Exploring spatiotemporal vector autoregressive models for radar nowcasting

Modeling spatial and spatio-temporal continuous processes is an important and challenging problem in spatial statistics. Advanced Spatial Modeling with Stochastic Partial Differential Equations Using R and INLA describes in detail the stochastic partial differential equations (SPDE) approach for modeling continuous spatial processes with a Matern covariance, which has been implemented using the integrated nested Laplace approximation (INLA) in the R-INLA package. Key concepts about modeling spatial processes and the SPDE approach are explained with examples using simulated data and real applications. This book has been authored by leading experts in spatial statistics, including the main developers of the INLA and SPDE methodologies and the R-INLA package. It also includes a wide range of applications: * Spatial and spatio-temporal models for continuous outcomes * Analysis of spatial and spatio-temporal point patterns * Coregionalization spatial and spatio-temporal models * Measurement error spatial models * Modeling preferential sampling * Spatial and spatio-temporal models with physical barriers * Survival analysis with spatial effects * Dynamic space-time regression * Spatial and spatio-temporal models for extremes * Hurdle models with spatial effects * Penalized Complexity priors for spatial models All the examples in the book are fully reproducible. Further information about this book, as well as the R code and datasets used, is available from the book website at http://www.r-inla.org/spde-book. The tools described in this book will be useful to researchers in many fields such as biostatistics, spatial statistics, environmental sciences, epidemiology, ecology and others. Graduate and Ph.D. students will also find this book and associated files a valuable resource to learn INLA and the SPDE approach for spatial modeling.

Bayesian whole-brain functional magnetic resonance imaging (fMRI) analysis with three-dimensional spatial smoothing priors has been shown to produce state-of-the-art activity maps without pre-smoothing the data. The proposed inference algorithms are computationally demanding however, and the spatial priors used have several less appealing properties, such as being improper and having infinite spatial range. We propose a statistical inference framework for whole-brain fMRI analysis based on the class of Matérn covariance functions. The framework uses the Gaussian Markov random field (GMRF) representation of possibly anisotropic spatial Matérn fields via the stochastic partial differential equation (SPDE) approach of Lindgren et al. (2011). This allows for more flexible and interpretable spatial priors, while maintaining the sparsity required for fast inference in the high-dimensional whole-brain setting. We develop an accelerated stochastic gradient descent (SGD) optimization algorithm for empirical Bayes (EB) inference of the spatial hyperparameters. Conditionally on the inferred hyperparameters, we make a fully Bayesian treatment of the brain activity. The Matérn prior is applied to both simulated and experimental task-fMRI data and clearly demonstrates that it is a more reasonable choice than the previously used priors, using comparisons of activity maps, prior simulation and cross-validation.

The article studies non‐Gaussian extensions of a recently discovered link between certain Gaussian random fields, expressed as solutions to stochastic partial differential equations (SPDEs), and Gaussian Markov random fields. The focus is on non‐Gaussian random fields with Matérn covariance functions, and in particular, we show how the SPDE formulation of a Laplace moving‐average model can be used to obtain an efficient simulation method as well as an accurate parameter estimation technique for the model. This should be seen as a demonstration of how these techniques can be used, and generalizations to more general SPDEs are readily available.

Assessing the impact of uncertainties in ice-sheet models is a major and challenging issue that needs to be faced by the ice-sheet community to provide more robust and reliable model-based projections of ice-sheet mass balance. In recent years, uncertainty quantification (UQ) has been increasingly used to characterize and explore uncertainty in ice-sheet models and improve the robustness of their projections. A typical UQ analysis involves first the (probabilistic) characterization of the sources of uncertainty followed by the propagation and sensitivity analysis of these sources of uncertainty. Previous studies concerned with UQ in ice-sheet models have generally focused on the last two steps but paid relatively little attention to the preliminary and critical step of the characterization of uncertainty. Sources of uncertainty in ice-sheet models, like uncertainties in ice-sheet geometry or surface mass balance, typically vary in space and potentially in time. For that reason, they are more adequately described as spatio(-temporal) random fields, which account naturally for spatial (and temporal) correlation. As a means of improving the characterization of the sources of uncertainties in ice-sheet models, we propose in this paper to represent them as Gaussian random fields with Matérn covariance function. The class of Matérn covariance functions provides a flexible model able to capture statistical dependence between locations with different degrees of spatial correlation or smoothness properties. Samples from a Gaussian random field with Matérn covariance function can be generated efficiently by solving a certain stochastic partial differential equation. Discretization of this stochastic partial differential equation by the finite element method results in a sparse approximation known as a Gaussian Markov random field. We solve this equation efficiently using the finite element method within the Ice-sheet and Sea-level System Model (ISSM). In addition, spatio-temporal samples can be generated by combining an autoregressive temporal model and the Matérn field. The implementation is tested on a set of synthetic experiments to verify that it captures well the desired spatial and temporal correlations. Finally, we demonstrate the interest of this sampling capability in an illustration concerned with assessing the impact of various sources of uncertainties on the Pine Island Glacier, West Antarctica. We find that both larger spatial and temporal correlations lengths will likely result in increased uncertainty in the projections.

