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In the last two decades, considerable research has been devoted to a phenomenon known as spatial confounding. Spatial confounding is thought to occur when there is multicollinearity between a covariate and the random effect in a spatial…

Methodology · Statistics 2024-06-25 Kori Khan , Candace Berrett

The construction of valid and flexible cross-covariance functions is a fundamental task for modeling multivariate space-time data arising from climatological and oceanographical phenomena. Indeed, a suitable specification of the covariance…

Statistics Theory · Mathematics 2017-11-23 Alfredo Alegría , Emilio Porcu , Reinhard Furrer , Jorge Mateu

In this article, using kernel convolution of order based dependent Dirichlet process (Griffin and Steel (2006)) we construct a nonstationary, nonseparable, nonparametric space-time process, which, as we show, satisfies desirable properties,…

Methodology · Statistics 2020-05-04 Moumita Das , Sourabh Bhattacharya

There are many situations when modelling environmental phenomena for which it is not appropriate to assume a stationary dependence structure. \cite{sampson1992} proposed an approach to allowing nonstationarity in dependence based on a…

Methodology · Statistics 2020-01-22 Benjamin D. Youngman

The analysis of nonstationary time series is of great importance in many scientific fields such as physics and neuroscience. In recent years, Gaussian process regression has attracted substantial attention as a robust and powerful method…

Machine Learning · Statistics 2016-11-01 Luca Ambrogioni , Eric Maris

We introduce a Gaussian process-based model for handling of non-stationarity. The warping is achieved non-parametrically, through imposing a prior on the relative change of distance between subsequent observation inputs. The model allows…

Machine Learning · Statistics 2019-12-06 David Tolpin

Nonlinear stochastic modeling is useful for describing complex engineering systems. Meanwhile, neuromorphic (brain-inspired) computing paradigms are developing to tackle tasks that are challenging and resource intensive on digital…

Systems and Control · Electrical Eng. & Systems 2021-08-19 J. Chen , H. I. Nurdin

Informative sampling designs can impact spatial prediction, or kriging, in two important ways. First, the sampling design can bias spatial covariance parameter estimation, which in turn can bias spatial kriging estimates. Second, even with…

Methodology · Statistics 2021-08-30 Erin M. Schliep , Christopher K. Wikle , Ranadeep Daw

Spatial models for areal data are often constructed such that all pairs of adjacent regions are assumed to have near-identical spatial autocorrelation. In practice, data can exhibit dependence structures more complicated than can be…

Methodology · Statistics 2024-07-04 Michael F. Christensen , Peter D. Hoff

In many scientific fields, such as economics and neuroscience, we are often faced with nonstationary time series, and concerned with both finding causal relations and forecasting the values of variables of interest, both of which are…

Machine Learning · Computer Science 2019-08-01 Biwei Huang , Kun Zhang , Mingming Gong , Clark Glymour

This paper investigates the modeling of an important class of degradation data, which are collected from a spatial domain over time; for example, the surface quality degradation. Like many existing time-dependent stochastic degradation…

Methodology · Statistics 2017-12-29 Xiao Liu , Kyongmin Yeo , Jayant Kalagnanam

The last decades have seen an unprecedented increase in the availability of data sets that are inherently global and temporally evolving, from remotely sensed networks to climate model ensembles. This paper provides a view of statistical…

Statistics Theory · Mathematics 2017-06-29 Emilio Porcu , Alfredo Alegría , Reinhard Furrer

We characterize the sample size required for accurate graphical model selection from non-stationary samples. The observed data is modeled as a vector-valued zero-mean Gaussian random process whose samples are uncorrelated but have different…

Machine Learning · Computer Science 2019-06-28 Nguyen Q. Tran , Oleksii Abramenko , Alexander Jung

Spatio-temporal covariances are important for describing the spatio-temporal variability of underlying random processes in geostatistical data. For second-order stationary processes, there exist subclasses of covariance functions that…

Applications · Statistics 2017-05-05 Huang Huang , Ying Sun

A computational tool for coarse-graining nonlinear systems of ordinary differential equations in time is discussed. Three illustrative model examples are worked out that demonstrate the range of capability of the method. This includes the…

Numerical Analysis · Mathematics 2017-11-23 Sabyasachi Chatterjee , Amit Acharya , Zvi Artstein

A problem of current interest is the estimation of spatially distributed processes at locations where measurements are missing. Linear interpolation methods rely on the Gaussian assumption, which is often unrealistic in practice, or…

Data Analysis, Statistics and Probability · Physics 2013-01-09 Milan Žukovič , Dionissios T. Hristopulos

Spatial models are used in a variety research areas, such as environmental sciences, epidemiology, or physics. A common phenomenon in many spatial regression models is spatial confounding. This phenomenon takes place when spatially indexed…

Methodology · Statistics 2021-06-08 Isa Marques , Thomas Kneib , Nadja Klein

We propose a novel approach for change-point detection and parameter learning in multivariate non-stationary time series exhibiting oscillatory behaviour. We approximate the process through a piecewise function defined by a sum of…

Methodology · Statistics 2026-02-02 Nicolas Bianco , Lorenzo Cappello

Modeling environmental ecosystems is essential for effective resource management, sustainable development, and understanding complex ecological processes. However, traditional data-driven methods face challenges in capturing inherently…

Machine Learning · Computer Science 2025-04-08 Runlong Yu , Shengyu Chen , Yiqun Xie , Huaxiu Yao , Jared Willard , Xiaowei Jia

The scientific rigor and computational methods of causal inference have had great impacts on many disciplines, but have only recently begun to take hold in spatial applications. Spatial casual inference poses analytic challenges due to…

Methodology · Statistics 2020-07-07 Brian J Reich , Shu Yang , Yawen Guan , Andrew B Giffin , Matthew J Miller , Ana G Rappold