Noel Cressie, Chris Wikle: Statistics for Spatio-Temporal Data
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For almost two decades the mandatory reference for spatial statistics has been “Statistics for Spatial Data’ by Noel Cressie’. Comparatively, another one of the sharpest and most innovative contributors to the literature of statistical spatio-temporal models is Chris Wikle. So when I heard that the two authors were preparing a joint book on the topic of space–time models, I had tremendous expectations. When I finally got a copy of the book, I was not disappointed. This book has the potential to become a unifying reference, in an area where knowledge is scattered in abundant heterogeneous sources.
The very title of the book makes it clear that the emphasis is on data-driven models. The focus is on hierarchical models that blend data and scientific knowledge. Hierarchical models split the variability of an observed system in three clearly defined levels of conditional probabilities. The first level corresponds to the data, or observational model. The second level to the model for the...