activity
20122023
most citedCorrected Kriging update formulae for batch-sequential data assimilation

1 citations · 1 across the 6 of their papers we have counts for

collaborators

7 papers

math.ST2023

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

Alfredo Alegría, Xavier Emery

Covariance functions are a fundamental tool for modeling the dependence structure of spatial processes. This work investigates novel constructions for covariance functions that ena…

math.ST2022

Rudin Extension Theorems on Product Spaces, Turning Bands, and Random Fields on Balls cross Time

Emilio Porcu, Samuel F Feng, Xavier Emery +1

Characteristic functions that are radially symmetric have a dual interpretation, as they can be used as the isotropic correlation functions of spatial random fields. Extensions of…

math.ST2021

The Gauss Hypergeometric Covariance Kernel for Modeling Second-Order Stationary Random Fields in Euclidean Spaces: its Compact Support, Properties and Spectral Representation

Xavier Emery, Alfredo Alegría

This paper presents a parametric family of compactly-supported positive semidefinite kernels aimed to model the covariance structure of second-order stationary isotropic random fie…

stat.ME2021

Flexible Validity Conditions for the Multivariate Matérn Covariance in any Spatial Dimension and for any Number of Components

Xavier Emery, Emilio Porcu, Philip White

This paper addresses the problem of finding parametric constraints that ensure the validity of the multivariate Mat{é}rn covariance for modeling the spatial correlation structure o…

math.ST2020

The Turning Arcs: a Computationally Efficient Algorithm to Simulate Isotropic Vector-Valued Gaussian Random Fields on the -Sphere

Alfredo Alegría, Xavier Emery, Christian Lantuéjoul

Random fields on the sphere play a fundamental role in the natural sciences. This paper presents a simulation algorithm parenthetical to the spectral turning bands method used in E…

stat.CO2019

Simulating space-time random fields with nonseparable Gneiting-type covariance functions

Denis Allard, Xavier Emery, Céline Lacaux +1

Two algorithms are proposed to simulate space-time Gaussian random fields with a covariance function belonging to an extended Gneiting class, the definition of which depends on a c…

stat.ML2012★ 1 cited

Corrected Kriging update formulae for batch-sequential data assimilation

Clément Chevalier, David Ginsbourger

Recently, a lot of effort has been paid to the efficient computation of Kriging predictors when observations are assimilated sequentially. In particular, Kriging update formulae en…