{"title":"参数化空穴效应、平滑度和支持度的mat<s:1>和广义温德兰相关模型","authors":"Xavier Emery , Moreno Bevilacqua , Emilio Porcu","doi":"10.1016/j.jmva.2025.105496","DOIUrl":null,"url":null,"abstract":"<div><div>A huge literature in statistics and machine learning is devoted to parametric families of correlation functions, where the correlation parameters are used to understand the properties of an associated spatial random process in terms of smoothness and global or compact support. However, most of current parametric correlation functions attain only non-negative values. This work provides two new families of correlation functions that can have some negative values (aka hole effects), along with smoothness, and global or compact support. They generalize the celebrated Matérn and Generalized Wendland models, respectively, which are obtained as special cases. A link between the two new families is also established, showing that a specific reparameterization of the latter includes the former as a special limit case. Their performance in terms of estimation accuracy and goodness of best linear unbiased prediction is illustrated through synthetic and real data.</div></div>","PeriodicalId":16431,"journal":{"name":"Journal of Multivariate Analysis","volume":"211 ","pages":"Article 105496"},"PeriodicalIF":1.4000,"publicationDate":"2025-08-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Matérn and Generalized Wendland correlation models that parameterize hole effect, smoothness, and support\",\"authors\":\"Xavier Emery , Moreno Bevilacqua , Emilio Porcu\",\"doi\":\"10.1016/j.jmva.2025.105496\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><div>A huge literature in statistics and machine learning is devoted to parametric families of correlation functions, where the correlation parameters are used to understand the properties of an associated spatial random process in terms of smoothness and global or compact support. However, most of current parametric correlation functions attain only non-negative values. This work provides two new families of correlation functions that can have some negative values (aka hole effects), along with smoothness, and global or compact support. They generalize the celebrated Matérn and Generalized Wendland models, respectively, which are obtained as special cases. A link between the two new families is also established, showing that a specific reparameterization of the latter includes the former as a special limit case. Their performance in terms of estimation accuracy and goodness of best linear unbiased prediction is illustrated through synthetic and real data.</div></div>\",\"PeriodicalId\":16431,\"journal\":{\"name\":\"Journal of Multivariate Analysis\",\"volume\":\"211 \",\"pages\":\"Article 105496\"},\"PeriodicalIF\":1.4000,\"publicationDate\":\"2025-08-29\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Multivariate Analysis\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S0047259X25000910\",\"RegionNum\":3,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Multivariate Analysis","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0047259X25000910","RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
Matérn and Generalized Wendland correlation models that parameterize hole effect, smoothness, and support
A huge literature in statistics and machine learning is devoted to parametric families of correlation functions, where the correlation parameters are used to understand the properties of an associated spatial random process in terms of smoothness and global or compact support. However, most of current parametric correlation functions attain only non-negative values. This work provides two new families of correlation functions that can have some negative values (aka hole effects), along with smoothness, and global or compact support. They generalize the celebrated Matérn and Generalized Wendland models, respectively, which are obtained as special cases. A link between the two new families is also established, showing that a specific reparameterization of the latter includes the former as a special limit case. Their performance in terms of estimation accuracy and goodness of best linear unbiased prediction is illustrated through synthetic and real data.
期刊介绍:
Founded in 1971, the Journal of Multivariate Analysis (JMVA) is the central venue for the publication of new, relevant methodology and particularly innovative applications pertaining to the analysis and interpretation of multidimensional data.
The journal welcomes contributions to all aspects of multivariate data analysis and modeling, including cluster analysis, discriminant analysis, factor analysis, and multidimensional continuous or discrete distribution theory. Topics of current interest include, but are not limited to, inferential aspects of
Copula modeling
Functional data analysis
Graphical modeling
High-dimensional data analysis
Image analysis
Multivariate extreme-value theory
Sparse modeling
Spatial statistics.