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Confidence Regions for Spatial Excursion Sets From Repeated Random Field Observations, With an Application to Climate

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Version 2 2018-06-12, 17:50
Version 1 2017-07-27, 22:39
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posted on 2018-06-12, 17:50 authored by Max Sommerfeld, Stephan Sain, Armin Schwartzman

The goal of this article is to give confidence regions for the excursion set of a spatial function above a given threshold from repeated noisy observations on a fine grid of fixed locations. Given an asymptotically Gaussian estimator of the target function, a pair of data-dependent nested excursion sets are constructed that are sub- and super-sets of the true excursion set, respectively, with a desired confidence. Asymptotic coverage probabilities are determined via a multiplier bootstrap method, not requiring Gaussianity of the original data nor stationarity or smoothness of the limiting Gaussian field. The method is used to determine regions in North America where the mean summer and winter temperatures are expected to increase by mid-21st century by more than 2 degrees Celsius.

Funding

M.S. acknowledges support by the “Studienstiftung des Deutschen Volkes” and the SAMSI 2013-2014 program on Low-dimensional Structure in High-dimensional Systems. A.S. and S.S. were partially supported by NIH grant R01 CA157528.

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