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Non-Stationary Spatial Modeling

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arxiv 2212.08043 v1 pith:HEHSTMOR submitted 2022-12-15 stat.ME

classification stat.ME
keywords spatialdependencemodelstructureaccountnon-stationaryresultinguncertainty
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Standard geostatistical models assume stationarity and rely on a variogram model to account for the spatial dependence in the observed data. In some instances, this assumption that the spatial dependence structure is constant throughout the sampling region is clearly violated. We present a spatial model which allows the spatial dependence structure to vary as a function of location. Unlike previous formulations which do not account for uncertainty in the specification of this non-stationarity (eg. Sampson and Guttorp (1992)), we develop a hierarchical model which can incorporate this uncertainty in the resulting inference. The non-stationary spatial dependence is explained through a constructive "process-convolution" approach, which ensures that the resulting covariance structure is valid. We apply this method to an example in toxic waste remediation.

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Cited by 2 Pith papers

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score. Full citation record

  1. gp2Scale: A Class of Compactly Supported Non-Stationary Kernels and Distributed Computing for Exact Gaussian Processes on 10 Million Data Points

    cs.LG 2025-12 conditional novelty 6.0 of 10

    gp2Scale uses compactly supported non-stationary kernels to make the Gaussian-process covariance matrix sparse, enabling exact GP inference on 10 million points at supercomputing scale.

  2. Bayesian "Deep" Process Convolutions: An Application in Cosmology

    astro-ph.CO 2024-11 conditional novelty 6.0 of 10

    A Bayesian deep process convolution with input-dependent smoothing improves recovery of the nonlinear matter power spectrum from multi-resolution simulations and is released as an R package.

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