English
Related papers

Related papers: Spatial deformation for non-stationary extremal de…

200 papers

A non-stationary Gaussian random field model is developed based on a combination of the stochastic partial differential equation (SPDE) approach and the classical deformation method. With the deformation method, a stationary field is…

Applications · Statistics 2020-09-01 Anders Hildeman , David Bolin , Igor Rychlik

This work is motivated by constructing a weather simulator for precipitation. Temperature and humidity are two of the most important driving forces of precipitation, and the strategy is to have a stochastic model for temperature and…

Applications · Statistics 2015-05-27 Xiangping Hu , Ingelin Steinsland , Daniel Simpson , Sara Martino , Håvard Rue

The original Hardenberg's model of biomass patterns in arid and semi-arid regions is revisited to extend it to more general non flat regions. It is proposed a technique to study these more generalized (non-flat) regions using both a…

Populations and Evolution · Quantitative Biology 2019-03-19 Rubén Martínez D , Andrea Montiel P. , J. F. Rojas

We propose a new copula model for replicated multivariate spatial data. Unlike classical models that assume multivariate normality of the data, the proposed copula is based on the assumption that some factors exist that affect the joint…

Applications · Statistics 2018-10-12 Pavel Krupskii , Marc G. Genton

In gravity, spacelike separated regions can be dependent on each other due to the constraint equations. In this paper, we give a natural definition of subsystem independence and gravitational dressing of perturbations in classical gravity.…

High Energy Physics - Theory · Physics 2024-03-20 Åsmund Folkestad

Spatial and spatiotemporal volatility models are a class of models designed to capture spatial dependence in the volatility of spatial and spatiotemporal data. Spatial dependence in the volatility may arise due to spatial spillovers among…

Econometrics · Economics 2023-08-28 Philipp Otto , Osman Doğan , Süleyman Taşpınar , Wolfgang Schmid , Anil K. Bera

Uncertainty in return level estimates for rare events, like the intensity of large rainfall events, makes it difficult to develop strategies to mitigate related hazards, like flooding. Latent spatial extremes models reduce uncertainty by…

Applications · Statistics 2018-12-27 Joshua Hewitt , Miranda J. Fix , Jennifer A. Hoeting , Daniel S. Cooley

Spatial processes with nonstationary and anisotropic covariance structure are often used when modelling, analysing and predicting complex environmental phenomena. Such processes may often be expressed as ones that have stationary and…

Methodology · Statistics 2020-04-06 Andrew Zammit-Mangion , Tin Lok James Ng , Quan Vu , Maurizio Filippone

This paper is concerned with the joint analysis of multivariate mixed-type spatial data, where some components are point processes and some are of lattice-type by nature. After a survey of statistical methods for marked spatial point and…

Methodology · Statistics 2019-06-20 Matthias Eckardt , Jorge Mateu

Regional data analysis is concerned with the analysis and modeling of measurements that are spatially separated by specifically accounting for typical features of such data. Namely, measurements in close proximity tend to be more similar…

Methodology · Statistics 2023-08-15 Christoph Muehlmann , François Bachoc , Klaus Nordhausen

We introduce a method for decomposition of trend, cycle and seasonal components in spatio-temporal models and apply it to investigate the existence of climate changes in temperature and rainfall series. The method incorporates critical…

Applications · Statistics 2017-03-21 Marcio Poletti Laurini

We address the problem of predicting spatio-temporal processes with temporal patterns that vary across spatial regions, when data is obtained as a stream. That is, when the training dataset is augmented sequentially. Specifically, we…

Machine Learning · Statistics 2018-06-25 Muhammad Osama , Dave Zachariah , Thomas B. Schön

Reliable inference for spatial regression remains challenging because it requires the correct specification of the spatial dependence structure, the mean trend, and the error distribution. Existing parametric testing methods rely on…

Methodology · Statistics 2026-05-12 Kanghyun Wi , Hyoeun Kim , Tomáš Mrkvička , Jorge Mateu , Jaewoo Park

We present a new framework for modelling multivariate extremes, based on an angular-radial representation of the probability density function. Under this representation, the problem of modelling multivariate extremes is transformed to that…

Methodology · Statistics 2024-02-13 Ed Mackay , Philip Jonathan

The extremal index is an important parameter in the characterization of extreme values of a stationary sequence. Our new estimation approach for this parameter is based on the extremal behavior under the local dependence condition…

Statistics Theory · Mathematics 2015-05-11 Helena Ferreira , Marta Ferreira

This paper investigates the cross-correlations across multiple climate model errors. We build a Bayesian hierarchical model that accounts for the spatial dependence of individual models as well as cross-covariances across different climate…

Applications · Statistics 2012-03-02 Huiyan Sang , Mikyoung Jun , Jianhua Z. Huang

Understanding the complex nature of spatial information is crucial for problem solving in social and environmental sciences. This study investigates how the underlying patterns of spatial data can significantly influence the outcomes of…

Physics and Society · Physics 2024-09-17 Peng Luo , Yongze Song , Wenwen Li , Liqiu Meng

Motivated by problems from neuroimaging in which existing approaches make use of "mass univariate" analysis which neglects spatial structure entirely, but the full joint modelling of all quantities of interest is computationally infeasible,…

Methodology · Statistics 2022-04-19 Denishrouf Thesingarajah , Adam M. Johansen

Max-stable processes are a popular tool for the study of environmental extremes, and the extremal skew-$t$ process is a general model that allows for a flexible extremal dependence structure. For inference on max-stable processes with…

Methodology · Statistics 2020-04-21 B. Beranger , A. G. Stephenson , S. A. Sisson

Spatial nonstationarity, the location variance of features' statistical distributions, is ubiquitous in many natural settings. For example, in geological reservoirs rock matrix porosity varies vertically due to geomechanical compaction…

Machine Learning · Computer Science 2023-08-09 Lei Liu , Javier E. Santos , Maša Prodanović , Michael J. Pyrcz