In this paper, we propose a structured additive regression (STAR) model for modeling the occurrence of a disease in fields or nurseries. The methodological approach involves a Gaussian field (GF) affected by a spatial process represented by an approximation to a Gaussian Markov random field (GMRF). This modeling allows the building of maps with prediction probabilities regarding the presence of a disease in plants using Bayesian kriging. The advantage of this modeling is its computational benefit when compared with known spatial hierarchical models and with the Bayesian inference based on Markov chain Monte Carlo (MCMC) methods. Inference through the use of the integrated nested Laplace approximation (INLA) with the stochastic partial differential equation (SPDE) approach facilitates the handling of large datasets in excellent computation times. Our approach allows the evaluation of different sampling strategies, from which we obtain inferences and prediction maps with similar behaviour to those obtained when we consider all subjects in the study population. The analysis of the different sampling strategies allows us to recognize the relevance of spatial components in the studied phenomenon. We demonstrate how Bayesian kriging can incorporate sources of uncertainty associated with the prediction parameters, which leads to more realistic and accurate estimation of the uncertainty. We illustrate the methodology with samplings of Citrus macrophylla affected by the tristeza virus (CTV) grown in a nursery.

Abstract. We present a method to infer spatially and spatio-temporally correlated emissions of greenhouse gases from atmospheric measurements and a chemical transport model. The method allows fast computation of spatial emissions using a hierarchical Bayesian framework as an alternative to Markov chain Monte Carlo algorithms. The spatial emissions follow a Gaussian process with a Matérn correlation structure which can be represented by a Gaussian Markov random field through a stochastic partial differential equation approach. The inference is based on an integrated nested Laplacian approximation (INLA) for hierarchical models with Gaussian latent fields. Combining an autoregressive temporal correlation and the Matérn field provides a full spatio-temporal correlation structure. We first demonstrate the method on a synthetic data example and follow this using a well-studied test case of inferring UK methane emissions from tall tower measurements of atmospheric mole fraction. Results from these two test cases show that this method can accurately estimate regional greenhouse gas emissions, accounting for spatio-temporal uncertainties that have traditionally been neglected in atmospheric inverse modelling.

Since Pardoux and Peng firstly studied the following nonlinear backward stochastic differential equations in 1990. The theory of BSDE has been widely studied and applied, especially in the stochastic control, stochastic differential games, financial mathematics and partial differential equations. In 1994, Pardoux and Peng came up with backward doubly stochastic differential equations to give the probabilistic interpretation for stochastic partial differential equations. Backward doubly stochastic differential equations theory has been widely studied because of its importance in stochastic partial differential equations and stochastic control problems. In this article, we will study the theory of doubly stochastic systems and related topics further.

Spatiotemporal variation of soil organic matter (SOM) contents was significant to research on global warming, greenhouse effect, and ecosystem health and quality. However, the spatiotemporal modeling for soil properties in most studies focused on a discrete-time calibration and validation, and faced the problems of missing observations. Integrated Nested Laplace Approximation with the Stochastic Partial Differential Equation (INLA-SPDE) model that is robust to missing data and unbalanced sampling design was proposed as a potential model for spatiotemporal soil modeling. This study presented an application of INLA-SPDE for spatiotemporal modeling of SOM (2006, 2010, 2018) using 924 samples and 8 environmental covariates in Lishu County, Northeast China. The results demonstrated that the INLA-SPDE model incorporating spatiotemporal information generally outperformed the two-phase methods based on Cubist and Random Forest, particularly in years requiring greater temporal extrapolation (2006 and 2018), while achieving comparable performance in 2010. This superiority can be attributed to its comprehensive consideration of various sources of uncertainty. Furthermore, the posterior distributions derived from the model provided valuable insights into the effects of environmental covariates on SOM spatiotemporal variation, with clay content showing the strongest positive influence and annual precipitation exhibiting a notable negative effect. The spatial pattern of SOM consistently exhibited higher values in the east and lower values in the west. After an overall decline from 2006 to 2010, mean SOM content increased from 17.97 g kg-1 to 20.85 g kg-1 between 2010 and 2018 (a total increase of 2.88 g kg-1 at an annual rate of 0.36 g kg-1 yr-1), with notable recovery in central and eastern areas, likely associated with the implementation of straw returning practices. In addition to prediction accuracy, computational complexity, and uncertainty analysis, the study evaluated the model from new perspectives, including covariate interpretability and flexibility. This research provides a promising spatiotemporal modeling framework for digital soil mapping.

