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Building on an analogy with conformal invariance, local scale transformations consistent with dynamical scaling are constructed. Two types of local scale invariance are found which act as dynamical space-time symmetries of certain non-local…

Statistical Mechanics · Physics 2007-05-23 Malte Henkel

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

We develop parametric classes of covariance functions on linear networks and their extension to graphs with Euclidean edges, i.e., graphs with edges viewed as line segments or more general sets with a coordinate system allowing us to…

Statistics Theory · Mathematics 2019-05-03 Ethan Anderes , Jesper Møller , Jakob G. Rasmussen

Max-stable processes are natural models for spatial extremes because they provide suitable asymptotic approximations to the distribution of maxima of random fields. In the recent past, several parametric families of stationary max-stable…

Methodology · Statistics 2016-02-22 Raphael Huser , Marc G. Genton

The spatial random-effects model is flexible in modeling spatial covariance functions, and is computationally efficient for spatial prediction via fixed rank kriging. However, the success of this model depends on an appropriate set of basis…

Methodology · Statistics 2015-04-23 ShengLi Tzeng , Hsin-Cheng Huang

Maximizing the likelihood has been widely used for estimating the unknown covariance parameters of spatial Gaussian processes. However, evaluating and optimizing the likelihood function can be computationally intractable, particularly for…

Statistics Theory · Mathematics 2019-07-16 Hossein Keshavarz , XuanLong Nguyen , Clayton Scott

With the advent of wide-spread global and continental-scale spatiotemporal datasets, increased attention has been given to covariance functions on spheres over time. This paper provides results for stationary covariance functions of random…

Methodology · Statistics 2021-01-06 Philip White , Emilio Porcu

The increasing interest in spatially correlated functional data has led to the development of appropriate geostatistical techniques that allow to predict a curve at an unmonitored location using a functional kriging with external drift…

Methodology · Statistics 2017-06-23 Maria Franco-Villoria , Rosaria Ignaccolo

We introduce a generalization of the 4-dimensional averaging window function of Gasperini, Marozzi and Veneziano (2010) that may prove useful for a number of applications. The covariant nature of spatial scalar averaging schemes to address…

General Relativity and Quantum Cosmology · Physics 2019-02-28 Asta Heinesen , Pierre Mourier , Thomas Buchert

We propose to approximate the conditional expectation of a spatial random variable given its nearest-neighbour observations by an additive function. The setting is meaningful in practice and requires no unilateral ordering. It is capable of…

Statistics Theory · Mathematics 2016-03-28 Zudi Lu , Arvid Lundervold , Dag Tjøstheim , Qiwei Yao

Cosmological observables rely heavily on summary statistics such as two-point correlation functions. In many practical cases (e.g. the weak-lensing cosmic shear), those correlation functions are estimated from a finite, discrete sample of…

Cosmology and Nongalactic Astrophysics · Physics 2025-06-24 Pierre Fleury

The prevalence of multivariate space-time data collected from monitoring networks and satellites, or generated from numerical models, has brought much attention to multivariate spatio-temporal statistical models, where the covariance…

Methodology · Statistics 2023-03-14 Huang Huang , Ying Sun , Marc G. Genton

The behaviour of the 3D axial next-nearest neighbour Ising (ANNNI) model at the uniaxial Lifshitz point is studied using Monte Carlo techniques. A new variant of the Wolff cluster algorithm permits the analysis of systems far larger than in…

High Energy Physics - Theory · Physics 2007-05-23 Michel Pleimling , Malte Henkel

A functional time series approach is proposed for investigating spatial correlation in daily maximum temperature forecast errors for 111 cities spread across the U.S. The modelling of spatial correlation is most fruitful for longer forecast…

Methodology · Statistics 2021-11-23 Phillip A. Jang , David S. Matteson

We propose a new autocorrelation measure for functional time series that we term spherical autocorrelation. It is based on measuring the average angle between lagged pairs of series after having been projected onto the unit sphere. This new…

Methodology · Statistics 2022-07-14 Chi-Kuang Yeh , Gregory Rice , Joel A. Dubin

Spherical regression explores relationships between variables on spherical domains. We develop a nonparametric model that uses a diffeomorphic map from a sphere to itself. The restriction of this mapping to diffeomorphisms is natural in…

Other Statistics · Statistics 2017-02-06 Michael Rosenthal , Wei Wu , Eric Klassen , Anuj Srivastava

Statistical systems displaying a strongly anisotropic or dynamical scaling behaviour are characterized by an anisotropy exponent theta or a dynamical exponent z. For a given value of theta, we construct local scale transformations which can…

High Energy Physics - Theory · Physics 2015-06-26 Malte Henkel

If one is willing to give up the cherished hypothesis of spatial isotropy, many interesting cosmological models can be developed beyond the simple anisotropically expanding scenarios. One interesting possibility is presented by shear-free…

Cosmology and Nongalactic Astrophysics · Physics 2015-07-22 Thiago S. Pereira , Guillermo A. Mena Marugán , Saulo Carneiro

This paper focuses on the analysis of spatially correlated functional data. The between-curve correlation is modeled by correlating functional principal component scores of the functional data. We propose a Spatial Principal Analysis by…

Statistics Theory · Mathematics 2014-11-19 Chong Liu , Surajit Ray , Giles Hooker

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…

Computation · Statistics 2018-07-12 Francisco Cuevas , Emilio Porcu , Denis Allard
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