Geostatistics for Large Datasets on Riemannian Manifolds: A Matrix-Free Approach - Archive ouverte HAL
Article Dans Une Revue Journal of Data Science Année : 2022

Geostatistics for Large Datasets on Riemannian Manifolds: A Matrix-Free Approach

Mike Pereira
Nicolas Desassis
Denis Allard

Résumé

Large or very large spatial (and spatio-temporal) datasets have become common place in many environmental and climate studies. These data are often collected in non-Euclidean spaces (such as the planet Earth) and they often present nonstationary anisotropies. This paper proposes a generic approach to model Gaussian Random Fields (GRFs) on compact Riemannian manifolds that bridges the gap between existing works on nonstationary GRFs and random fields on manifolds. This approach can be applied to any smooth compact manifolds, and in particular to any compact surface. By defining a Riemannian metric that accounts for the preferential directions of correlation, our approach yields an interpretation of the nonstationary geometric anisotropies as resulting from local deformations of the domain. We provide scalable algorithms for the estimation of the parameters and for optimal prediction by kriging and simulation able to tackle very large grids. Stationary and nonstationary illustrations are provided.

Dates et versions

hal-03916162 , version 1 (30-12-2022)

Identifiants

Citer

Mike Pereira, Nicolas Desassis, Denis Allard. Geostatistics for Large Datasets on Riemannian Manifolds: A Matrix-Free Approach. Journal of Data Science, 2022, pp.512-532. ⟨10.6339/22-JDS1075⟩. ⟨hal-03916162⟩
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