A brief discussion on the relevance of stochastic partial differential equations (SPDEs) in Sect. 9.1 is followed by a review of the type of SPDEs studied in the mathematical literature (Sect. 9.2). Section 9.3 shows that SPDEs can be solved by the methods in Chaps. 7 and 8 via time and space discretization. Section 9.4 deals with SPDEs that are frequently encountered in applications. The focus is on stochastic elliptic partial differential equations. We review general concepts on this class of equations (Sect. 9.4.1), and present solutions by Monte Carlo (Sect. 9.4.4), stochastic reduced order models (Sect. 9.4.5), stochastic Galerkin (Sect. 9.4.8), and stochastic collocation (Sect. 9.4.9) methods. The last section of the chapter considers SDEs whose coefficients have small uncertainty, and presents methods for solving these equations by Taylor (Sect. 9.5.1), perturbation (Sect. 9.5.2), and Neumann series (Sect. 9.5.3) representations.KeywordsRandom FieldCollocation PointRandom ElementRandom CoefficientStochastic Partial Differential EquationThese keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Spatiotemporal modelling of soil organic matter changes in Jiangsu, China between 1980 and 2006 using INLA-SPDE

This paper presents theoretical advances in the application of the Stochastic Partial Differential Equation (SPDE) approach in geostatistics. We show a general approach to construct stationary models related to a wide class of linear SPDEs, with applications to spatio-temporal models having non-trivial properties. Within the framework of Generalized Random Fields, a criterion for existence and uniqueness of stationary solutions for this class of SPDEs is proposed and proven. Their covariance are then obtained through their spectral measure. We present a result relating the covariance of the solution in the case of a White Noise source term with the covariance in a generic case through convolution. Then, we obtain a variety of SPDE-based stationary random fields. In particular, well-known results regarding the Matérn Model and Markovian models are recovered. A new relationship between the Stein model and a particular SPDE is obtained. New spatio-temporal models obtained from evolution SPDEs of arbitrary temporal derivative order are then obtained, for which properties of separability and symmetry can be controlled. We also obtain results concerning stationary solutions for physically inspired models, such as solutions to the heat equation, the advection-diffusion equation, some Langevin’s equations and the wave equation.

Political event data are widely used in studies of political violence. Recent years have seen notable advances in the automated coding of political event data from international news sources. Yet, the validity of machine-coded event data remains disputed, especially in the context of event geolocation. We analyze the frequencies of human- and machine-geocoded event data agreement in relation to an independent (ground truth) source. The events are human rights violations in Colombia. We perform our evaluation for a key, 8-year period of the Colombian conflict and in three 2-year subperiods as well as for a selected set of (non)journalistically remote municipalities. As a complement to this analysis, we estimate spatial probit models based on the three datasets. These models assume Gaussian Markov Random Field error processes; they are constructed using a stochastic partial differential equation and estimated with integrated nested Laplacian approximation. The estimated models tell us whether the three datasets produce comparable predictions, underreport events in relation to the same covariates, and have similar patterns of prediction error. Together the two analyses show that, for this subnational conflict, the machine- and human-geocoded datasets are comparable in terms of external validity but, according to the geostatistical models, produce prediction errors that differ in important respects.

In this work, we develop a method for dynamic output feedback covariance control of the state covariance of linear dissipative stochastic partial differential equations (PDEs) using spatially distributed control actuation and sensing with noise. Such stochastic PDEs arise naturally in the modeling of surface height profile evolution in thin film growth and sputtering processes. We begin with the formulation of the stochastic PDE into a system of infinite stochastic ordinary differential equations (ODEs) by using modal decomposition. A finite-dimensional approximation is then obtained to capture the dominant mode contribution to the surface roughness profile (i.e., the covariance of the surface height profile). Subsequently, a state feedback controller and a Kalman-Bucy filter are designed on the basis of the finite-dimensional approximation. The dynamic output feedback covariance controller is subsequently obtained by combining the state feedback controller and the state estimator. The steady-state expected surface covariance under the dynamic output feedback controller is then estimated on the basis of the closed-loop finite-dimensional system. An analysis is performed to obtain a theoretical estimate of the expected surface covariance of the closed-loop infinite-dimensional system. Applications of the linear dynamic output feedback controller to the linearized stochastic Kuramoto-Sivashinsky equation are presented.

This paper introduces a spatiotemporal resonator model and an inference method for detection and estimation of nearly periodic temporal phenomena in spatiotemporal data. The model is derived as a spatial extension of a stochastic harmonic resonator model, which can be formulated in terms of a stochastic differential equation. The spatial structure is included by introducing linear operators, which affect both the oscillations and damping, and by choosing the appropriate spatial covariance structure of the driving time-white noise process. With the choice of the linear operators as partial differential operators, the resonator model becomes a stochastic partial differential equation, which is compatible with infinite-dimensional Kalman filtering. The resulting infinite-dimensional Kalman filtering problem allows for a computationally efficient solution as the computational cost scales linearly with measurements in the temporal dimension. This framework is applied to weather prediction and to physiological noise elimination in functional magnetic resonance imaging brain data.

In the present work, we consider an optimal control for a three-factor stochastic factor model. We assume that one of the factors is not observed and use classical filtering technique to transform the partial observation control problem for stochastic differential equation (SDE) to a full observation control problem for stochastic partial differential equation (SPDE). We then give a sufficient maximum principle for a system of controlled SDEs and degenerate SPDE. We also derive an equivalent stochastic maximum principle. We apply the obtained results to study a pricing and hedging problem of a commodity derivative at a given location, when the convenience yield is not observable.