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This paper considers a multivariate spatial random field, with each component having univariate marginal distributions of the skew-Gaussian type. We assume that the field is defined spatially on the unit sphere embedded in $\mathbb{R}^3$,…

Statistics Theory · Mathematics 2017-10-05 Alfredo Alegría , Sandra Caro , Moreno Bevilacqua , Emilio Porcu , Jorge Clarke

In several application fields like daily pluviometry data modelling, or motion analysis from image sequences, observations contain two components of different nature. A first part is made with discrete values accounting for some symbolic…

Statistics Theory · Mathematics 2008-03-27 Cécile Hardouin , Jian-Feng Yao

In a wide range of applications, the stochastic properties of the observed time series change over time. The changes often occur gradually rather than abruptly: the properties are (approximately) constant for some time and then slowly start…

Methodology · Statistics 2015-04-03 Michael Vogt , Holger Dette

Stochastic and conditional simulation methods have been effective towards producing realistic realizations and simulations of spatial numerical models that share equal probability of occurrence. Application of these methods are valuable…

Extreme values geostatistics make it possible to model the asymptotic behaviors of random phenomena which depends on space or time parameters. In this paper, we propose new models of the extremal coefficient within a spatial stationary…

Methodology · Statistics 2022-07-05 Ouoba Fabrice , Diakarya Barro , Hay Yoba Talkibing

Explosive growth in spatio-temporal data and its wide range of applications have attracted increasing interests of researchers in the statistical and machine learning fields. The spatio-temporal regression problem is of paramount importance…

Machine Learning · Computer Science 2020-09-15 Aniruddha Rajendra Rao , Qiyao Wang , Haiyan Wang , Hamed Khorasgani , Chetan Gupta

We present a new stochastic model, based on a 0-dimensional version of the well known biogeochemical flux model (BFM), which allows to take into account the temperature random fluctuations present in natural systems and therefore to…

Statistical Mechanics · Physics 2021-12-20 Paolo Lazzari , Roberto Grimaudo , Cosimo Solidoro , Davide Valenti

As the role played by statistical and computational sciences in climate and environmental modelling and prediction becomes more important, Machine Learning researchers are becoming more aware of the relevance of their work to help tackle…

Machine Learning · Statistics 2020-12-23 Federico Amato , Fabian Guignard , Sylvain Robert , Mikhail Kanevski

In modeling spatial processes, a second-order stationarity assumption is often made. However, for spatial data observed on a vast domain, the covariance function often varies over space, leading to a heterogeneous spatial dependence…

Methodology · Statistics 2021-02-09 Ghulam A. Qadir , Ying Sun , Sebastian Kurtek

A new class of stochastic field models is constructed using nested stochastic partial differential equations (SPDEs). The model class is computationally efficient, applicable to data on general smooth manifolds, and includes both the…

Applications · Statistics 2011-04-19 David Bolin , Finn Lindgren

Doubly-stochastic point processes model the occurrence of events over a spatial domain as an inhomogeneous Poisson process conditioned on the realization of a random intensity function. They are flexible tools for capturing spatial…

Methodology · Statistics 2024-06-28 Si Cheng , Jon Wakefield , Ali Shojaie

Extreme environmental events frequently exhibit spatial and temporal dependence. These data are often modeled using max stable processes (MSPs). MSPs are computationally prohibitive to fit for as few as a dozen observations, with supposed…

Methodology · Statistics 2022-05-02 Emily C. Hector , Brian J. Reich

Record-breaking temperature events are now frequently in the news, proffered as evidence of climate change, and often bring significant economic and human impacts. Our previous work undertook the first substantial spatial modelling…

Standard geostatistical models assume stationarity and rely on a variogram model to account for the spatial dependence in the observed data. In some instances, this assumption that the spatial dependence structure is constant throughout the…

Methodology · Statistics 2022-12-16 Dave Higdon , Jenise Swall , John Kern

Statistical downscaling of global climate models (GCMs) allows researchers to study local climate change effects decades into the future. A wide range of statistical models have been applied to downscaling GCMs but recent advances in…

Machine Learning · Statistics 2017-02-15 Thomas Vandal , Evan Kodra , Auroop R Ganguly

Global climate models aim to reproduce physical processes on a global scale and predict quantities such as temperature given some forcing inputs. We consider climate ensembles made of collections of such runs with different initial…

Applications · Statistics 2013-12-02 Stefano Castruccio , Michael L. Stein

Spatial-temporal forecasting plays an important role in many real-world applications, such as traffic forecasting, air pollutant forecasting, crowd-flow forecasting, and so on. State-of-the-art spatial-temporal forecasting models take…

Machine Learning · Computer Science 2024-01-22 Xinyu Su , Jianzhong Qi , Egemen Tanin , Yanchuan Chang , Majid Sarvi

Spatial and spatiotemporal volatility models are a class of models designed to capture spatial dependence in the volatility of spatial and spatiotemporal data. Spatial dependence in the volatility may arise due to spatial spillovers among…

Econometrics · Economics 2023-08-28 Philipp Otto , Osman Doğan , Süleyman Taşpınar , Wolfgang Schmid , Anil K. Bera

In the literature on stochastic frontier models until the early 2000s, the joint consideration of spatial and temporal dimensions was often inadequately addressed, if not completely neglected. However, from an evolutionary economics…

Methodology · Statistics 2024-10-29 Elisa Fusco , Giuseppe Arbia , Francesco Vidoli , Vincenzo Nardelli

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