Ubiquity of, and geostatistics for, nonstationary increment random fields
نویسندگان
چکیده
منابع مشابه
Local likelihood estimation for nonstationary random fields
We develop a weighted local likelihood estimate for the parameters that govern the local spatial dependency of a locally stationary random field. The advantage of this local likelihood estimate is that it smoothly downweights the influence of faraway observations, works for irregular sampling locations, and when designed appropriately, can trade bias and variance for reducing estimation error. ...
متن کاملConjugate Gamma Markov Random Fields for Modelling Nonstationary Sources
In modelling nonstationary sources, one possible strategy is to define a latent process of strictly positive variables to model variations in second order statistics of the underlying process. This can be achieved, for example, by passing a Gaussian process through a positive nonlinearity or defining a discrete state Markov chain where each state encodes a certain regime. However, models with s...
متن کاملRandom Projection-Based Anderson-Darling Test for Random Fields
In this paper, we present the Anderson-Darling (AD) and Kolmogorov-Smirnov (KS) goodness of fit statistics for stationary and non-stationary random fields. Namely, we adopt an easy-to-apply method based on a random projection of a Hilbert-valued random field onto the real line R, and then, applying the well-known AD and KS goodness of fit tests. We conclude this paper by studying the behavior o...
متن کاملNonstationary random acoustic and electromagnetic fields as wave diffusion processes*
We investigate the effects of relatively rapid variations of the boundaries of an overmoded cavity on the stochastic properties of its interior acoustic or electromagnetic field. For quasi-static variations, this field can be represented as an ideal incoherent and statistically homogeneous isotropic random scalar or vector field, respectively. A physical model is constructed showing that the fi...
متن کاملNonstationary texture modeling by G-invariant random fields
In image processing, textures are generally represented as homogeneous random fields, homogeneous meaning stationary or second-order stationary. This paper presents a generalization of the second-order stationarity to the second-order invariance under a group of transforms. Some examples of interesting groups are given. The Cholesky factorization is applied for the synthesis of random fields sh...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Water Resources Research
سال: 2013
ISSN: 0043-1397
DOI: 10.1002/wrcr.20328