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A Simple Monotone Process with Application to Radiocarbon-Dated Depth Chronologies

Bibliographic Data

ID23369236
AuthorsJohn Haslett (Trinity College Dublin , Republic of Ireland), Andrew Parnell (0000-0001-7956-7939, Trinity College Dublin , Republic of Ireland, corresponding author)
Year2008
Volume57
Issue4
Pages399-418
Publication date2008-09-01
Peer ReviewedYes
Open AccessYes
TypeARTICLE
VenueApplied Statistics (JOURNAL)
Journal identifiersISSN: 0035-9254 • E-ISSN: 1467-9876
PublisherOxford University Press (OUP) (PUBLISHER)
DOI10.1111/j.1467-9876.2008.00623.x
OpenAlexW2122489548
LanguageEN
Citations received106
References cited27

We propose a new and simple continuous Markov monotone stochastic process and use it to make inference on a partially observed monotone stochastic process. The process is piecewise linear, based on additive independent gamma increments arriving in a Poisson fashion. An independent increments variation allows very simple conditional simulation of sample paths given known values of the process. We take advantage of a reparameterization involving the Tweedie distribution to provide efficient computation. The motivating problem is the establishment of a chronology for samples taken from lake sediment cores, i.e. the attribution of a set of dates to samples of the core given their depths, knowing that the age–depth relationship is monotone. The chronological information arises from radiocarbon (14C) dating at a subset of depths. We use the process to model the stochastically varying rate of sedimentation.

Geometry · Inference · Monotone polygon · Radiocarbon dating · Simple (philosophy) · Applied Mathematics · Archaeology and ancient environmental studies · Artificial Intelligence · Computer Science · Geology · Hydrology and Sediment Transport Processes · Mathematics · Soil Geostatistics and Mapping

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Unique citing works106
Citations per year5,89
Citation span2008 - 2026 (19)
Citation velocitycurrent
Highly citedYes
Citation typesNeutral: 70
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