Related papers: Covariance Functions for Multivariate Gaussian Fie…
Geophysical and other natural processes often exhibit non-stationary covariances and this feature is important to take into account for statistical models that attempt to emulate the physical process. A convolution-based model is used to…
The growing field of large-scale time domain astronomy requires methods for probabilistic data analysis that are computationally tractable, even with large datasets. Gaussian Processes are a popular class of models used for this purpose…
Due to the accuracy now reached by space geodetic techniques, and also considering some modelisations, the temporal variations of some Earth Gravity Field coefficients can be determined. They are due to Earth oceanic and solid tides, as…
In the analysis of multivariate spatial and univariate spatio-temporal data, it is commonly recognized that asymmetric dependence may exist, which can be addressed using an asymmetric (matrix or space-time, respectively) covariance function…
Covariance functions are the core of spatial statistics, stochastic processes, machine learning as well as many other theoretical and applied disciplines. The properties of the covariance function at small and large distances determine the…
The Matern family of covariance functions is currently the most commonly used for the analysis of geostatistical data due to its ability to describe different smoothness behaviors. Yet, in many applications the smoothness parameter is set…
Technological developments and open data policies have made large, global environmental datasets accessible to everyone. For analysing such datasets, including spatiotemporal correlations using traditional models based on Gaussian processes…
Gaussian random fields with Mat\'ern covariance functions are popular models in spatial statistics and machine learning. In this work, we develop a spatio-temporal extension of the Gaussian Mat\'ern fields formulated as solutions to a…
We provide a method for fast and exact simulation of Gaussian random fields on spheres having isotropic covariance functions. The method proposed is then extended to Gaussian random fields defined over spheres cross time and having…
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…
The study of covariances (or positive definite functions) on the sphere (the Earth, in our motivation) goes back to Bochner and Schoenberg (1940--42) and to the first author (1969, 1973), among others. Extending to the geotemporal case…
Modeling data with non-stationary covariance structure is important to represent heterogeneity in geophysical and other environmental spatial processes. In this work, we investigate a multistage approach to modeling non-stationary…
In geostatistics, it is common to model spatially distributed phenomena through an underlying stationary and isotropic spatial process. However, these assumptions are often untenable in practice because of the influence of local effects in…
Analyzing the covariance structure of data is a fundamental task of statistics. While this task is simple for low-dimensional observations, it becomes challenging for more intricate objects, such as multivariate functions. Here, the…
Max-stable processes have proved to be useful for the statistical modelling of spatial extremes. Several representations of max-stable random fields have been proposed in the literature. For statistical inference it is often assumed that…
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…
Many applications produce multiway data of exceedingly high dimension. Modeling such multi-way data is important in multichannel signal and video processing where sensors produce multi-indexed data, e.g. over spatial, frequency, and…
Accurately representing surface weather at the sub-kilometer scale is crucial for optimal decision-making in a wide range of applications. This motivates the use of statistical techniques to provide accurate and calibrated probabilistic…
With the widespread availability of satellite-based instruments, many geophysical processes are measured on a global scale and they often show strong nonstationarity in the covariance structure. In this paper we present a flexible class of…
Spatio-temporal processes in environmental applications are often assumed to follow a Gaussian model, possibly after some transformation. However, heterogeneity in space and time might have a pattern that will not be accommodated by…