论文标题

由伪跨变量图产生的多变量随机场的协方差模型

Covariance Models for Multivariate Random Fields resulting from Pseudo Cross-Variograms

论文作者

Dörr, Christopher, Schlather, Martin

论文摘要

到目前为止,伪横差图主要用作多元随机场结构分析的工具。我们主要采用伪跨视图的最新理论结果,在构建用于多元随机场的有效协方差模型中,我们将其用作基石。特别是,我们将已知的单变量结构扩展到多元案例,并概括了现有的多元模型。此外,我们为有条件负面的矩阵价值核提供了一般的构造原理,我们用它来重新解释先前的建模建议。

So far, the pseudo cross-variogram is primarily used as a tool for the structural analysis of multivariate random fields. Mainly applying recent theoretical results on the pseudo cross-variogram, we use it as a cornerstone in the construction of valid covariance models for multivariate random fields. In particular, we extend known univariate constructions to the multivariate case, and generalize existing multivariate models. Furthermore, we provide a general construction principle for conditionally negative definite matrix-valued kernels, which we use to reinterpret previous modeling proposals.

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