Efficient Estimation of Non-stationary Spatial Covariance Functions with Application to High-resolution Climate Model Emulation

Yuxiao Li, Ying Sun
2019 Statistica sinica  
Spatial processes exhibit nonstationarity in many climate and environmental applications. Convolution-based approaches are often used to construct nonstationary covariance functions in Gaussian processes. Although convolutionbased models are flexible, their computation is extremely expensive when the data set is large. Most existing methods rely on fitting an anisotropic, but stationary model locally, and then reconstructing the spatially varying parameters. In this study, we propose a new
more » ... ation procedure to approximate a class of nonstationary Matérn covariance functions by local-polynomial fitting the covariance parameters. The proposed method allows for efficient estimation of a richer class of nonstationary covariance functions, with the local stationary model as a special case. We also develop an approach for a fast high-resolution simulation with nonstationary features on a small scale and apply it to precipitation data in climate model outputs.
doi:10.5705/ss.202017.0536 fatcat:skti5o3ltne2pnqaurtxmi4tna