English
Related papers

Related papers: On the consistent separation of scale and variance…

200 papers

Mat\'ern random fields are one of the most widely used classes of models in spatial statistics. The fixed-domain identifiability of covariance parameters for stationary Mat\'ern Gaussian random fields exhibits a dimension-dependent phase…

Statistics Theory · Mathematics 2026-03-26 Natesh S. Pillai

We establish a rigorous asymptotic theory for the joint estimation of roughness and scale parameters in two-dimensional Gaussian random fields with power-law generalized covariances \cite{Matheron1973, Stein1999, Yaglom1987}. Our main…

Statistics Theory · Mathematics 2025-10-31 Varun Kotharkar , Michael L. Stein

Correlated random fields are a common way to model dependence struc- tures in high-dimensional data, especially for data collected in imaging. One important parameter characterizing the degree of dependence is the asymp- totic variance…

Statistics Theory · Mathematics 2018-03-20 Annabel Prause , Ansgar Steland

This article introduces a method for estimating the smoothness of a stationary, isotropic Gaussian random field from irregularly spaced data. This involves novel constructions of higher-order quadratic variations and the establishment of…

Statistics Theory · Mathematics 2015-10-30 Wei-Liem Loh

Two canonical problems in geostatistics are estimating the parameters in a specified family of stochastic process models and predicting the process at new locations. A number of asymptotic results addressing these problems over a fixed…

Statistics Theory · Mathematics 2012-10-11 Cari Kaufman , Benjamin Shaby

We study estimation and prediction of Gaussian random fields with covariance models belonging to the generalized Wendland (GW) class, under fixed domain asymptotics. As the Mat\'ern case, this class allows a continuous parameterization of…

Statistics Theory · Mathematics 2017-11-17 M. Bevilacqua , T. Faouzi , R. Furrer , E. Porcu

We study how sampling geometry contributes to uncertainty in modeling spatial geophysical observations as sampled random fields characterized by stationary, isotropic, parametric covariance functions. We incorporate the signature of…

Methodology · Statistics 2026-04-03 Olivia L. Walbert , Frederik J. Simons , Arthur P. Guillaumin , Sofia C. Olhede

Limit theorems are proved for quadratic forms of Gaussian random fields in presence of long memory. We obtain a non central limit theorem under a minimal integrability condition, which allows isotropic and anisotropic models. We apply our…

Statistics Theory · Mathematics 2010-01-08 Frédéric Lavancier , Anne Philippe

This article presents a neural network approach for estimating the covariance function of spatial Gaussian random fields defined in a portion of the Euclidean plane. Our proposal builds upon recent contributions, expanding from the purely…

Methodology · Statistics 2024-08-21 Alejandro Villazón , Alfredo Alegría , Xavier Emery

Gaussian random fields are a powerful tool for modeling environmental processes. For high dimensional samples, classical approaches for estimating the covariance parameters require highly challenging and massive computations, such as the…

Statistics Theory · Mathematics 2016-10-05 Hossein Keshavarz , Clayton Scott , XuanLong Nguyen

Bayesian nonparametric regression under a rescaled Gaussian process prior offers smoothness-adaptive function estimation with near minimax-optimal error rates. Hierarchical extensions of this approach, equipped with stochastic variable…

Statistics Theory · Mathematics 2020-12-15 Sheng Jiang , Surya T. Tokdar

We obtain formulae for the expected number and height distribution of critical points of smooth isotropic Gaussian random fields parameterized on Euclidean space or spheres of arbitrary dimension. The results hold in general in the sense…

Probability · Mathematics 2016-09-20 Dan Cheng , Armin Schwartzman

We study the peak height distribution of certain non-stationary Gaussian random fields. The explicit peak height distribution of smooth, non-stationary Gaussian processes in 1D with general covariance is derived. The formula is determined…

Methodology · Statistics 2025-02-19 Yu Zhao , Dan Cheng , Samuel Davenport , Armin Schwartzman

This paper deals with the problem of detecting non-isotropic high-dimensional geometric structure in random graphs. Namely, we study a model of a random geometric graph in which vertices correspond to points generated randomly and…

Statistics Theory · Mathematics 2020-02-25 Ronen Eldan , Dan Mikulincer

Isotropic covariance structures can be unreasonable for phenomena in three-dimensional spaces such as the ocean. In the ocean, the variability of the response may vary with depth, and ocean currents may lead to spatially varying anisotropy.…

Methodology · Statistics 2023-01-13 Martin Outzen Berild , Geir-Arne Fuglstad

In this paper we study the asymptotics of linear regression in settings with non-Gaussian covariates where the covariates exhibit a linear dependency structure, departing from the standard assumption of independence. We model the covariates…

Machine Learning · Statistics 2024-12-10 Behrad Moniri , Hamed Hassani

Gaussian random fields (GRFs) constitute an important part of spatial modelling, but can be computationally infeasible for general covariance structures. An efficient approach is to specify GRFs via stochastic partial differential equations…

Methodology · Statistics 2016-08-11 Geir-Arne Fuglstad , Finn Lindgren , Daniel Simpson , Håvard Rue

We discuss a D-dimensional Euclidean scalar field interacting with a scale invariant quantized metric. We assume that the metric depends on d-dimensional coordinates where d<D. We show that the interacting quantum fields have more regular…

High Energy Physics - Theory · Physics 2008-11-26 Z. Haba

The integration of physical relationships into stochastic models is of major interest e.g. in data assimilation. Here, a multivariate Gaussian random field formulation is introduced, which represents the differential relations of the…

Applications · Statistics 2018-02-14 Rüdiger Hewer , Petra Friederichs , Andreas Hense , Martin Schlather

In this note, we claim that diagonal scaling of a sample covariance matrix is asymptotically inconsistent if the ratio of the dimension to the sample size converges to a positive constant, where population is assumed to be Gaussian with a…

Statistics Theory · Mathematics 2018-08-20 Tomonari Sei
‹ Prev 1 2 3 10 Next ›