Reduction problems and deformation approaches to nonstationary covariance functions over spheres

Porcu, Emilio; Senoussi, Rachid; Mendoza, Enner; Bevilacqua, Moreno

Abstract

The paper considers reduction problems and deformation approaches for nonstationary covariance functions on the (d - 1)-dimensional spheres, Sd-1, embedded in the d-dimensional Euclidean space. Given a covariance function C on Sd-1, we chase a pair (R, Psi), for a function R:[-1,+1] -> R and a smooth bijection Psi, such that C can be reduced to a geodesically isotropic one: C(x, y) = R((x), Psi(y)>), with (., .) denoting the dot product. The problem finds motivation in recent statistical literature devoted to the analysis of global phenomena, defined typically over the sphere of R-3. The application domains considered in the manuscript makes the problem mathematically challenging. We show the uniqueness of the representation in the reduction problem. Then, under some regularity assumptions, we provide an inversion formula to recover the bijection Psi, when it exists, for a given C. We also give sufficient conditions for reducibility.

Más información

Título según WOS: Reduction problems and deformation approaches to nonstationary covariance functions over spheres
Título de la Revista: ELECTRONIC JOURNAL OF STATISTICS
Volumen: 14
Número: 1
Editorial: INST MATHEMATICAL STATISTICS-IMS
Fecha de publicación: 2020
Página de inicio: 890
Página final: 916
DOI:

10.1214/19-EJS1670

Notas: ISI