期刊
STATISTICA SINICA
卷 32, 期 -, 页码 2071-2093出版社
STATISTICA SINICA
DOI: 10.5705/ss.202020.0156
关键词
Cross-covariance; deep learning; Gaussian process; spatial statistics; warping
资金
- University of Wollongong, Australia
- Australian Research Council [DE180100203, SES-1132031]
- NSF [17-OCO2-17- 0012]
- NASA [DP15 0104576]
- Australian Research Council [DE180100203] Funding Source: Australian Research Council
This article introduces a new class of nonstationary and asymmetric multivariate spatial covariance models by modeling the simpler and more familiar stationary and symmetric multivariate covariances on a warped domain. The warping function is modeled as a composition of several simple injective warping functions in a deep-learning framework. The validity of the covariance model is guaranteed by construction. The utility of this new class of models is demonstrated through two data illustrations.
Multivariate spatial-statistical models are often used when modeling en-vironmental and socio-demographic processes. The most commonly used models for multivariate spatial covariances assume both stationarity and symmetry for the cross-covariances, but these assumptions are rarely tenable in practice. In this ar-ticle, we introduce a new and highly flexible class of nonstationary and asymmetric multivariate spatial covariance models that are constructed by modeling the simpler and more familiar stationary and symmetric multivariate covariances on a warped domain. Inspired by recent developments in the univariate case, we propose model-ing the warping function as a composition of a number of simple injective warping functions in a deep-learning framework. Importantly, covariance-model validity is guaranteed by construction. We establish the types of warpings that allow for cross-covariance symmetry and asymmetry, and we use likelihood-based methods for inference that are computationally efficient. The utility of this new class of mod-els is shown through two data illustrations: a simulation study on nonstationary data, and an application to ocean temperatures at two different depths.
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