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Many methods for modelling spatial processes assume global smoothness properties; such assumptions are often violated in practice. We introduce a method for modelling spatial processes that display heterogeneity or contain discontinuities.…

In modeling spatial processes, a second-order stationarity assumption is often made. However, for spatial data observed on a vast domain, the covariance function often varies over space, leading to a heterogeneous spatial dependence…

Methodology · Statistics 2021-02-09 Ghulam A. Qadir , Ying Sun , Sebastian Kurtek

In this paper we propose a nonparametric procedure for validating the assumption of stationarity in multivariate locally stationary time series models. We develop a bootstrap assisted test based on a Kolmogorov-Smirnov type statistic, which…

Statistics Theory · Mathematics 2013-12-06 Ruprecht Puchstein , Philip Preuß

Spatial processes observed in various fields, such as climate and environmental science, often occur on a large scale and demonstrate spatial nonstationarity. Fitting a Gaussian process with a nonstationary Mat\'ern covariance is…

Machine Learning · Statistics 2023-06-21 Pratik Nag , Yiping Hong , Sameh Abdulah , Ghulam A. Qadir , Marc G. Genton , Ying Sun

Stationary Random Functions have been successfully applied in geostatistical applications for decades. In some instances, the assumption of a homogeneous spatial dependence structure across the entire domain of interest is unrealistic. A…

Methodology · Statistics 2014-12-04 Francky Fouedjio , Nicolas Desassis , Thomas Romary

We propose a new approach for the modeling large datasets of nonstationary spatial processes that combines a latent low rank process and a sparse covariance model. The low rank component coefficients are endowed with a flexible graphical…

Methodology · Statistics 2025-10-08 Matthew LeDuc , William Kleiber , Tomoko Matsuo

With the proliferation of modern high-resolution measuring instruments mounted on satellites, planes, ground-based vehicles and monitoring stations, a need has arisen for statistical methods suitable for the analysis of large spatial…

Methodology · Statistics 2015-11-26 Matthias Katzfuss

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

Recent advances in local models for point processes have highlighted the need for flexible methodologies to account for the spatial heterogeneity of external covariates influencing process intensity. In this work, we introduce tessellated…

Methodology · Statistics 2025-04-11 Nicoletta D'Angelo

Argo floats measure seawater temperature and salinity in the upper 2,000 m of the global ocean. Statistical analysis of the resulting spatio-temporal dataset is challenging due to its nonstationary structure and large size. We propose…

Applications · Statistics 2018-12-31 Mikael Kuusela , Michael L. Stein

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…

Applications · Statistics 2017-05-05 Huang Huang , Ying Sun

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

Spatial statistical analysis of multivariate volumetric data can be challenging due to scale, complexity, and occlusion. Advances in topological segmentation, feature extraction, and statistical summarization have helped overcome the…

Methodology · Statistics 2022-08-16 Tyson Neuroth , Martin Rieth , Konduri Aditya , Myoungkyu Lee , Jacqueline H Chen , Kwan-Liu Ma

Understanding and predicting environmental phenomena often requires the construction of spatio-temporal statistical models, which are typically Gaussian processes. A common assumption made on Gaussian processes is that of covariance…

Methodology · Statistics 2023-03-17 Quan Vu , Andrew Zammit-Mangion , Stephen J. Chuter

This work proposes a new procedure for estimating the non-stationary spatial covariance function for Spatial-Temporal Deformation. The proposed procedure is based on a monotonic function approach. The deformation functions are expanded as a…

Methodology · Statistics 2023-05-05 Yangyang Chen , Pedro Alberto Morettin , Ronaldo Dias , Chang Chiann

We introduce computational methods that allow for effective estimation of a flexible, parametric non-stationary spatial model when the field size is too large to compute the multivariate normal likelihood directly. In this method, the field…

Computation · Statistics 2018-09-20 Amanda Muyskens , Joseph Guinness , Montserrat Fuentes

Gaussian processes (GPs) are commonplace in spatial statistics. Although many non-stationary models have been developed, there is arguably a lack of flexibility compared to equipping each location with its own parameters. However, the…

Machine Learning · Statistics 2018-07-19 Leo L. Duan , Xia Wang , Rhonda D. Szczesniak

Information in the time distribution of points in a state space reconstructed from observed data yields a test for ``nonstationarity''. Framed in terms of a statistical hypothesis test, this numerical algorithm can discern whether some…

chao-dyn · Physics 2008-02-03 Matthew B. Kennel

Nonstationary Gaussian processes (GPs) are essential for modeling complex, locally heterogeneous spatial data. A common modeling approach is the spatial deformation method that warps the domain to recover isotropy. However, this static…

Machine Learning · Computer Science 2026-05-01 Minghao Gu , Weizhi Lin , Qiang Huang

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
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