论文标题
通过组成经过构建大型非组织时空协方差模型
Constructing Large Nonstationary Spatio-Temporal Covariance Models via Compositional Warpings
论文作者
论文摘要
理解和预测环境现象通常需要建立时空统计模型,这通常是高斯过程。对高斯过程的一个常见假设是协方差平稳性,这在许多地球物理应用中都是不现实的。在本文中,我们介绍了一种深度学习启发的方法,通过对扭曲的时空域上的固定过程进行建模,以构建描述性的非组织时空模型。我们使用的翘曲功能是使用几个简单的注射式翘曲单元来构建的,这些翘曲单元通过组合物结合起来会诱导复杂的经线。扭曲域上的固定时空协方差函数在原始域中引起协方差。稀疏线性代数方法用于在将模型拟合到大数据设置中时降低计算复杂性。我们表明,我们提出的非组织时空模型可以在时空和时间时期捕获协方差的非平稳性,并在模拟研究和现实世界数据集中提供了比常规固定模型更好的概率预测。
Understanding and predicting environmental phenomena often requires the construction of spatio-temporal statistical models, which are typically Gaussian processes. A common assumption made on Gaussian processes is that of covariance stationarity, which is unrealistic in many geophysical applications. In this article, we introduce a deep-learning-inspired approach to construct descriptive nonstationary spatio-temporal models by modeling stationary processes on warped spatio-temporal domains. The warping functions we use are constructed using several simple injective warping units which, when combined through composition, can induce complex warpings. A stationary spatio-temporal covariance function on the warped domain induces covariance nonstationarity on the original domain. Sparse linear algebraic methods are used to reduce the computational complexity when fitting the model in a big data setting. We show that our proposed nonstationary spatio-temporal model can capture covariance nonstationarity in both space and time, and provide better probabilistic predictions than conventional stationary models in both simulation studies and on a real-world data set.