Multivariate type G Matérn stochastic partial differential equation random fields
From MaRDI portal
(Redirected from Publication:5117630)
Matérn covariancesmultivariate random fieldsnon-Gaussian modelsspatial statisticsstochastic partial differential equations
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Directional data; spatial statistics (62H11) Random fields; image analysis (62M40) Applications of statistics to environmental and related topics (62P12)
Abstract: For many applications with multivariate data, random field models capturing departures from Gaussianity within realisations are appropriate. For this reason, we formulate a new class of multivariate non-Gaussian models based on systems of stochastic partial differential equations with additive type G noise whose marginal covariance functions are of Mat'ern type. We consider four increasingly flexible constructions of the noise, where the first two are similar to existing copula-based models. In contrast to these, the latter two constructions can model non-Gaussian spatial data without replicates. Computationally efficient methods for likelihood-based parameter estimation and probabilistic prediction are proposed, and the flexibility of the suggested models is illustrated by numerical examples and two statistical applications.
Recommendations
- Spatial Matérn fields driven by non-Gaussian noise
- Geostatistical modelling using non-Gaussian Matérn fields
- Matérn cross-covariance functions for multivariate random fields
- A valid Matérn class of cross-covariance functions for multivariate random fields with any number of components
- Exploring a new class of non-stationary spatial Gaussian random fields with varying local anisotropy
Cited in
(30)- A multi-resolution model for non-Gaussian random fields on a sphere with application to ionospheric electrostatic potentials
- A functional-data approach to the Argo data
- Generalized bounds for active subspaces
- Multivariate transformed Gaussian processes
- Stochastic modeling of geometrical uncertainties on complex domains, with application to additive manufacturing and brain interface geometries
- Stochastic modeling and identification of material parameters on structures produced by additive manufacturing
- Geostatistical modelling using non-Gaussian Matérn fields
- Exploring a new class of non-stationary spatial Gaussian random fields with varying local anisotropy
- Generalized Whittle–Matérn random field as a model of correlated fluctuations
- A valid Matérn class of cross-covariance functions for multivariate random fields with any number of components
- Spatial models generated by nested stochastic partial differential equations, with an application to global ozone mapping
- Predictive Inference Based on Markov Chain Monte Carlo Output
- Distributed Bayesian inference in massive spatial data
- Spatiotemporal local interpolation of global ocean heat transport using argo floats: a debiased latent Gaussian process approach
- Gaussian Whittle-Matérn fields on metric graphs
- Nearest-neighbor mixture models for non-Gaussian spatial processes
- Controlling the flexibility of non-Gaussian processes through shrinkage priors
- Scalable Bayesian Transport Maps for High-Dimensional Non-Gaussian Spatial Fields
- The Matérn model: a journey through statistics, numerical analysis and machine learning
- A diffusion-based spatio-temporal extension of Gaussian Matérn fields
- Microstructurally-informed stochastic inhomogeneity of material properties and material symmetries in 3D-printed 316 L stainless steel
- Tail dependence coefficients of moving average processes driven by exponential-tailed Lévy noise
- Multivariate Matérn models -- a spectral approach
- Efficient Modeling of Spatial Extremes over Large Geographical Domains
- Robustness, model checking, and hierarchical models
- Smoothness estimation for Whittle-Matérn processes on closed Riemannian manifolds
- Spatial self-confounding: smoothness-related estimation bias in spatial regression models
- Mass Lumping and Numerical Quadrature for Approximation of Fractional Elliptic Differential Equations Driven by Gaussian White Noise
- Incorporating correlated nugget effects in multivariate spatial models: an application to Argo ocean data
- Spatiotemporal Besov Priors for Bayesian Inverse Problems
This page was built for publication: Multivariate type G Matérn stochastic partial differential equation random fields
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5117630)
