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A non-stationary spatial Gaussian random field (GRF) is described as the solution of an inhomogeneous stochastic partial differential equation (SPDE), where the covariance structure of the GRF is controlled by the coefficients in the SPDE.…

统计方法学 · 统计学 2016-08-11 Geir-Arne Fuglstad , Daniel Simpson , Finn Lindgren , Håvard Rue

With extreme weather events becoming more common, the risk posed by surface water flooding is ever increasing. In this work we propose a model, and associated Bayesian inference scheme, for generating probabilistic (high-resolution…

Spatial fields in the Earth and environmental sciences are often available at multiple scales or resolutions. While coarse-scale data (e.g., from global circulation models) are often abundant, they lack the local detail provided by…

统计方法学 · 统计学 2026-04-01 Alejandro Calle-Saldarriaga , Paul F. V. Wiemann , Matthias Katzfuss

This paper proposes a novel low-rank approximation to the multivariate State-Space Model. The Stochastic Partial Differential Equation (SPDE) approach is applied component-wise to the independent-in-time Mat\'ern Gaussian innovation term in…

统计方法学 · 统计学 2025-09-17 Jacopo Rodeschini , Lorenzo Tedesco , Francesco Finazzi , Philipp Otto , Alessandro Fassò

Precipitation exceedance probabilities are widely used in engineering design, risk assessment, and floodplain management. While common approaches like NOAA Atlas 14 assume that extreme precipitation characteristics are stationary over time,…

应用统计 · 统计学 2025-02-05 Yuchen Lu , Ben Seiyon Lee , James Doss-Gollin

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…

统计方法学 · 统计学 2015-04-24 Rikke Ingebrigtsen , Finn Lindgren , Ingelin Steinsland , Sara Martino

In climate science and meteorology, high-resolution local precipitation (rain and snowfall) predictions are limited by the computational costs of simulation-based methods. Statistical downscaling, or super-resolution, is a common workaround…

计算机视觉与模式识别 · 计算机科学 2024-06-21 Prakhar Srivastava , Ruihan Yang , Gavin Kerrigan , Gideon Dresdner , Jeremy McGibbon , Christopher Bretherton , Stephan Mandt

The hazard of pluvial flooding is largely influenced by the spatial and temporal dependence characteristics of precipitation. When extreme precipitation possesses strong spatial dependence, the risk of flooding is amplified due to catchment…

应用统计 · 统计学 2020-08-03 Gregory P. Bopp , Benjamin A. Shaby , Chris E. Forest , Alfonso Mejía

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…

Accurate precipitation estimation is critical for flood forecasting, water resource management, and disaster preparedness. Satellite products provide global hourly coverage but contain systematic biases; ground-based gauges are accurate at…

计算机视觉与模式识别 · 计算机科学 2026-04-14 Shunya Nagashima , Takumi Bannai , Shuitsu Koyama , Tomoya Mitsui , Shuntaro Suzuki

We introduce a framework for updating large scale geospatial processes using a model-data synthesis method based on Bayesian hierarchical modelling. Two major challenges come from updating large-scale Gaussian process and modelling…

应用统计 · 统计学 2018-05-01 Zhe Sha , Jonathan Rougier , Maike Schumacher , Jonathan Bamber

Gaussian process is a theoretically appealing model for nonparametric analysis, but its computational cumbersomeness hinders its use in large scale and the existing reduced-rank solutions are usually heuristic. In this work, we propose a…

机器学习 · 统计学 2015-11-25 Leo L. Duan , Xia Wang , Rhonda D. Szczesniak

We study maximum likelihood estimation for spatial generalized linear mixed models with Gaussian process approximations using a stochastic Newton-Raphson algorithm. We consider two Gaussian Process approximations in this context: spectral…

统计方法学 · 统计学 2026-05-19 Samuel I. Watson , Yixin Wang , Emanuele Giorgi

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…

应用统计 · 统计学 2020-03-25 Gregory P. Bopp , Benjamin A. Shaby , Raphaël Huser

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…

应用统计 · 统计学 2020-09-01 Anders Hildeman , David Bolin , Igor Rychlik

In the task of predicting spatio-temporal fields in environmental science using statistical methods, introducing statistical models inspired by the physics of the underlying phenomena that are numerically efficient is of growing interest.…

统计方法学 · 统计学 2024-07-23 Lucia Clarotto , Denis Allard , Thomas Romary , Nicolas Desassis

Spatial maps of extreme precipitation are crucial in flood protection. With the aim of producing maps of precipitation return levels, we propose a novel approach to model a collection of spatially distributed time series where the…

统计方法学 · 统计学 2023-04-27 Federica Stolf , Antonio Canale

Modeling precipitation and its accumulation over time and space is essential for flood risk assessment. In this paper, we analyze rainfall data collected over several years through a micro-scale precipitation sensor network in Montpellier,…

应用统计 · 统计学 2026-04-23 Chloé Serre-Combe , Nicolas Meyer , Thomas Opitz , Gwladys Toulemonde

Gaussian processes and random fields have a long history, covering multiple approaches to representing spatial and spatio-temporal dependence structures, such as covariance functions, spectral representations, reproducing kernel Hilbert…

统计方法学 · 统计学 2022-10-18 Finn Lindgren , David Bolin , Håvard Rue

We propose a Bayesian hierarchical model for spatial extremes on a large domain. In the data layer a Gaussian elliptical copula having generalized extreme value (GEV) marginals is applied. Spatial dependence in the GEV parameters are…

统计方法学 · 统计学 2017-03-08 Cameron Bracken , Balaji Rajagopalan , Linyin Cheng , Will Kleiber , Subhrendu Gangopadhyay
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