English
Related papers

Related papers: Scalable modeling of nonstationary covariance func…

200 papers

We introduce a novel class of non-stationary covariance functions for random fields on linear networks that allows both the variance and the correlation range of the random field to vary spatially. The proposed covariance functions are…

Statistics Theory · Mathematics 2026-02-23 Alfredo Alegría

Designing a covariance function that represents the underlying correlation is a crucial step in modeling complex natural systems, such as climate models. Geospatial datasets at a global scale usually suffer from non-stationarity and…

Machine Learning · Statistics 2015-07-10 Chintan A. Dalal , Vladimir Pavlovic , Robert E. Kopp

The function-on-function regression model is fundamental for analyzing relationships between functional covariates and responses. However, most existing function-on-function regression methodologies assume independence between observations,…

Methodology · Statistics 2025-12-02 Ufuk Beyaztas , Han Lin Shang , Gizel Bakicierler Sezer

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…

Methodology · Statistics 2020-02-05 Ashton Wiens , Douglas Nychka , William Kleibe

Nonstationarity is a major challenge in analyzing spatial data. For example, daily precipitation measurements may have increased variability and decreased spatial smoothness in areas with high mean rainfall. Common nonstationary covariance…

Methodology · Statistics 2019-05-31 Geoffrey Colin Lee Peterson , Joseph Guinness , Adam Terando , Brian J. Reich

The prevalence of spatially referenced multivariate data has impelled researchers to develop a procedure for the joint modeling of multiple spatial processes. This ordinarily involves modeling marginal and cross-process dependence for any…

Methodology · Statistics 2020-07-10 Ghulam A. Qadir , Ying Sun

We discuss a general Bayesian framework on modeling multidimensional function-valued processes by using a Gaussian process or a heavy-tailed process as a prior, enabling us to handle nonseparable and/or nonstationary covariance structure.…

Methodology · Statistics 2020-07-29 Evandro Konzen , Jian Qing Shi , Zhanfeng Wang

We construct a Gaussian random field (GRF) that combines fractional smoothness with spatially varying anisotropy. The GRF is defined through a stochastic partial differential equation (SPDE), where the range, marginal variance, and…

Methodology · Statistics 2025-12-23 Elling Svee , Geir-Arne Fuglstad

It is increasingly understood that the assumption of stationarity is unrealistic for many spatial processes. In this article, we combine dimension expansion with a spectral method to model big non-stationary spatial fields in a…

Methodology · Statistics 2020-01-20 Hou-Cheng Yang , Jonathan R. Bradley

Spatial statistics is concerned with the analysis of data that have spatial locations associated with them, and those locations are used to model statistical dependence between the data. The spatial data are treated as a single realisation…

Methodology · Statistics 2022-02-09 Noel Cressie , Matthew Sainsbury-Dale , Andrew Zammit-Mangion

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

Nonstationary non-Gaussian spatial data are common in many disciplines, including climate science, ecology, epidemiology, and social sciences. Examples include count data on disease incidence and binary satellite data on cloud mask…

Computation · Statistics 2020-11-30 Benjamin Seiyon Lee , Jaewoo Park

Many spatial processes exhibit nonstationary features. We estimate a variance function from a single process observation where the errors are nonstationary and correlated. We propose a difference-based approach for a one-dimensional…

Methodology · Statistics 2016-05-24 Eunice J. Kim , Zhengyuan Zhu

Motivated by recent work involving the analysis of leveraging spatial correlations in sparsified mean estimation, we present a novel procedure for constructing covariance estimator. The proposed Random-knots (Random-knots-Spatial) and…

Methodology · Statistics 2025-11-25 Sijie Zheng , Fandong Meng , Jie Zhou

The problem of covariance estimation for replicated surface-valued processes is examined from the functional data analysis perspective. Considerations of statistical and computational efficiency often compel the use of separability of the…

Methodology · Statistics 2021-10-25 Tomas Masak , Victor M. Panaretos

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 prediction problems often use Gaussian process models, which can be computationally burdensome in high dimensions. Specification of an appropriate covariance function for the model can be challenging when complex non-stationarities…

Methodology · Statistics 2024-09-13 Qi Wang , Paul A. Parker , Robert B. Lund

We propose a fast bivariate smoothing approach for symmetric surfaces that has a wide range of applications. We show how it can be applied to estimate the covariance function in longitudinal data as well as multiple additive covariances in…

Computation · Statistics 2016-09-23 Jona Cederbaum , Fabian Scheipl , Sonja Greven

We focus on nonlinear Function-on-Scalar regression, where the predictors are scalar variables, and the responses are functional data. Most existing studies approximate the hidden nonlinear relationships using linear combinations of basis…

Methodology · Statistics 2025-04-01 Kazunori Takeshita , Yoshikazu Terada

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…

Methodology · Statistics 2017-11-23 Douglas Nychka , Dorit Hammerling , Mitchell Krock , Ashton Wiens