Regression-based covariance functions for nonstationary spatial modeling

Abstract

In many environmental applications involving spatially-referenced data, limitations on the number and locations of observations motivate the need for practical and efficient models for spatial interpolation, or kriging. A key component of models for continuously-indexed spatial data is the covariance function, which is traditionally assumed to belong to a parametric class of stationary models. However, stationarity is rarely a realistic assumption. Alternative methods which more appropriately model the nonstationarity present in environmental processes often involve high-dimensional parameter spaces, which lead to difficulties in model fitting and interpretability. To overcome this issue, we build on the growing literature of covariate-driven nonstationary spatial modeling. Using process convolution techniques, we propose a Bayesian model for continuously-indexed spatial data based on a flexible parametric covariance regression structure for a convolution-kernel covariance matrix. The resulting model is a parsimonious representation of the kernel process, and we explore properties of the implied model, including a description of the resulting nonstationary covariance function and the interpretational benefits in the kernel parameters. Furthermore, we demonstrate that our model provides a practical compromise between stationary and highly parameterized nonstationary spatial covariance functions that do not perform well in practice. We illustrate our approach through an analysis of annual precipitation data.

References in corpus (3)

• Bayesian Nonstationary Spatial Modeling for Very Large Datasets
• Estimating deformations of isotropic Gaussian random fields on the plane
• A class of covariate-dependent spatiotemporal covariance functions for the analysis of daily ozone concentration

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• Compactly-supported nonstationary kernels for computing exact Gaussian processes on big data
• A class of modular and flexible covariate-based covariance functions for nonstationary spatial modeling