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Abstract Obtaining high-resolution maps of precipitation data can provide key insights to stakeholders to assess a sustainable access to water resources at urban scale. Mapping a non-stationary, sparse process such as precipitation at very high spatial resolution requires the interpolation of global datasets at the location where ground stations are available with statistical models able to capture complex non-Gaussian global space–time dependence structures. In this work, we propose a new approach based on capturing the spatially varying anisotropy of a latent Gaussian process via a locally deformed stochastic partial differential equation (SPDE) with a buffer allowing for a different spatial structure across land and sea. The finite volume approximation of the SPDE, coupled with integrated nested Laplace approximation ensures feasible Bayesian inference for tens of millions of observations. The simulation studies showcase the improved predictability of the proposed approach against stationary and no-buffer alternatives. The proposed approach is then used to yield high-resolution simulations of daily precipitation across the United States.
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A stochastic locally diffusive model with neural network‐based deformations for global sea surface temperature
In this work, we propose a new approach to model large, irregularly distributed spatio‐temporal global data via a locally diffusive stochastic partial differential equation (SPDE). The proposed model assumes a local deformation of the SPDE with non‐linear dependence on the covariates through a neural network. The proposed model can be fit in a computationally efficient manner using a triangulation over the sphere and sparsity of the precision matrix, as shown in an application with a large data set of simulated multi‐decadal monthly sea surface temperature.
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- Award ID(s):
- 2014166
- PAR ID:
- 10380531
- Publisher / Repository:
- Wiley Blackwell (John Wiley & Sons)
- Date Published:
- Journal Name:
- Stat
- Volume:
- 11
- Issue:
- 1
- ISSN:
- 2049-1573
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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