The Mat\'ern Model: A Journey through Statistics, Numerical Analysis and Machine Learning

E Porcu, M Bevilacqua, R Schaback… - arXiv preprint arXiv …, 2023 - arxiv.org
The Mat\'ern model has been a cornerstone of spatial statistics for more than half a century.
More recently, the Mat\'ern model has been central to disciplines as diverse as numerical …

The reproducing Stein kernel approach for post-hoc corrected sampling

L Hodgkinson, R Salomone, F Roosta - arXiv preprint arXiv:2001.09266, 2020 - arxiv.org
Stein importance sampling is a widely applicable technique based on kernelized Stein
discrepancy, which corrects the output of approximate sampling algorithms by reweighting …

Nonstationary cross-covariance functions for multivariate spatio-temporal random fields

MLO Salvana, MG Genton - Spatial Statistics, 2020 - Elsevier
In multivariate spatio-temporal analysis, we are faced with the formidable challenge of
specifying a valid spatio-temporal cross-covariance function, either directly or through the …

Inference for gaussian processes with matérn covariogram on compact riemannian manifolds

D Li, W Tang, S Banerjee - Journal of Machine Learning Research, 2023 - jmlr.org
Gaussian processes are widely employed as versatile modelling and predictive tools in
spatial statistics, functional data analysis, computer modelling and diverse applications of …

Axially symmetric models for global data: a journey between geostatistics and stochastic generators

E Porcu, S Castruccio, A Alegria, P Crippa - Environmetrics, 2019 - Wiley Online Library
Decades of research in spatial statistics have prompted the development of a wide variety of
models and methods whose primary goal is optimal linear interpolation (kriging), as well as …

The turning arcs: a computationally efficient algorithm to simulate isotropic vector-valued Gaussian random fields on the d-sphere

A Alegría, X Emery, C Lantuéjoul - Statistics and Computing, 2020 - Springer
Random fields on the sphere play a fundamental role in the natural sciences. This paper
presents a simulation algorithm parenthetical to the spectral turning bands method used in …

[HTML][HTML] A selective view of climatological data and likelihood estimation

F Blasi, C Caamaño-Carrillo, M Bevilacqua, R Furrer - Spatial Statistics, 2022 - Elsevier
This article gives a narrative overview of what constitutes climatological data and their
typical features, with a focus on aspects relevant to statistical modeling. We restrict the …

A semiparametric class of axially symmetric random fields on the sphere

X Emery, E Porcu, PG Bissiri - Stochastic Environmental Research and …, 2019 - Springer
The paper provides a way to model axially symmetric random fields defined over the two-
dimensional unit sphere embedded in the three-dimensional Euclidean space. Specifically …

[PDF][PDF] A Riemannian-Stein kernel method

A Barp, C Oates, E Porcu, M Girolami - arXiv preprint arXiv …, 2018 - researchgate.net
This paper presents a theoretical analysis of numerical integration based on interpolation
with a Stein kernel. In particular, the case of integrals with respect to a posterior distribution …

Sobolev spaces, kernels and discrepancies over hyperspheres

S Hubbert, E Porcu, C Oates, M Girolami - arXiv preprint arXiv …, 2022 - arxiv.org
This work provides theoretical foundations for kernel methods in the hyperspherical context.
Specifically, we characterise the native spaces (reproducing kernel Hilbert spaces) and the …