The Mat\'ern Model: A Journey through Statistics, Numerical Analysis and Machine Learning
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 …
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
Stein importance sampling is a widely applicable technique based on kernelized Stein
discrepancy, which corrects the output of approximate sampling algorithms by reweighting …
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 …
specifying a valid spatio-temporal cross-covariance function, either directly or through the …
Inference for gaussian processes with matérn covariogram on compact riemannian manifolds
Gaussian processes are widely employed as versatile modelling and predictive tools in
spatial statistics, functional data analysis, computer modelling and diverse applications of …
spatial statistics, functional data analysis, computer modelling and diverse applications of …
Axially symmetric models for global data: a journey between geostatistics and stochastic generators
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 …
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
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 …
presents a simulation algorithm parenthetical to the spectral turning bands method used in …
[HTML][HTML] A selective view of climatological data and likelihood estimation
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 …
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
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 …
dimensional unit sphere embedded in the three-dimensional Euclidean space. Specifically …
[PDF][PDF] A Riemannian-Stein kernel method
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 …
with a Stein kernel. In particular, the case of integrals with respect to a posterior distribution …
Sobolev spaces, kernels and discrepancies over hyperspheres
This work provides theoretical foundations for kernel methods in the hyperspherical context.
Specifically, we characterise the native spaces (reproducing kernel Hilbert spaces) and the …
Specifically, we characterise the native spaces (reproducing kernel Hilbert spaces) and the …