Asymmetric Cross-Correlation in Multivariate Spatial Stochastic Processes: A Primer
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arXiv
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| Format: | Preprint |
| Published: |
2025
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| _version_ | 1866912847197372416 |
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| author | Chen, Xiaoqing |
| author_facet | Chen, Xiaoqing |
| contents | Multivariate spatial phenomena are ubiquitous, spanning domains such as climate, pandemics, air quality, and social economy. Cross-correlation between different quantities of interest at different locations is asymmetric in general. This paper provides the visualization, structure, and properties of asymmetric cross-correlation as well as symmetric auto-correlation. It reviews mainstream multivariate spatial models and analyzes their capability to accommodate asymmetric cross-correlation. It also illustrates the difference in model accuracy with and without asymmetric accommodation using a 1D simulated example. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2503_02903 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Asymmetric Cross-Correlation in Multivariate Spatial Stochastic Processes: A Primer Chen, Xiaoqing Methodology Statistics Theory Multivariate spatial phenomena are ubiquitous, spanning domains such as climate, pandemics, air quality, and social economy. Cross-correlation between different quantities of interest at different locations is asymmetric in general. This paper provides the visualization, structure, and properties of asymmetric cross-correlation as well as symmetric auto-correlation. It reviews mainstream multivariate spatial models and analyzes their capability to accommodate asymmetric cross-correlation. It also illustrates the difference in model accuracy with and without asymmetric accommodation using a 1D simulated example. |
| title | Asymmetric Cross-Correlation in Multivariate Spatial Stochastic Processes: A Primer |
| topic | Methodology Statistics Theory |
| url | https://arxiv.org/abs/2503.02903 |