Multiscale Random Fields
This chapter presents multiscale random field models with interconnected resolution levels and smoothness within each level that were introduced by Ferreira et al. (2005). This is important when interest lies in modeling the dynamics of the multiscale process within each scale of resolution as well as across the different scales. This is of particular interest when the process is observed at different scales of resolution or when the multiscale model is used as a prior for an underlying process, and it is desirable to impose smoothness within each level of resolution and a stochastic constraint that the different levels of resolution have similar behavior.
KeywordsMultiscale Model Resolution Level Coarse Level Acceptance Probability Link Equation
Unable to display preview. Download preview PDF.