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A non-stationary spatial Gaussian random field (GRF) is described as the solution of an inhomogeneous stochastic partial differential equation (SPDE), where the covariance structure of the GRF is controlled by the coefficients in the SPDE.…

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

In this paper a new approach for constructing \emph{multivariate} Gaussian random fields (GRFs) using systems of stochastic partial differential equations (SPDEs) has been introduced and applied to simulated data and real data. By solving a…

Methodology · Statistics 2013-07-08 Xiangping Hu , Daniel Simpson , Finn Lindgren , Håvard Rue

The equations of a physical constitutive model for material stress within tantalum grains were solved numerically using a tetrahedrally meshed volume. The resulting output included a scalar vonMises stress for each of the more than 94,000…

In this paper, we propose a new estimation procedure for discovering the structure of Gaussian Markov random fields (MRFs) with false discovery rate (FDR) control, making use of the sorted l1-norm (SL1) regularization. A Gaussian MRF is an…

Machine Learning · Statistics 2019-10-25 Sangkyun Lee , Piotr Sobczyk , Malgorzata Bogdan

Spatial data collected worldwide at a huge number of locations are frequently used in environmental and climate studies. Spatial modelling for this type of data presents both methodological and computational challenges. In this work we…

Methodology · Statistics 2017-11-16 Fedele Greco , Massimo Ventrucci , Elisa Castelli

To obtain a probabilistic model for a dependent variable based on some set of explanatory variables, a distributional approach is often adopted where the parameters of the distribution are linked to regressors. In many classical models this…

Methodology · Statistics 2020-01-14 Lisa Schlosser , Torsten Hothorn , Reto Stauffer , Achim Zeileis

Various natural phenomena exhibit spatial extremal dependence at short spatial distances. However, existing models proposed in the spatial extremes literature often assume that extremal dependence persists across the entire domain. This is…

Methodology · Statistics 2024-05-01 Arnab Hazra , Raphaël Huser , David Bolin

Gaussian Markov random fields (GMRFs) are useful in a broad range of applications. In this paper we tackle the problem of learning a sparse GMRF in a high-dimensional space. Our approach uses the l1-norm as a regularization on the inverse…

Machine Learning · Computer Science 2012-06-18 John Duchi , Stephen Gould , Daphne Koller

Gaussian processes have been successful in both supervised and unsupervised machine learning tasks, but their computational complexity has constrained practical applications. We introduce a new approximation for large-scale Gaussian…

Machine Learning · Computer Science 2015-11-03 David A. Moore , Stuart J. Russell

Spartan Spatial Random Fields (SSRFs) are generalized Gibbs random fields, equipped with a coarse-graining kernel that acts as a low-pass filter for the fluctuations. SSRFs are defined by means of physically motivated spatial interactions…

Information Theory · Computer Science 2012-04-12 Dionissios T. Hristopulos , Samuel Elogne

In this paper, we study the problem of inferring spatially-varying Gaussian Markov random fields (SV-GMRF) where the goal is to learn a network of sparse, context-specific GMRFs representing network relationships between genes. An important…

Applications · Statistics 2022-06-22 Visweswaran Ravikumar , Tong Xu , Wajd N. Al-Holou , Salar Fattahi , Arvind Rao

Atmospheric inverse modelling is a method for reconstructing historical fluxes of green-house gas between land and atmosphere, using observed atmospheric concentrations and an atmospheric tracer transport model. The small number of observed…

Applications · Statistics 2019-07-08 Unn Dahlen , Johan Linström , Marko Scholze

In the environmental modeling field, the exploratory analysis of responses often exhibits spatial correlation as well as some non-Gaussian attributes such as skewness and/or heavy-tailedness. Consequently, we propose a general spatial model…

Statistics Theory · Mathematics 2019-07-25 Behzad Mahmoudian

Gaussian Conditional Random Fields (GCRF), as a structured regression model, is designed to achieve higher regression accuracy than unstructured predictors at the expense of execution time, taking into account the objects similarities and…

Machine Learning · Computer Science 2019-09-04 Milan Bašić , Branko Arsić , Zoran Obradović

We present a new method for estimating multivariate, second-order stationary Gaussian Random Field (GRF) models based on the Sparse Precision matrix Selection (SPS) algorithm, proposed by Davanloo et al. (2015) for estimating scalar GRF…

Machine Learning · Statistics 2021-01-12 Sam Davanloo Tajbakhsh , Necdet Serhat Aybat , Enrique del Castillo

The Markov chain random field (MCRF) model/theory provides a non-linear spatial Bayesian updating solution at the neighborhood nearest data level for simulating categorical spatial variables. In the MCRF solution, the spatial dependencies…

Methodology · Statistics 2021-12-16 Weidong Li , Chuanrong Zhang

The aim of this paper is to propose diffusion strategies for distributed estimation over adaptive networks, assuming the presence of spatially correlated measurements distributed according to a Gaussian Markov random field (GMRF) model. The…

Systems and Control · Computer Science 2015-06-22 Paolo Di Lorenzo

We consider Gaussian subordinated L\'evy fields (GSLFs) that arise by subordinating L\'evy processes with positive transformations of Gaussian random fields on some spatial domain $\mathcal{D}\subset \mathbb{R}^d$, $d\geq 1$. The resulting…

Probability · Mathematics 2022-08-03 Robin Merkle , Andrea Barth

Gaussian Markov random fields (GMRFs) are extensively used in statistics to model area-based data and usually depend on several parameters in order to capture complex spatial correlations. In this context, it is important to determine the…

Computation · Statistics 2016-04-20 Mattia Molinaro , Reinhard Furrer

Gaussian random fields (GRF) are a fundamental stochastic model for spatiotemporal data analysis. An essential ingredient of GRF is the covariance function that characterizes the joint Gaussian distribution of the field. Commonly used…

Methodology · Statistics 2020-11-10 Jie Chen , Michael L. Stein