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Machine learning algorithms find frequent application in spatial prediction of biotic and abiotic environmental variables. However, the characteristics of spatial data, especially spatial autocorrelation, are widely ignored. We hypothesize…

Applications · Statistics 2019-12-11 Hanna Meyer , Christoph Reudenbach , Stephan Wöllauer , Thomas Nauss

Technological developments and open data policies have made large, global environmental datasets accessible to everyone. For analysing such datasets, including spatiotemporal correlations using traditional models based on Gaussian processes…

Computation · Statistics 2020-07-01 Marius Appel , Edzer Pebesma

This paper considers multiple regression procedures for analyzing the relationship between a response variable and a vector of covariates in a nonparametric setting where both tuning parameters and the number of covariates need to be…

Statistics Theory · Mathematics 2007-06-13 Chad M. Schafer , Kjell A. Doksum

Multivariate spatio-temporal data arise more and more frequently in a wide range of applications; however, there are relatively few general statistical methods that can readily use that incorporate spatial, temporal and variable…

Methodology · Statistics 2017-11-15 Elynn Yi Chen , Qiwei Yao , Rong Chen

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

Multiple time scale stochastic dynamical systems are ubiquitous in science and engineering, and the reduction of such systems and their models to only their slow components is often essential for scientific computation and further analysis.…

Dynamical Systems · Mathematics 2015-01-22 Carmeline J. Dsilva , Ronen Talmon , C. William Gear , Ronald R. Coifman , Ioannis G. Kevrekidis

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

In complex materials, numerous intertwined phenomena underlie the overall response at macroscale. These phenomena can pertain to different engineering fields (mechanical , chemical, electrical), occur at different scales, can appear as…

Materials Science · Physics 2016-06-15 Pierre Jehel

We propose a probabilistic model for inferring the multivariate function from multiple areal data sets with various granularities. Here, the areal data are observed not at location points but at regions. Existing regression-based models can…

Extreme environmental events frequently exhibit spatial and temporal dependence. These data are often modeled using max stable processes (MSPs). MSPs are computationally prohibitive to fit for as few as a dozen observations, with supposed…

Methodology · Statistics 2022-05-02 Emily C. Hector , Brian J. Reich

For many survey-based spatial modelling problems, responses are observed as spatially aggregated over survey regions due to limited resources. Covariates, from weather models and satellite imageries, can be observed at many different…

Applications · Statistics 2022-04-04 Harrison Zhu , Adam Howes , Owen van Eer , Maxime Rischard , Yingzhen Li , Dino Sejdinovic , Seth Flaxman

This paper addresses the problem of finding parametric constraints that ensure the validity of the multivariate Mat{\'e}rn covariance for modeling the spatial correlation structure of coregionalized variables defined in an Euclidean space.…

Methodology · Statistics 2022-01-04 Xavier Emery , Emilio Porcu , Philip White

Many scientific applications involve mixed spatially indexed outcomes of heterogeneous types that are driven by shared latent mechanisms. Modeling such data is challenging due to complex, nonlinear, and potentially nonstationary spatial…

Methodology · Statistics 2026-03-10 Yeseul Jeon , Kyeong Eun Lee , Joon Jin Song

We develop a new method for multivariate scalar on multidimensional distribution regression. Traditional approaches typically analyze isolated univariate scalar outcomes or consider unidimensional distributional representations as…

Methodology · Statistics 2023-10-17 Rahul Ghosal , Marcos Matabuena

High-dimensional multivariate spatial-temporal data arise frequently in a wide range of applications; however, there are relatively few statistical methods that can simultaneously deal with spatial, temporal and variable-wise dependencies…

Methodology · Statistics 2020-02-05 Elynn Y. Chen , Xin Yun , Rong Chen , Qiwei Yao

Incomplete covariate vectors are known to be problematic for estimation and inferences on model parameters, but their impact on prediction performance is less understood. We develop an imputation-free method that builds on a random…

Methodology · Statistics 2024-05-31 Matthew J. Heiner , Garritt L. Page , Fernando Andrés Quintana

Multivariate Distributions are needed to capture the correlation structure of complex systems. In previous works, we developed a Random Matrix Model for such correlated multivariate joint probability density functions that accounts for the…

Statistical Finance · Quantitative Finance 2025-12-02 Anton J. Heckens , Efstratios Manolakis , Cedric Schuhmann , Thomas Guhr

Accurate forecasting of multivariate time series data is important in many engineering and scientific applications. Recent state-of-the-art works ignore the inter-relations between variates, using their model on each variate independently.…

Machine Learning · Computer Science 2025-03-18 Liran Nochumsohn , Hedi Zisling , Omri Azencot

The physical sciences are replete with dynamical systems that require the resolution of a wide range of length and time scales. This presents significant computational challenges since direct numerical simulation requires discretization at…

Machine Learning · Computer Science 2025-11-11 Andrew F. Ilersich , Prasanth B. Nair

Spatially-indexed multivariate data appear frequently in geostatistics and related fields including oceanography and environmental science. To take full advantage of this data structure, cross-covariance functions are constructed to…

Methodology · Statistics 2025-03-07 Drew Yarger , Anindya Bhadra