FRK
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Software:31002
swMATH19172CRANFRKMaRDI QIDQ31002FDOQ31002
Fixed Rank Kriging
Andrew Zammit-Mangion, Matthew Sainsbury-Dale
Last update: 26 February 2024
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 2.1.5, 0.1.1, 0.1.2, 0.1.3, 0.1.4, 0.1.5, 0.1.6, 0.1.7, 0.1.8, 0.2.1, 0.2.2.1, 0.2.2, 1.0.0, 2.0.0, 2.0.1, 2.0.2, 2.0.3, 2.0.4, 2.0.5, 2.0.6, 2.1.0, 2.1.2, 2.1.3, 2.2.0, 2.2.1, 2.2.2
Source code repository: https://github.com/cran/FRK
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)
- Multi-scale process modelling and distributed computation for spatial data
- Bayesian nonstationary Gaussian process models via treed process convolutions
- Multi-rubric models for ordinal spatial data with application to online ratings data
- Multi-scale Vecchia approximations of Gaussian processes
- Bayesian Hierarchical Models With Conjugate Full-Conditional Distributions for Dependent Data From the Natural Exponential Family
- Probabilistic forecasts of arctic sea ice thickness
- Bayesian inference of spatio-temporal changes of arctic sea ice
- Estimation of spatial autoregressive models with measurement error for large data sets
- Properties and comparison of some kriging sub-model aggregation methods
- Bayesian sequential data collection for stochastic simulation calibration
- Two-scale spatial models for binary data
- Dynamically Updated Spatially Varying Parameterizations of Hierarchical Bayesian Models for Spatial Data
- Combining heterogeneous spatial datasets with process-based spatial fusion models: a unifying framework
- Rejoinder on: ``Comparing and selecting spatial predictors using local criteria
- Mission CO2ntrol: A Statistical Scientist's Role in Remote Sensing of Atmospheric Carbon Dioxide
- Big data sampling and spatial analysis: ``which of the two ladles, of fig-wood or gold, is appropriate to the soup and the pot?
- Spatiotemporal lagged models for variable rate irrigation in agriculture
- A Fused Gaussian Process Model for Very Large Spatial Data
- A multi-resolution model for non-Gaussian random fields on a sphere with application to ionospheric electrostatic potentials
- A Distributed and Integrated Method of Moments for High-Dimensional Correlated Data Analysis
- An area-specific stick breaking process for spatial data
- Fast matrix computations for functional additive models
- Modeling Bronchiolitis Incidence Proportions in the Presence of Spatio-Temporal Uncertainty
- Fast Spatial Gaussian Process Maximum Likelihood Estimation via Skeletonization Factorizations
- 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
- Highly Scalable Bayesian Geostatistical Modeling via Meshed Gaussian Processes on Partitioned Domains
- Estimating abundance from counts in large data sets of irregularly spaced plots using spatial basis functions
- Hot enough for you? a spatial exploratory and inferential analysis of North American climate-change projections
- Max-and-smooth: a two-step approach for approximate Bayesian inference in latent Gaussian models
- 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
- Towards a complete picture of stationary covariance functions on spheres cross time
- On the interface between nested designs and the multi-step interpolator
- Stochastic local interaction model: an alternative to kriging for massive datasets
- Predicting paleoclimate from compositional data using multivariate Gaussian process inverse prediction
- A memory-free spatial additive mixed modeling for big spatial data
- A scalable Bayesian nonparametric model for large spatio-temporal data
- Screening effect in isotropic Gaussian processes
- Likelihood approximation with hierarchical matrices for large spatial datasets
- Areal prediction of survey data using Bayesian spatial generalised linear models
- An adaptive spatial model for precipitation data from multiple satellites over large regions
- Making Recursive Bayesian Inference Accessible
- A non-stationary model for spatially dependent circular response data based on wrapped Gaussian processes
- Spatial analysis and visualization of global data on multi-resolution hexagonal grids
- Competition on spatial statistics for large datasets
- Testing independence between two spatial random fields
- Discussion on competition on spatial statistics for large datasets
- Kryging: geostatistical analysis of large-scale datasets using Krylov subspace methods
- Multivariate spatial meta kriging
- Vecchia-Laplace approximations of generalized Gaussian processes for big non-Gaussian spatial data
- Capturing multivariate spatial dependence: model, estimate and then predict
- Discussing the ``big \(n\) problem
- Multivariate spatio-temporal models for high-dimensional areal data with application to longitudinal employer-household dynamics
- Interpolation of daily rainfall data using censored Bayesian spatially varying model
- A comparison between Markov approximations and other methods for large spatial data sets
- Spherical process models for global spatial statistics
- Spatio-temporal modeling of global ozone data using convolution
- Krigings over space and time based on latent low-dimensional structures
- Marginally parameterized spatio-temporal models and stepwise maximum likelihood estimation
- A comparison of spatial predictors when datasets could be very large
- Isotropic variogram matrix functions on spheres
- Bayesian binomial mixture models for estimating abundance in ecological monitoring studies
- Approximate Bayesian inference for large spatial datasets using predictive process models
- Uncertainty quantification of a computer model for binary black hole formation
- Uncertainty Quantification Using the Nearest Neighbor Gaussian Process
- A case study competition among methods for analyzing large spatial data
- Spatio-temporal modeling of particulate matter concentration through the SPDE approach
- Comparing and selecting spatial predictors using local criteria
- Principles for statistical inference on big spatio-temporal data from climate models
- Spatial sampling design based on convex design ideas and using external drift variables for a rainfall monitoring network in Pakistan
- Computationally efficient multivariate spatio-temporal models for high-dimensional count-valued data (with discussion)
- Spherical Data Handling and Analysis with R package rcosmo
- A non-homogeneous skew-Gaussian Bayesian spatial model
- Asymptotic properties of multivariate tapering for estimation and prediction
- Global space-time models for climate ensembles
- Fast dimension-reduced climate model calibration and the effect of data aggregation
- Title not available (Why is that?)
- A comparison of centring parameterisations of Gaussian process-based models for Bayesian computation using MCMC
- Randomized algorithms of maximum likelihood estimation with spatial autoregressive models for large-scale networks
- Climate projections using Bayesian model averaging and space-time dependence
- Conditionally linear models for non-homogeneous spatial random fields
- A simplified representation of the covariance structure of axially symmetric processes on the sphere
- Hierarchical spatial models for predicting tree species assemblages across large domains
- Nonstationary Modeling With Sparsity for Spatial Data via the Basis Graphical Lasso
- Hierarchical Low Rank Approximation of Likelihoods for Large Spatial Datasets
- A fused Lasso approach to nonstationary spatial covariance estimation
- A Unified Framework for Fitting Bayesian Semiparametric Models to Arbitrarily Censored Survival Data, Including Spatially Referenced Data
- Iterative numerical methods for sampling from high dimensional Gaussian distributions
- Parameter estimation in high dimensional Gaussian distributions
- A hierarchical max-stable spatial model for extreme precipitation
- Efficient Algorithms for Bayesian Nearest Neighbor Gaussian Processes
- A Computationally Efficient Projection-Based Approach for Spatial Generalized Linear Mixed Models
- Isotropic covariance matrix functions on all spheres
- Comparing composite likelihood methods based on pairs for spatial Gaussian random fields
- A sparse linear algebra algorithm for fast computation of prediction variances with Gaussian Markov random fields
- Modeling complex spatial dependencies: low-rank spatially varying cross-covariances with application to soil nutrient data
- Spatial regression with non-parametric modeling of Fourier coefficients
- Small area estimation under spatial nonstationarity
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