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Gaussian process is a theoretically appealing model for nonparametric analysis, but its computational cumbersomeness hinders its use in large scale and the existing reduced-rank solutions are usually heuristic. In this work, we propose a…

Machine Learning · Statistics 2015-11-25 Leo L. Duan , Xia Wang , Rhonda D. Szczesniak

Spatial fields in the Earth and environmental sciences are often available at multiple scales or resolutions. While coarse-scale data (e.g., from global circulation models) are often abundant, they lack the local detail provided by…

Methodology · Statistics 2026-04-01 Alejandro Calle-Saldarriaga , Paul F. V. Wiemann , Matthias Katzfuss

We develop online graph learning algorithms from streaming network data. Our goal is to track the (possibly) time-varying network topology, and effect memory and computational savings by processing the data on-the-fly as they are acquired.…

Signal Processing · Electrical Eng. & Systems 2020-07-08 Rasoul Shafipour , Gonzalo Mateos

The sea level observations from satellite altimetry are characterised by a sparse spatial and temporal coverage. For this reason, along-track data are routinely interpolated into daily grids. The latter are strongly smoothed in time and…

Atmospheric and Oceanic Physics · Physics 2023-03-22 Marcello Passaro , Marie-Christin Juhl

A typical problem in the detection of the gravitational waves in the data of gravitational antennas is the non-stationarity of the Gaussian noise (and so the varying sensitivity) and the presence of big impulsive disturbances. In such…

General Relativity and Quantum Cosmology · Physics 2009-05-18 Sergio Frasca , Pia Astone

It is known that a finite-size homogeneous granular fluid develops an hydrodynamic-like instability when dissipation crosses a threshold value. This instability is analyzed in terms of modified hydrodynamic equations: first, a source term…

Statistical Mechanics · Physics 2009-10-31 R. Soto , M. Mareschal , M. Malek Mansour

A crucial assumption to reduce computational complexity in spatial-temporal data analysis is separability, which factors the covariance structure into a purely spatial and a purely temporal component. In this paper, we develop statistical…

Statistics Theory · Mathematics 2026-03-30 Lujia Bai , Holger Dette , Zihao Yuan

Modeling nonstationarity that often prevails in extremal dependence of spatial data can be challenging, and typically requires bespoke or complex spatial models that are difficult to estimate. Inference for stationary and isotropic models…

Methodology · Statistics 2026-04-21 Xuanjie Shao , Jordan Richards , Raphael Huser

The modeling of spatio-temporal trends in temperature extremes can help better understand the structure and frequency of heatwaves in a changing climate. Here, we study annual temperature maxima over Southern Europe using a century-spanning…

Methodology · Statistics 2020-09-08 Peng Zhong , Raphaël Huser , Thomas Opitz

In many environmental applications involving spatially-referenced data, limitations on the number and locations of observations motivate the need for practical and efficient models for spatial interpolation, or kriging. A key component of…

Methodology · Statistics 2015-09-15 Mark D. Risser , Catherine A. Calder

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

Stochastic process models for spatiotemporal data underlying random fields find substantial utility in a range of scientific disciplines. Subsequent to predictive inference on the values of the random field (or spatial surface indexed…

Methodology · Statistics 2024-07-26 Aritra Halder , Didong Li , Sudipto Banerjee

We develop a unified statistical framework for attributing heatwaves as spatio-temporal phenomena under climate change. We quantify the impact of anthropogenic forcing on the probability and persistence of heatwaves not captured by standard…

Applications · Statistics 2026-04-30 Kamal Gasser , Johan Segers , Francesco Ragone

We propose a nonlinear ocean forecasting technique based on a combination of genetic algorithms and empirical orthogonal function (EOF) analysis. The method is used to forecast the space-time variability of the sea surface temperature (SST)…

Land Surface Temperature (LST) is a key variable for various applications, such as urban climate and ecology studies. Yet, existing satellite-derived LST products provide either high spatial or high temporal resolution, resulting in a…

Machine Learning · Computer Science 2026-05-14 Solomiia Kurchaba , Angela Meyer

While the generalized Langevin equation (GLE) is a powerful tool to understand the behavior of complex dissipative systems, driving by external fields renders standard GLE construction workflows invalid. Filtering approaches that separate…

Statistical Mechanics · Physics 2026-03-03 Thomas Sayer , Andrés Montoya-Castillo

Numerous approaches are proposed in the literature for non-stationarity marginal extreme value inference, including different model parameterisations with respect to covariate, and different inference schemes. The objective of this article…

Applications · Statistics 2022-02-16 Matthew Jones , David Randell , Kevin Ewans , Philip Jonathan

A space-time model for wind fields is proposed. It aims at simulating realistic wind conditions with a focus on reproducing the space-time motions of the meteorological systems. A Gaussian linear state-space model is used where the latent…

Methodology · Statistics 2013-12-20 Julie Bessac , Pierre Ailliot , Valerie Monbet

Climate is known for being characterised by strong non-linearity and chaotic behaviour. Nevertheless, few studies in climate science adopt statistical methods specifically designed for non-stationary or non-linear systems. Here we show how…

Applications · Statistics 2021-01-13 Federico Amato , Fabian Guignard , Vincent Humphrey , Mikhail Kanevski

Traditional spatio-temporal models for areal data typically begin with spatial structure imposed at the level of random effects and later extend to include temporal dynamics. We propose an alternative hierarchical modeling framework that…