Non-Stationary Covariance Functions for Spatial Data on Linear Networks
Fuente:
arXiv
Saved in:
| Main Author: | Alegría, Alfredo |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Effective Sample Size for Functional Spatial Data
by: Alegría, Alfredo, et al.
Published: (2026)
by: Alegría, Alfredo, et al.
Published: (2026)
Assessing the Impact of Block Size on Block Likelihood Estimation: A Comparative Study
by: Alegría, Alfredo
Published: (2024)
by: Alegría, Alfredo
Published: (2024)
A New Regression Model for Analyzing Non-Stationary Extremes in Response and Covariate Variables with an Application in Meteorology
by: Bernoussi, Amina El, et al.
Published: (2025)
by: Bernoussi, Amina El, et al.
Published: (2025)
Functional Adaptive Double-Sparsity Estimator for Functional Linear Regression Model with Multiple Functional Covariates
by: Cao, Cheng, et al.
Published: (2023)
by: Cao, Cheng, et al.
Published: (2023)
Simultaneous Inference for Non-Stationary Random Fields, with Application to Gridded Data Analysis
by: Zhang, Yunyi, et al.
Published: (2024)
by: Zhang, Yunyi, et al.
Published: (2024)
Computationally Efficient Algorithms for Simulating Isotropic Gaussian Random Fields on Graphs with Euclidean Edges
by: Alegría, Alfredo, et al.
Published: (2024)
by: Alegría, Alfredo, et al.
Published: (2024)
Inference for Non-Stationary Heavy Tailed Time Series
by: Akashi, Fumiya, et al.
Published: (2022)
by: Akashi, Fumiya, et al.
Published: (2022)
Transfer Learning and Locally Linear Regression for Locally Stationary Time Series
by: Park, Jinwoo
Published: (2025)
by: Park, Jinwoo
Published: (2025)
Adaptive Smooth Non-Stationary Bandits
by: Suk, Joe
Published: (2024)
by: Suk, Joe
Published: (2024)
Detecting Mutual Excitations in Non-Stationary Hawkes Processes
by: Mossel, Elchanan, et al.
Published: (2026)
by: Mossel, Elchanan, et al.
Published: (2026)
Vector-Valued Gaussian Processes and their Kernels on a Class of Metric Graphs
by: Filosi, Tobia, et al.
Published: (2025)
by: Filosi, Tobia, et al.
Published: (2025)
A Theory of Nonparametric Covariance Function Estimation for Discretely Observed Data
by: Terada, Yoshikazu, et al.
Published: (2026)
by: Terada, Yoshikazu, et al.
Published: (2026)
Handling Covariate Mismatch in Federated Linear Prediction
by: Ayme, Alexis, et al.
Published: (2026)
by: Ayme, Alexis, et al.
Published: (2026)
Strong Consistency of the SIMEX Estimator in Linear Regression with a Conditionally Poisson Covariate
by: Yang, Aijun, et al.
Published: (2025)
by: Yang, Aijun, et al.
Published: (2025)
Minimax Optimal Estimation of Mean and Covariance Functions with Spectral Regularization
by: Gupta, Naveen, et al.
Published: (2026)
by: Gupta, Naveen, et al.
Published: (2026)
Random Processes with Stationary Increments and Intrinsic Random Functions on the Real Line
by: Kim, Jongwook
Published: (2025)
by: Kim, Jongwook
Published: (2025)
Berry-Esseen Bounds for Statistics of Non-Stationary, $ϕ$-Mixing Random Variables
by: Williams, Brendan, et al.
Published: (2026)
by: Williams, Brendan, et al.
Published: (2026)
Optimal Test-Data Piling in HDLSS Classification with Covariance Heterogeneity
by: Kim, Taehyun, et al.
Published: (2022)
by: Kim, Taehyun, et al.
Published: (2022)
Bounds in Wasserstein Distance for Locally Stationary Functional Time Series
by: Tinio, Jan Nino G., et al.
Published: (2025)
by: Tinio, Jan Nino G., et al.
Published: (2025)
Robust Quickest Change Detection in Non-Stationary Processes
by: Hou, Yingze, et al.
Published: (2023)
by: Hou, Yingze, et al.
Published: (2023)
Asymmetric Space-Time Covariance Functions via Hierarchical Mixtures
by: Ma, Pulong
Published: (2025)
by: Ma, Pulong
Published: (2025)
Linear Regression Using Principal Components from General Hilbert-Space-Valued Covariates
by: Li, Xinyi, et al.
