论文标题
非组织依赖性的灵活模型:方法和示例
Flexible models for nonstationary dependence: Methodology and examples
论文作者
论文摘要
在对环境现象进行建模时,有许多情况是不适合假设固定依赖结构的情况。 \ cite {sampson1992}提出了一种允许基于变形空间依赖的非平稳性的方法:原始地理“ $ g $”空间的坐标被映射到新的分散剂“ $ d $”空间中,其中固定依赖是一个合理的假设。 \ cite {sampson1992}通过两个变形函数来实现这一目标,这些函数被选为薄板花键,每个函数代表$ d $ - 空间中的两个坐标之一,与原始的$ g $空间坐标有关。这项工作将变形方法扩展到\ cite {Bornn2012}的维数扩展方法到基于回归的框架,在该框架中,在$ d $ - 空间中的所有维度都被视为“平滑”,例如,在广义加性模型中发现。该框架提供了一种直观且用户友好的方法来指定$ d $ -space,允许在$ d $ -space中的尺寸的不同级别的平滑级别,并允许对所有模型参数进行客观推断。此外,提出了一种数值方法,以避免发生非限值变形,该方法适用于任何变形。在\ cite {sampson1992}中研究的太阳辐射数据上证明了所提出的框架,然后在与风险分析有关的示例上证明了这一框架,该示例最终导致了美国科罗拉多州一部分美国科罗拉多州的极端降雨的模拟。
There are many situations when modelling environmental phenomena for which it is not appropriate to assume a stationary dependence structure. \cite{sampson1992} proposed an approach to allowing nonstationarity in dependence based on a deformed space: coordinates from original geographic "$G$" space are mapped to a new dispersion "$D$" space in which stationary dependence is a reasonable assumption. \cite{sampson1992} achieve this with two deformation functions, which are chosen as thin plate splines, each representing how one of the two coordinates in $D$-space relates to the original $G$-space coordinates. This works extends the deformation approach, and the dimension expansion approach of \cite{bornn2012}, to a regression-based framework in which all dimensions in $D$-space are treated as "smooths" as found, for example, in generalized additive models. The framework offers an intuitive and user-friendly approach to specifying $D$-space, allows different levels of smoothing for dimensions in $D$-space, and allows objective inference for all model parameters. Furthermore, a numerical approach is proposed to avoid non-bijective deformations, should they occur, which applies to any deformation. The proposed framework is demonstrated on the solar radiation data studied in \cite{sampson1992}, and then on an example related to risk analysis, which culminates in producing simulations of extreme rainfall for part of Colorado, US.