Semiparametric estimation of cross‐covariance functions for multivariate random fields

DOI10.1111/BIOM.13323zbMATH Open1520.62309arXiv1911.02258WikidataQ97078721 ScholiaQ97078721MaRDI QIDQ6074499FDOQ6074499

Authors: Ghulam A. Qadir, Ying Sun 

Publication date: 12 October 2023

Published in: Biometrics (Search for Journal in Brave)

Abstract: The prevalence of spatially referenced multivariate data has impelled researchers to develop a procedure for the joint modeling of multiple spatial processes. This ordinarily involves modeling marginal and cross-process dependence for any arbitrary pair of locations using a multivariate spatial covariance function. However, building a flexible multivariate spatial covariance function that is nonnegative definite is challenging. Here, we propose a semiparametric approach for multivariate spatial covariance function estimation with approximate Mat'ern marginals and highly flexible cross-covariance functions via their spectral representations. The flexibility in our cross-covariance function arises due to B-spline based specification of the underlying coherence functions, which in turn allows us to capture non-trivial cross-spectral features. We then develop a likelihood-based estimation procedure and perform multiple simulation studies to demonstrate the performance of our method, especially on the coherence function estimation. Finally, we analyze particulate matter concentrations ($ext{PM}_{2.5}$) and wind speed data over the North-Eastern region of the United States, where we illustrate that our proposed method outperforms the commonly used full bivariate Mat'ern model and the linear model of coregionalization for spatial prediction.

Full work available at URL: https://arxiv.org/abs/1911.02258

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zbMATH Keywords

multivariate spatial dataco-krigingcoherence functionMatérn covariance

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cited In (10)

• Cross-covariance functions for multivariate random fields based on latent dimensions
• Modeling Massive Highly Multivariate Nonstationary Spatial Data with the Basis Graphical Lasso
• A valid Matérn class of cross-covariance functions for multivariate random fields with any number of components
• Covariance models for multivariate random fields resulting from pseudo cross-variograms
• Semiparametric method and theory for continuously indexed spatio-temporal processes
• A class of valid Matérn cross-covariance functions for multivariate spatio-temporal random fields
• Modeling Nonstationary and Asymmetric Multivariate Spatial Covariances via Deformations
• Fast computation of predictive scores under cross-validation for multivariate spatial models
• Modeling complex spatial dependencies: low-rank spatially varying cross-covariances with application to soil nutrient data
• Non-stationary multivariate spatial covariance estimation via low-rank regularization

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