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Related papers: Non-Stationary Spatial Modeling

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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

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

This paper is the second in a series of papers which combine graphical modelling and marked spatial point patterns. Extending the previous results of \cite Eckardt (2016a), we introduce a marked spatial dependence graph model which depicts…

Applications · Statistics 2016-09-29 Matthias Eckardt , Jorge Mateu

The analysis of spatial extremes requires the joint modeling of a spatial process at a large number of stations and max-stable processes have been developed as a class of stochastic processes suitable for studying spatial extremes. Spatial…

Methodology · Statistics 2012-09-28 Soyoung Jeon , Richard L. Smith

Empirical modelling often aims for the simplest model consistent with the data. A new technique is presented which quantifies the consistency of the model dynamics as a function of location in state space. As is well-known, traditional…

Chaotic Dynamics · Physics 2009-11-10 Patrick E. McSharry , Leonard A. Smith

Many modern spatial models express the stochastic variation component as a basis expansion with random coefficients. Low rank models, approximate spectral decompositions, multiresolution representations, stochastic partial differential…

Methodology · Statistics 2019-02-20 Mitchell Krock , William Kleiber , Stephen Becker

In this paper we propose a semiparametric spatial autoregressive model that combines a linear covariate component with a nonparametrically estimated spatial term, allowing flexible dependence modeling without restrictive covariance…

Methodology · Statistics 2026-04-30 Rodrigo García Arancibia , Pamela Llop , Mariel Lovatto

We introduce a heterogeneous spatiotemporal GARCH model for geostatistical data or processes on networks, e.g., for modelling and predicting financial return volatility across firms in a latent spatial framework. The model combines…

Statistical Finance · Quantitative Finance 2025-08-29 Atika Aouri , Philipp Otto

Obtaining high-resolution maps of precipitation data can provide key insights to stakeholders to assess a sustainable access to water resources at urban scale. Mapping a nonstationary, sparse process such as precipitation at very high…

Applications · Statistics 2023-02-08 Jiachen Zhang , Matthew Bonas , Diogo Bolster , Geir-Arne Fuglstad , Stefano Castruccio

We investigate how environmental flows influence spatial pattern formation and population dynamics using two nonlocal models of population dynamics, which we couple to two different stationary flows. Combining numerical simulations and…

Populations and Evolution · Quantitative Biology 2025-08-14 Nathan O. Silvano , João Valeriano , Emilio Hernández-García , Cristóbal López , Ricardo Martinez-Garcia

Understanding the spatial extent of extreme precipitation is necessary for determining flood risk and adequately designing infrastructure (e.g., stormwater pipes) to withstand such hazards. While environmental phenomena typically exhibit…

Applications · Statistics 2020-03-25 Gregory P. Bopp , Benjamin A. Shaby , Raphaël Huser

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

The objective of this paper is to give a rigorous analysis of a stochastic spatial model of producer-consumer systems that has been recently introduced by Kang and the author to understand the role of space in ecological communities in…

Probability · Mathematics 2013-01-03 Nicolas Lanchier

Multivariate spatial fields are of interest in many applications, including climate model emulation. Not only can the marginal spatial fields be subject to nonstationarity, but the dependence structure among the marginal fields and between…

Methodology · Statistics 2023-11-21 Paul F. V. Wiemann , Matthias Katzfuss

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

A large number of scientific studies and engineering problems involve high-dimensional spatiotemporal data with complicated relationships. In this paper, we focus on a type of space-time interaction named \emph{temporal evolution of spatial…

Methodology · Statistics 2022-08-23 Shiwei Lan

In spatio-temporal analysis, we often record data at specific time intervals but with varying spatial locations between these timepoints. We propose a conditional model to analyze such spatio-temporal data that accommodates the dependencies…

Methodology · Statistics 2026-04-03 Subhrajyoty Roy , Soudeep Deb , Sayar Karmakar , Rishideep Roy

Multivariate spatial modeling is key to understanding the behavior of materials downstream in a mining operation. The ore recovery depends on the mineralogical composition, which needs to be properly captured by the model to allow for good…

Applications · Statistics 2023-10-03 Alvaro I. Riquelme , Julian M. Ortiz

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

Reliable forward uncertainty quantification in engineering requires methods that account for aleatory and epistemic uncertainties. In many applications, epistemic effects arising from uncertain parameters and model form dominate prediction…

Computational Engineering, Finance, and Science · Computer Science 2025-12-18 Akash Yadav , Ruda Zhang