ﻻ يوجد ملخص باللغة العربية
In this paper, we propose a novel approach to modeling nonstationary spatial fields. The proposed method works by expanding the geographic plane over which these processes evolve into higher dimensional spaces, transforming and clarifying complex patterns in the physical plane. By combining aspects of multi-dimensional scaling, group lasso, and latent variables models, a dimensionally sparse projection is found in which the originally nonstationary field exhibits stationarity. Following a comparison with existing methods in a simulated environment, dimension expansion is studied on a classic test-bed data set historically used to study nonstationary models. Following this, we explore the use of dimension expansion in modeling air pollution in the United Kingdom, a process known to be strongly influenced by rural/urban effects, amongst others, which gives rise to a nonstationary field.
Two-sample and independence tests with the kernel-based MMD and HSIC have shown remarkable results on i.i.d. data and stationary random processes. However, these statistics are not directly applicable to non-stationary random processes, a prevalent f
This paper is concerned with regularized extensions of hierarchical non-stationary temporal Gaussian processes (NSGPs) in which the parameters (e.g., length-scale) are modeled as GPs. In particular, we consider two commonly used NSGP constructions wh
We study causality between bivariate curve time series using the Granger causality generalized measures of correlation. With this measure, we can investigate which curve time series Granger-causes the other; in turn, it helps determine the predictabi
We propose an alternative to $k$-nearest neighbors for functional data whereby the approximating neighboring curves are piecewise functions built from a functional sample. Using a locally defined distance function that satisfies stabilization criteri
We describe how to analyze the wide class of non stationary processes with stationary centered increments using Shannon information theory. To do so, we use a practical viewpoint and define ersatz quantities from time-averaged probability distributions. These ersa