Matérn Cross-Covariance Functions for Multivariate Random Fields
From MaRDI portal
Publication:5255592
DOI10.1198/jasa.2010.tm09420zbMath1390.62194MaRDI QIDQ5255592
William Kleiber, Martin Schlather, Tilmann Gneiting
Publication date: 16 June 2015
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/jasa.2010.tm09420
convolution; maximum likelihood; geostatistics; numerical weather prediction; co-kriging; Gaussian spatial random field
62M30: Inference from spatial processes
62M40: Random fields; image analysis
62H12: Estimation in multivariate analysis
62M15: Inference from stochastic processes and spectral analysis
86A32: Geostatistics
Related Items
Uncertainty Quantification Using the Nearest Neighbor Gaussian Process, A Valid Matérn Class of Cross-Covariance Functions for Multivariate Random Fields With Any Number of Components, Asymmetric matrix-valued covariances for multivariate random fields on spheres, Multivariate modelling of spatial extremes based on copulas, A Geometrically Constrained Manifold Embedding for an Extrinsic Gaussian Process, A spectral domain test of isotropic properties for irregularly spaced spatial data, Modeling Nonstationary and Asymmetric Multivariate Spatial Covariances via Deformations, Spatiotemporal covariance functions for Laplacian ARMA fields in higher dimensions, Sparse Functional Boxplots for Multivariate Curves, New Parsimonious Multivariate Spatial Model: Spatial Envelope, Violations of the Clausius–Duhem inequality in Couette flows of granular media, Likelihood-based inference for multivariate space-time wrapped-Gaussian fields, Shape-constrained Gaussian process regression for surface reconstruction and multimodal, non-rigid image registration, Asymptotic Analysis of Maximum Likelihood Estimation of Covariance Parameters for Gaussian Processes: An Introduction with Proofs, The Schoenberg kernel and more flexible multivariate covariance models in Euclidean spaces, Multivariate geometric anisotropic Cox processes, Semiparametric estimation of cross‐covariance functions for multivariate random fields, Test of Weak Separability for Spatially Stationary Functional Field, Beyond Matérn: On A Class of Interpretable Confluent Hypergeometric Covariance Functions, Hybrid iterative ensemble smoother for history matching of hierarchical models, \textsc{MLQD}: a package for machine learning-based quantum dissipative dynamics, Covariance models for multivariate random fields resulting from pseudo cross-variograms, An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach, Unifying compactly supported and Matérn covariance functions in spatial statistics, Directional outlyingness for multivariate functional data, Multivariate Functional Data Visualization and Outlier Detection, Cross-covariance functions for multivariate geostatistics, On the flexibility of multivariate covariance models: comment on the paper by Genton and Kleiber, Covariance tapering for multivariate Gaussian random fields estimation, New compactly supported spatiotemporal covariance functions from SPDEs, Asymptotic properties of multivariate tapering for estimation and prediction, Composite likelihood inference for multivariate Gaussian random fields, Stochastic integration for tempered fractional Brownian motion, Nonstationary modeling for multivariate spatial processes, Multivariate and multiradial Schoenberg measures with their dimension walks, Modeling complex spatial dependencies: low-rank spatially varying cross-covariances with application to soil nutrient data, Bayesian nonparametric estimation of Milky Way parameters using matrix-variate data, in a new Gaussian process based method, Using simultaneous diagonalization to identify a space-time linear coregionalization model, Isotropic variogram matrix functions on spheres, A bivariate space-time downscaler under space and time misalignment, Multivariate operator-self-similar random fields, Characterization theorems for some classes of covariance functions associated to vector valued random fields, An approach to modeling asymmetric multivariate spatial covariance structures, Sparse operator compression of higher-order elliptic operators with rough coefficients, Covariance approximation for large multivariate spatial data sets with an application to multiple climate model errors, Prediction of particle pollution through spatio-temporal multivariate geostatistical analysis: spatial special issue, Statistical post-processing of forecasts for extremes using bivariate Brown-Resnick processes with an application to wind gusts, Matérn class tensor-valued random fields and beyond, Spherical process models for global spatial statistics, Multivariate spatial meta kriging, Joint asymptotics for estimating the fractal indices of bivariate Gaussian processes, Fractal and smoothness properties of space-time Gaussian models, Daily minimum and maximum temperature simulation over complex terrain, Test for high dimensional covariance matrices, Topology analysis of global and local RBF transformations for image registration, Bayesian spatio-temporal prediction of cancer dynamics, A new test of multivariate normality by a double estimation in a characterizing PDE, Nonparametric spectral methods for multivariate spatial and spatial-temporal data, Response envelopes for linear coregionalization models, Conditions on which cokriging does not do better than kriging, Flexible modeling of variable asymmetries in cross-covariance functions for multivariate random fields, A sample covariance-based approach for spatial binary data, Bivariate covariance functions of Pólya type, Uniformly bounded Lebesgue constants for scaled cardinal interpolation with Matérn kernels, Computational advances for spatio-temporal multivariate environmental models, On Gaussian kernels on Hilbert spaces and kernels on hyperbolic spaces, Criteria and characterizations for spatially isotropic and temporally symmetric matrix-valued covariance functions, Screening effect in isotropic Gaussian processes, Multivariate transformed Gaussian processes, Modeling and fitting of three-dimensional mineral microstructures by multinary random fields, Learning excursion sets of vector-valued Gaussian random fields for autonomous ocean sampling, Convergence types and rates in generic Karhunen-Loève expansions with applications to sample path properties, Asymptotic analysis of the learning curve for Gaussian process regression, Multivariate versus univariate Kriging metamodels for multi-response simulation models, A class of valid Matérn cross-covariance functions for multivariate spatio-temporal random fields, Simplicial band depth for multivariate functional data, Matérn-based nonstationary cross-covariance models for global processes, New validity conditions for the multivariate Matérn coregionalization model, with an application to exploration geochemistry, Asymptotically equivalent prediction in multivariate geostatistics, sGDML: constructing accurate and data efficient molecular force fields using machine learning, Study of spatial relationships between two sets of variables: a nonparametric approach, Hyperbolic Vector Random Fields with Hyperbolic Direct and Cross Covariance Functions, Non-stationary Cross-Covariance Models for Multivariate Processes on a Globe, Computing Topology Preservation of RBF Transformations for Landmark-Based Image Registration, Modeling Tangential Vector Fields on a Sphere, Covariance Models for Divergence-Free and Curl-Free Random Vector Fields
