FRK
From MaRDI portal
A tool for spatial/spatio-temporal modelling and prediction with large datasets. The approach models the field, and hence the covariance function, using a set of basis functions. This fixed-rank basis-function representation facilitates the modelling of big data, and the method naturally allows for non-stationary, anisotropic covariance functions. Discretisation of the spatial domain into so-called basic areal units (BAUs) facilitates the use of observations with varying support (i.e., both point-referenced and areal supports, potentially simultaneously), and prediction over arbitrary user-specified regions. 'FRK' also supports inference over various manifolds, including the 2D plane and 3D sphere, and it provides helper functions to model, fit, predict, and plot with relative ease. Version 2.0.0 and above also supports the modelling of non-Gaussian data (e.g., Poisson, binomial, negative-binomial, gamma, and inverse-Gaussian) by employing a generalised linear mixed model (GLMM) framework. Zammit-Mangion and Cressie <doi:10.18637/jss.v098.i04> describe 'FRK' in a Gaussian setting, and detail its use of basis functions and BAUs, while Sainsbury-Dale et al. <arXiv:2110.02507> describe 'FRK' in a non-Gaussian setting; two vignettes are available that summarise these papers and provide additional examples.
Cited in
(only showing first 100 items - show all)- A sparse linear algebra algorithm for fast computation of prediction variances with Gaussian Markov random fields
- spamtree
- Fast dimension-reduced climate model calibration and the effect of data aggregation
- Hierarchical spatial models for predicting tree species assemblages across large domains
- Computationally efficient multivariate spatio-temporal models for high-dimensional count-valued data (with discussion)
- smnet
- Spatial regression with non-parametric modeling of Fourier coefficients
- Uncertainty quantification of a computer model for binary black hole formation
- Covariance approximation for large multivariate spatial data sets with an application to multiple climate model errors
- Krigings over space and time based on latent low-dimensional structures
- Marginally parameterized spatio-temporal models and stepwise maximum likelihood estimation
- Small area estimation under spatial nonstationarity
- Approximate Bayesian inference for large spatial datasets using predictive process models
- A comparison between Markov approximations and other methods for large spatial data sets
- A Bayesian mixed shrinkage prior procedure for spatial-stochastic basis selection and evaluation of gPC expansions: applications to elliptic SPDEs
- Principles for statistical inference on big spatio-temporal data from climate models
- Iterative numerical methods for sampling from high dimensional Gaussian distributions
- Parameter estimation in high dimensional Gaussian distributions
- Spherical process models for global spatial statistics
- A Computationally Efficient Projection-Based Approach for Spatial Generalized Linear Mixed Models
- Stochastic approximation of score functions for Gaussian processes
- A comparison of spatial predictors when datasets could be very large
- Spatial models generated by nested stochastic partial differential equations, with an application to global ozone mapping
- Nonstationary Modeling With Sparsity for Spatial Data via the Basis Graphical Lasso
- A case study competition among methods for analyzing large spatial data
- Uncertainty quantification using the nearest neighbor Gaussian process
- Gaussian process emulators for computer experiments with inequality constraints
- Vecchia-Laplace approximations of generalized Gaussian processes for big non-Gaussian spatial data
- Isotropic variogram matrix functions on spheres
- Spatio-temporal modeling of particulate matter concentration through the SPDE approach
- Nonstationary covariance models for global data
- scientific article; zbMATH DE number 7307482 (Why is no real title available?)
