English
Related papers

Related papers: Anisotropic Brown-Resnick space-time processes: es…

200 papers

Nonstationary Gaussian process models can capture complex spatially varying dependence structures in spatial datasets. However, the large number of observations in modern datasets makes fitting such models computationally intractable with…

Computation · Statistics 2022-06-13 Paul G. Beckman , Christopher J. Geoga , Michael L. Stein , Mihai Anitescu

In this paper, we propose a doubly stochastic spatial point process model with both aggregation and repulsion. This model combines the ideas behind Strauss processes and log Gaussian Cox processes. The likelihood for this model is not…

Methodology · Statistics 2022-03-03 Ninna Vihrs , Jesper Møller , Alan E. Gelfand

Covariance parameter estimation of Gaussian processes is analyzed in an asymptotic framework. The spatial sampling is a randomly perturbed regular grid and its deviation from the perfect regular grid is controlled by a single scalar…

Statistics Theory · Mathematics 2014-12-09 François Bachoc

This paper reviews developments in statistics for spatial point processes obtained within roughly the last decade. These developments include new classes of spatial point process models such as determinantal point processes, models…

Methodology · Statistics 2016-09-06 Jesper Møller , Rasmus Waagepetersen

In modern telecommunications, spatial burstiness of data traffic poses challenges to traditional Poisson-based models. This paper describes application of thinning-stable point processes, which provide a more appropriate framework for…

Applications · Statistics 2025-05-12 Sergei Zuyev

The partially linear binary choice model can be used for estimating structural equations where nonlinearity may appear due to diminishing marginal returns, different life cycle regimes, or hectic physical phenomena. The inference procedure…

Econometrics · Economics 2023-12-01 Wenzheng Gao , Zhenting Sun

High-resolution rainfall observations are crucial for weather forecasting, water management, and hazard mitigation. Traditional operational measurements are often biased and low-resolution, limiting their ability to capture local rainfall.…

Machine Learning · Computer Science 2026-05-08 Rafael Pablos Sarabia , Joachim Nyborg , Morten Birk , Ira Assent

Maximum likelihood estimation for parameter-fitting given observations from a Gaussian process in space is a computationally-demanding task that restricts the use of such methods to moderately-sized datasets. We present a framework for…

Methodology · Statistics 2018-02-13 Victor Minden , Anil Damle , Kenneth L. Ho , Lexing Ying

We present a new methodology and accompanying theory to test for separability of spatio-temporal functional data. In spatio-temporal statistics, separability is a common simplifying assumption concerning the covariance structure which, if…

Methodology · Statistics 2015-09-24 Panayiotis Constantinou , Piotr Kokoszka , Matthew Reimherr

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

Let $X_{i,n},n\in \mathbb{N},1\leq i\leq n$, be a triangular array of independent $\mathbb{R}^d$-valued Gaussian random vectors with correlation matrices $\Sigma_{i,n}$. We give necessary conditions under which the row-wise maxima converge…

Probability · Mathematics 2015-04-08 Sebastian Engelke , Zakhar Kabluchko , Martin Schlather

Time estimation is a fundamental task that underpins precision measurement, global navigation systems, financial markets, and the organisation of everyday life. Many biological processes also depend on time estimation by nanoscale clocks,…

Two distinct non-singular interior models that describe anisotropic spherical configurations are presented in this work. We develop the Einstein field equations and the associated mass function in accordance with a static spherical…

General Relativity and Quantum Cosmology · Physics 2025-10-10 M. Sharif , Tayyab Naseer , Hira Shadab

Datasets in the fields of climate and environment are often very large and irregularly spaced. To model such datasets, the widely used Gaussian process models in spatial statis- tics face tremendous challenges due to the prohibitive…

Methodology · Statistics 2016-05-31 Huang Huang , Ying Sun

We test claims of large-scale anisotropy in the local expansion rate using cluster scaling relations as distance indicators. Using a Bayesian forward model, we jointly fit the X-ray luminosity--temperature (LT) and thermal…

Cosmology and Nongalactic Astrophysics · Physics 2026-02-06 Tariq Yasin , Richard Stiskalek , Harry Desmond , Sebastian von Hausegger , Pedro G. Ferreira

In this manuscript, we investigate the patterns satisfied by the cosmological anisotropy under the hypothesis of the observers being co-moving with a perfect fluid whose induced space sections are homogeneous with vanishing scalar…

General Relativity and Quantum Cosmology · Physics 2021-03-31 Leandro G. Gomes

A central area of research in nonlinear science is the study of instabilities that drive the emergence of extreme events. Unfortunately, experimental techniques for measuring such phenomena often provide only partial characterization. For…

Computational Physics · Physics 2018-06-19 Mikko Närhi , Lauri Salmela , Juha Toivonen , Cyril Billet , John M. Dudley , Goëry Genty

Literatures in state space models focus on parametric inference and prediction, which fail if the state space model is not fully specified and the maximum likelihood estimation does not work. In this paper, we assume the state transition…

Statistics Theory · Mathematics 2020-12-15 Yunyi Zhang , Tingting Wang , Dimitris N. Politis

Models for extreme values accommodating non-stationarity have been amply studied and evaluated from a parametric perspective. Whilst these models are flexible, in the sense that many parametrizations can be explored, they assume an…

Applications · Statistics 2022-02-16 Evandro Konzen , Claudia Neves , Philip Jonathan

Suppose that a sequence of data points follows a distribution of a certain parametric form, but that one or more of the underlying parameters may change over time. This paper addresses various natural questions in such a framework. We…

Methodology · Statistics 2026-05-19 Nils Lid Hjort , Alex J. Koning