相关论文: Non-stationary Gaussian models with physical barri…

Estimation of stationary dependence structure parameters using only a single realisation of the spatial process, typically leads to inaccurate estimates and poorly identified parameters. A common way to handle this is to fix some of the…

Spatial statistics is traditionally based on stationary models on $\mathbb{R^d}$ like Mat\'ern fields. The adaptation of traditional spatial statistical methods, originally designed for stationary models in Euclidean spaces, to effectively…

Coming up with Bayesian models for spatial data is easy, but performing inference with them can be challenging. Writing fast inference code for a complex spatial model with realistically-sized datasets from scratch is time-consuming, and if…

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…

Stochastic and conditional simulation methods have been effective towards producing realistic realizations and simulations of spatial numerical models that share equal probability of occurrence. Application of these methods are valuable…

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…

Modeling data with non-stationary covariance structure is important to represent heterogeneity in geophysical and other environmental spatial processes. In this work, we investigate a multistage approach to modeling non-stationary…

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…

Graphical models describe associations between variables through the notion of conditional independence. Gaussian graphical models are a widely used class of such models where the relationships are formalized by non-null entries of the…

Bayesian hierarchical models with latent Gaussian layers have proven very flexible in capturing complex stochastic behavior and hierarchical structures in high-dimensional spatial and spatio-temporal data. Whereas simulation-based Bayesian…

State-space models (SSMs) are a powerful statistical tool for modelling time-varying systems via a latent state. In these models, the latent state is never directly observed. Instead, a sequence of data points related to the state are…

Spatial modelling often uses Gaussian random fields to capture the stochastic nature of studied phenomena. However, this approach incurs significant computational burdens (O(n3)), primarily due to covariance matrix computations. In this…

State-space models have been successfully used for more than fifty years in different areas of science and engineering. We present a procedure for efficient variational Bayesian learning of nonlinear state-space models based on sparse…

The article studies non-Gaussian extensions of a recently discovered link between certain Gaussian random fields, expressed as solutions to stochastic partial differential equations (SPDEs), and Gaussian Markov random fields. The focus is…

We develop the novel method of artificial barriers for scalar stochastic differential equations (SDEs) and use it to construct boundary-preserving numerical schemes for strong approximation of scalar SDEs, possibly with non-globally…

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…

In spatial statistics, it is often assumed that the spatial field of interest is stationary and its covariance has a simple parametric form, but these assumptions are not appropriate in many applications. Given replicate observations of a…

We present a non-intrusive gradient and a non-intrusive BFGS algorithm for parameter estimation problems in non-stationary elasticity. To avoid multiple (and potentially expensive) solutions of the underlying partial differential equation…

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…

Spatial data are often derived from multiple sources (e.g. satellites, in-situ sensors, survey samples) with different supports, but associated with the same properties of a spatial phenomenon of interest. It is common for predictors to…