Copula Gaussian multiscale graphical models with application to geophysical modeling
Gaussian Multiscale graphical models are powerful tools to describe high-dimensional spatial data; they capture longrange statistical dependencies among distant sites by introducing coarser scales. However, such models are only applicable to Gaussian data. In this paper, a new class of copula Gaussi...
| Main Authors: | , , , , |
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| Other Authors: | |
| Format: | Conference Paper |
| Language: | English |
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2014
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| Online Access: | https://hdl.handle.net/10356/101423 http://hdl.handle.net/10220/19742 http://ieeexplore.ieee.org/xpl/login.jsp?tp=&arnumber=6290513&url=http%3A%2F%2Fieeexplore.ieee.org%2Fxpls%2Fabs_all.jsp%3Farnumber%3D6290513 |
| _version_ | 1826124113185341440 |
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| author | Yu, Hang Dauwels, Justin Zhang, Xu Xu, Shiyan Uy, Wayne Isaac T. |
| author2 | School of Electrical and Electronic Engineering |
| author_facet | School of Electrical and Electronic Engineering Yu, Hang Dauwels, Justin Zhang, Xu Xu, Shiyan Uy, Wayne Isaac T. |
| author_sort | Yu, Hang |
| collection | NTU |
| description | Gaussian Multiscale graphical models are powerful tools to describe high-dimensional spatial data; they capture longrange statistical dependencies among distant sites by introducing coarser scales. However, such models are only applicable to Gaussian data. In this paper, a new class of copula Gaussian multiscale graphical models is proposed which possesses rich modeling capabilities and computational efficiency while eliminating the Gaussian assumption. Numerical results are presented for synthetic data as well as data from a few applications in geophysics - models of sea surface temperature and Asian rainfall patterns. |
| first_indexed | 2024-10-01T06:15:21Z |
| format | Conference Paper |
| id | ntu-10356/101423 |
| institution | Nanyang Technological University |
| language | English |
| last_indexed | 2024-10-01T06:15:21Z |
| publishDate | 2014 |
| record_format | dspace |
| spelling | ntu-10356/1014232023-02-28T19:17:43Z Copula Gaussian multiscale graphical models with application to geophysical modeling Yu, Hang Dauwels, Justin Zhang, Xu Xu, Shiyan Uy, Wayne Isaac T. School of Electrical and Electronic Engineering School of Physical and Mathematical Sciences International Conference on Information Fusion (FUSION) (15th : 2012) DRNTU::Engineering::Electrical and electronic engineering Gaussian Multiscale graphical models are powerful tools to describe high-dimensional spatial data; they capture longrange statistical dependencies among distant sites by introducing coarser scales. However, such models are only applicable to Gaussian data. In this paper, a new class of copula Gaussian multiscale graphical models is proposed which possesses rich modeling capabilities and computational efficiency while eliminating the Gaussian assumption. Numerical results are presented for synthetic data as well as data from a few applications in geophysics - models of sea surface temperature and Asian rainfall patterns. Published version 2014-06-13T03:36:00Z 2019-12-06T20:38:31Z 2014-06-13T03:36:00Z 2019-12-06T20:38:31Z 2012 2012 Conference Paper Yu, H., Dauwels, J., Zhang, X., Xu, S., & Uy, W. I. T. (2012). Copula Gaussian multiscale graphical models with application to geophysical modeling. 2012 15th International Conference on Information Fusion (FUSION), 1741-1748. https://hdl.handle.net/10356/101423 http://hdl.handle.net/10220/19742 http://ieeexplore.ieee.org/xpl/login.jsp?tp=&arnumber=6290513&url=http%3A%2F%2Fieeexplore.ieee.org%2Fxpls%2Fabs_all.jsp%3Farnumber%3D6290513 en © 2012 International Society of Information Fusion. This paper was published in 2012 15th International Conference on Information Fusion (FUSION) and is made available as an electronic reprint (preprint) with permission of International Society of Information Fusion. The paper can be found at the following official URL:http://ieeexplore.ieee.org/xpl/login.jsp?tp=&arnumber=6290513&url=http%3A%2F%2Fieeexplore.ieee.org%2Fxpls%2Fabs_all.jsp%3Farnumber%3D6290513. One print or electronic copy may be made for personal use only. Systematic or multiple reproduction, distribution to multiple locations via electronic or other means, duplication of any material in this paper for a fee or for commercial purposes, or modification of the content of the paper is prohibited and is subject to penalties under law. application/pdf |
| spellingShingle | DRNTU::Engineering::Electrical and electronic engineering Yu, Hang Dauwels, Justin Zhang, Xu Xu, Shiyan Uy, Wayne Isaac T. Copula Gaussian multiscale graphical models with application to geophysical modeling |
| title | Copula Gaussian multiscale graphical models with application to geophysical modeling |
| title_full | Copula Gaussian multiscale graphical models with application to geophysical modeling |
| title_fullStr | Copula Gaussian multiscale graphical models with application to geophysical modeling |
| title_full_unstemmed | Copula Gaussian multiscale graphical models with application to geophysical modeling |
| title_short | Copula Gaussian multiscale graphical models with application to geophysical modeling |
| title_sort | copula gaussian multiscale graphical models with application to geophysical modeling |
| topic | DRNTU::Engineering::Electrical and electronic engineering |
| url | https://hdl.handle.net/10356/101423 http://hdl.handle.net/10220/19742 http://ieeexplore.ieee.org/xpl/login.jsp?tp=&arnumber=6290513&url=http%3A%2F%2Fieeexplore.ieee.org%2Fxpls%2Fabs_all.jsp%3Farnumber%3D6290513 |
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