Gaussian random fields on the product of spheres: Theory and applications

Alfredo Alegría, Galatia Cleanthous, Athanasios G. Georgiadis, Emilio Porcu, Philip A. White

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    1 Scopus citations

    Abstract

    We consider Gaussian random fields on the product of spheres. We study the regularity and the Hölder continuity of such random fields via their covariance function. Moreover, we approximate the Gaussian random fields using truncations of the Karhunen-Loéve expansion and conduct simulation experiments to illustrate our approximation results. Using hourly wind speed and global space-time cloud cover datasets, we discuss mod-elling data in a Bayesian framework using Gaussian random fields over the product of spheres with covariance approximations through truncated series expansions.

    Original languageBritish English
    Pages (from-to)1394-1435
    Number of pages42
    JournalElectronic Journal of Statistics
    Volume18
    Issue number1
    DOIs
    StatePublished - 2024

    Keywords

    • Approximation
    • covariance kernel
    • directional data
    • Hölder continuity
    • Karhunen-Loéve
    • seasonal time series
    • simulations
    • Sobolev regularity

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