Showing papers on "Covariance mapping published in 2023"

Special classes of isotropic covariance functions

Abstract: In the literature classical properties concerning the class of covariance functions are well illustrated. A recent analysis has provided the conditions under which the difference between two covariance functions is still a covariance function. In this paper the properties of these new classes of models have been explored; in particular, the present analysis has been given for isotropic covariance functions, because of their importance in many applied areas; moreover, isotropic covariance functions can be considered the starting point to construct anisotropic models. It has been pointed out that these new families of models are more flexible than the traditional ones because the same models, according to the values of their parameters, are able to select covariance functions which are always positive in their domain, as well as covariance functions which could be negative in a subset of their field of definition. Moreover, within the same class of models, it is possible to select covariance models which present a parabolic behaviour near the origin from covariance models which present a linear behaviour in proximity of the origin. Apart from the theoretical importance related to the new aspects presented throughout the paper, it is relevant to underline the practical aspects, since these new classes of isotropic covariance models are characterized by an extremely simple formalism and can be easily adapted to several case studies, hence they result very useful for many practitioners.

Hybrid Parametric Classes of Isotropic Covariance Functions for Spatial Random Fields

Abstract: Covariance functions are the core of spatial statistics, stochastic processes, machine learning as well as many other theoretical and applied disciplines. The properties of the covariance function at small and large distances determine the geometric attributes of the associated Gaussian random field. Having covariance functions that allow to specify both local and global properties is certainly on demand. This paper provides a method to find new classes of covariance functions having such properties. We term these models hybrid as they are obtained as scale mixtures of piecewise covariance kernels against measures that are also defined as piecewise linear combination of parametric families of measures. In order to illustrate our methodology, we provide new families of covariance functions that are proved to be richer with respect to other well known families that have been proposed by earlier literature. More precisely, we derive a hybrid Cauchy-Mat\'ern model, which allows us to index both long memory and mean square differentiability of the random field, and a hybrid Hole-Effect-Mat\'ern model, which is capable of attaining negative values (hole effect), while preserving the local attributes of the traditional Mat\'ern model. Our findings are illustrated through numerical studies with both simulated and real data.

Evaluation of covariance data in JENDL

Abstract: Evaluation of covariance for JENDL was virtually started after the release of JENDL-3.2. The covariance data were obtained for 16 nuclides and compiled to the JENDL-3.2 Covariance File. At the time of the JENDL-4.0 development, covariances were much enhanced especially for actinides; covariance data were given for 99 nuclides in total. The latest version JENDL-5 includes covariance data for 105 nuclides by adding new evaluations for light nuclides and structure materials. An overview of the covariance evaluation for JENDL is presented.

Interpretation and visualization of distance covariance through additive decomposition of correlations formula

Abstract: Distance covariance is a widely used statistical methodology for testing the dependency between two groups of variables. Despite the appealing properties of consistency and superior testing power, the testing results of distance covariance are often hard to be interpreted. This paper presents an elementary interpretation of the mechanism of distance covariance through an additive decomposition of correlations formula. Based on this formula, a visualization method is developed to provide practitioners with a more intuitive explanation of the distance covariance score.

Simulation of Stationary Gaussian Random Fields with a Gneiting Spatio-Temporal Covariance

Abstract: Abstract The nonseparable Gneiting covariance has become a standard to model spatio-temporal random fields. Its definition relies on a completely monotone function associated with the spatial structure and a conditionally negative semidefinite function associated with the temporal structure. This work addresses the problem of simulating stationary Gaussian random fields with a Gneiting-type covariance. Two algorithms, in which the simulated field is obtained through a combination of cosine waves are presented and illustrated with synthetic examples. In the first algorithm, the temporal frequency is defined on the basis of a temporal random field with stationary Gaussian increments, whereas in the second algorithm the temporal frequency is drawn from the spectral measure of the covariance conditioned to the spatial frequency. Both algorithms perfectly reproduce the correlation structure with minimal computational cost and memory footprint.

Versatile Parametric Classes of Covariance Functions that Interlace Anisotropies and Hole Effects

Abstract: Covariance functions are a fundamental tool for modeling the dependence structure of spatial processes. This work investigates novel constructions for covariance functions that enable the integration of anisotropies and hole effects in complex and versatile ways, having the potential to provide more accurate representations of dependence structures arising with real-world data. We show that these constructions extend widely used covariance models, including the Mat\'ern, Cauchy, compactly-supported hypergeometric and cardinal sine models. We apply our results to a geophysical data set from a rock-carbonate aquifer and demonstrate that the proposed models yield more accurate predictions at unsampled locations compared to basic covariance models.