AI & ML
Advection-aligned block Vecchia inference for spatio-temporal Gaussian processes
arXiv stat.CO0 views
arXiv:2611.08938v1 Announce Type: new Abstract: Vecchia approximations enable scalable likelihood-based inference for large Gaussian process models, but their accuracy depends on the choice of conditioning sets. For spatio-temporal processes with advection, target-centered conditioning can omit informative past observations. Motivated by total column ozone observations from the Geostationary Environment Monitoring Spectrometer (GEMS), we propose a data-driven, advection-aligned block Vecchia approximation that incorporates estimated transport direction into temporal conditioning geometry. Observation locations need not lie on a regular grid. An initial advection vector is estimated from the data and used once to select transport-aligned past-time conditioning blocks. The resulting graph is held fixed during optimization, while covariance and advection parameters remain free to vary. This separates neighbor selection from covariance estimation, avoids repeated parameter-dependent neighbor searches, and provides an interpretable connection between conditioning geometry and estimated transport. Batched graphics processing unit (GPU) operations evaluate the likelihood and its gradients. In a matched comparison of daily GEMS datasets from July 2024 and July 2025, advection-aligned conditioning attained a lower fitted Vecchia negative log-likelihood than target-centered conditioning on 53 of 61 days. In six Mat\'ern simulation scenarios with 120 matched eight-hour fields each, advection-aligned conditioning reduced advection-vector root mean squared error relative to target-centered conditioning at the same conditioning-block budget, with the largest reduction under strong transport.
Source:https://arxiv.org/abs/2611.08938PreviousWrap or Rewrite? Reviving the 1989 GlobalMinimum Bayesian Global-Optimization Library for R and PythonNextCircular interval-valued regression with application to wind direction: A cylindrical approach
Related posts
Hypergraph Generation via Structured Stochastic Diffusion
0arXiv stat.CO
Sparse Probabilistic Richardson Extrapolation
0arXiv stat.CO
Dynamic Bayesian Predictive Stacking via Markovian Spatiotemporal Propagation
0arXiv stat.CO
Coherent forecast combination for linearly constrained multiple time series
0arXiv stat.CO
New optimisations for exact, scalable 2D Gaussian process inference, with applications to astronomical time-series
0arXiv stat.CO
A tractable transition function for the Wright-Fisher diffusion with selection via gamma duality
0arXiv stat.CO