Published: (2025)
by: Li, Xinyi, et al.
Published: (2025)
Functional Sequential Treatment Allocation with Covariates
by: Kock, Anders Bredahl, et al.
Published: (2020)
by: Kock, Anders Bredahl, et al.
Published: (2020)
Smooth Non-Stationary Bandits
by: Jia, Su, et al.
Published: (2023)
by: Jia, Su, et al.
Published: (2023)
On the Estimation of Anisotropic Covariance Functions on Compact Two-Point Homogeneous Spaces
by: Caponera, Alessia
Published: (2025)
by: Caponera, Alessia
Published: (2025)
Statistical Guarantees for Approximate Stationary Points of Shallow Neural Networks
by: Taheri, Mahsa, et al.
Published: (2022)
by: Taheri, Mahsa, et al.
Published: (2022)
Functional Adaptive Huber Linear Regression
by: Peng, Ling, et al.
Published: (2024)
by: Peng, Ling, et al.
Published: (2024)
Testing For Global Covariate Effects in Dynamic Interaction Event Networks
by: Kreiss, Alexander, et al.
Published: (2021)
by: Kreiss, Alexander, et al.
Published: (2021)
Marginal Inference for Hierarchical Generalized Linear Mixed Models with Patterned Covariance Matrices Using the Laplace Approximation
by: Hoef, Jay M. Ver, et al.
Published: (2023)
by: Hoef, Jay M. Ver, et al.
Published: (2023)
Robust Inference for High-dimensional Linear Models with Heavy-tailed Errors via Partial Gini Covariance
by: Zhang, Yilin, et al.
Published: (2024)
by: Zhang, Yilin, et al.
Published: (2024)
Posterior Concentration for Gaussian Process Priors under Rescaled and Hierarchical Matérn and Confluent Hypergeometric Covariance Functions
by: Fang, Xiao, et al.
Published: (2023)
by: Fang, Xiao, et al.
Published: (2023)
Large-Sample Properties of Non-Stationary Source Separation for Gaussian Signals
by: Bachoc, François, et al.
Published: (2022)
by: Bachoc, François, et al.
Published: (2022)
Change Point Detection in Pairwise Comparison Data with Covariates
by: Han, Yi, et al.
Published: (2024)
by: Han, Yi, et al.
Published: (2024)
Covariate Adjustment in Randomized Experiments Motivated by Higher-Order Influence Functions
by: Zhao, Sihui, et al.
Published: (2024)
by: Zhao, Sihui, et al.
Published: (2024)
Estimation of Change Points for Non-linear (auto-)regressive processes using Neural Network Functions
by: Kirch, Claudia, et al.
Published: (2025)
by: Kirch, Claudia, et al.
Published: (2025)
Statistical Inference for Linear Functions of Eigenvectors with Small Eigengaps
by: Agterberg, Joshua
Published: (2023)
by: Agterberg, Joshua
Published: (2023)
Optimal Rates for Functional Linear Regression with General Regularization
by: Gupta, Naveen, et al.
Published: (2024)
by: Gupta, Naveen, et al.
Published: (2024)
Asymptotic Theory for Linear Functionals of Kernel Ridge Regression
by: Tuo, Rui, et al.
Published: (2024)
by: Tuo, Rui, et al.
Published: (2024)
Information and Complexity Analysis of Spatial Data
by: Angulo, Jose M., et al.
Published: (2024)
by: Angulo, Jose M., et al.
Published: (2024)
Linear Functions to the Extended Reals
by: Waggoner, Bo
Published: (2021)
by: Waggoner, Bo
Published: (2021)
Similar Items
-
Effective Sample Size for Functional Spatial Data
by: Alegría, Alfredo, et al.
Published: (2026) -
Assessing the Impact of Block Size on Block Likelihood Estimation: A Comparative Study
by: Alegría, Alfredo
Published: (2024) -
A New Regression Model for Analyzing Non-Stationary Extremes in Response and Covariate Variables with an Application in Meteorology
by: Bernoussi, Amina El, et al.
Published: (2025) -
Functional Adaptive Double-Sparsity Estimator for Functional Linear Regression Model with Multiple Functional Covariates
by: Cao, Cheng, et al.
Published: (2023) -
Simultaneous Inference for Non-Stationary Random Fields, with Application to Gridded Data Analysis
by: Zhang, Yunyi, et al.
Published: (2024)