- Capturing multivariate spatial dependence: model, estimate and then predict
- Spatio-temporal exceedance locations and confidence regions
- Discussing the ``big \(n\) problem
- Spatial sampling design based on convex design ideas and using external drift variables for a rainfall monitoring network in Pakistan
- Gaussian processes for computer experiments
- Multivariate spatio-temporal models for high-dimensional areal data with application to longitudinal employer-household dynamics
- Hierarchical Low Rank Approximation of Likelihoods for Large Spatial Datasets
- A fused Lasso approach to nonstationary spatial covariance estimation
- Parallel inference for massive distributed spatial data using low-rank models
- IDE
- Climate projections using Bayesian model averaging and space-time dependence
- Isotropic covariance matrix functions on all spheres
- On Deconfounding Spatial Confounding in Linear Models
- Modeling complex spatial dependencies: low-rank spatially varying cross-covariances with application to soil nutrient data
- Variable family size based spatial moving correlations model
- A simplified representation of the covariance structure of axially symmetric processes on the sphere
- On Moore-Penrose inverses of quasi-Kronecker structured matrices
- Book review of: J.-P. Chilés and P. Delfiner, Geostatistics. Modeling spatial uncertainty. 2nd ed.
- Conditionally linear models for non-homogeneous spatial random fields
- A comparison of centring parameterisations of Gaussian process-based models for Bayesian computation using MCMC
- A non-homogeneous skew-Gaussian Bayesian spatial model
- Bayesian binomial mixture models for estimating abundance in ecological monitoring studies
- GPvecchia
- Asymptotic properties of multivariate tapering for estimation and prediction
- Comparing composite likelihood methods based on pairs for spatial Gaussian random fields
- Spatio-temporal modeling of global ozone data using convolution
- Global space-time models for climate ensembles
- Randomized algorithms of maximum likelihood estimation with spatial autoregressive models for large-scale networks
- qqboxplot
- sparsegl
- SSNbayes
- Comparing and selecting spatial predictors using local criteria
- A scalable Bayesian nonparametric model for large spatio-temporal data
- Screening effect in isotropic Gaussian processes
- Estimation of spatial autoregressive models with measurement error for large data sets
- A distributed and integrated method of moments for high-dimensional correlated data analysis
- Modeling nonstationary covariance function with convolution on sphere
- Multivariate isotropic random fields on spheres: nonparametric Bayesian modeling and \(L^p\) fast approximations
- Spatial data compression via adaptive dispersion clustering
- Likelihood approximation with hierarchical matrices for large spatial datasets
- Multi-scale process modelling and distributed computation for spatial data
- SEAS5
- Competition on spatial statistics for large datasets
- Testing independence between two spatial random fields
- Probabilistic forecasts of arctic sea ice thickness
- Areal prediction of survey data using Bayesian spatial generalised linear models
- Spatiotemporal lagged models for variable rate irrigation in agriculture
- An area-specific stick breaking process for spatial data
- mined
- Max-and-smooth: a two-step approach for approximate Bayesian inference in latent Gaussian models
- Spatial analysis and visualization of global data on multi-resolution hexagonal grids
- Discussion on competition on spatial statistics for large datasets
- Multi-rubric models for ordinal spatial data with application to online ratings data
- Multivariate spatial meta kriging
- A non-stationary model for spatially dependent circular response data based on wrapped Gaussian processes
- Towards a complete picture of stationary covariance functions on spheres cross time
- Dynamically Updated Spatially Varying Parameterizations of Hierarchical Bayesian Models for Spatial Data
- Properties and comparison of some kriging sub-model aggregation methods
- Estimating abundance from counts in large data sets of irregularly spaced plots using spatial basis functions
- A multi-resolution model for non-Gaussian random fields on a sphere with application to ionospheric electrostatic potentials
- Kryging: geostatistical analysis of large-scale datasets using Krylov subspace methods
- Bayesian hierarchical models with conjugate full-conditional distributions for dependent data from the natural exponential family
- ppmData
- On hierarchical Bayesian spatial small area model for binary data under spatial misalignment
- Efficiency improvement of kriging surrogate model by subset simulation in implicit expression problems
- Fast spatial Gaussian process maximum likelihood estimation via skeletonization factorizations
- An adaptive spatial model for precipitation data from multiple satellites over large regions
- A memory-free spatial additive mixed modeling for big spatial data
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