations. In order to circumvent these difficulties, we propose a parameter estimation method based on the replacement of the likelihood in the formula of the Bayesian posterior distribution by a function which depends on a contrast measuring the discrepancy between observed data and a parametric model. The properties of the contrast-based (CB) posterior distribution are studied to understand what the consequences of incorporating a contrast in the Bayes formula are. We show that the CB-posterior distribution can be used to make frequentist inference and to assess the asymptotic variance matrix of the estimator with limited analytical calculations compared to the classical contrast approach. Even if the primary focus of this paper is on frequentist estimation, it is shown that for specific contrasts the CB-posterior distribution can be used to make inference in the Bayesian way.The method was used to estimate the parameters of a variogram (simulated data), a Markovian model (simulated data) and a cylinder-based autosimilar model describing soil roughness (real data). Even if the method is presented in the spatial statistics perspective, it can be applied to non-spatial data.
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