30 Years of space–time covariance functions

E Porcu, R Furrer, D Nychka - Wiley Interdisciplinary Reviews …, 2021 - Wiley Online Library
In this article, we provide a comprehensive review of space–time covariance functions. As
for the spatial domain, we focus on either the d‐dimensional Euclidean space or on the unit …

Modeling temporally evolving and spatially globally dependent data

E Porcu, A Alegria, R Furrer - International Statistical Review, 2018 - Wiley Online Library
The last decades have seen an unprecedented increase in the availability of data sets that
are inherently global and temporally evolving, from remotely sensed networks to climate …

Towards a complete picture of stationary covariance functions on spheres cross time

P White, E Porcu - 2019 - projecteuclid.org
With the advent of wide-spread global and continental-scale spatiotemporal datasets,
increased attention has been given to covariance functions on spheres over time. This paper …

[图书][B] A panorama of positivity. I: Dimension free

A Belton, D Guillot, A Khare, M Putinar - 2019 - Springer
This survey contains a selection of topics unified by the concept of positive semidefiniteness
(of matrices or kernels), reflecting natural constraints imposed on discrete data (graphs or …

Positive definite functions on products of metric spaces via generalized Stieltjes functions

V Menegatto - Proceedings of the American Mathematical Society, 2020 - ams.org
For quasi-metric spaces $(X,\rho) $ and $(Y,\sigma) $ and a positive real number $\lambda
$, we propose a model for generating positive definite functions $ G_r:\{\rho (x, x'): x, x'\in …

Strict positive definiteness on products of compact two-point homogeneous spaces

VS Barbosa, VA Menegatto - Integral Transforms and Special …, 2017 - Taylor & Francis
We present an explicit characterization for the real, continuous, isotropic and strictly positive
definite kernels on a product of compact two-point homogeneous spaces, covering almost …

[HTML][HTML] Equivalence and orthogonality of Gaussian measures on spheres

A Arafat, E Porcu, M Bevilacqua, J Mateu - Journal of Multivariate Analysis, 2018 - Elsevier
The equivalence of Gaussian measures is a fundamental tool to establish the asymptotic
properties of both prediction and estimation of Gaussian fields under fixed domain …

Schoenberg's theorem for positive definite functions on products: a unifying framework

JC Guella, VA Menegatto - Journal of Fourier Analysis and Applications, 2019 - Springer
The main contribution in the present paper is a characterization for positive definiteness and
strict positive definiteness of a kernel on the product X * S^ d X× S d, in which X is a …

Schoenberg coefficients and curvature at the origin of continuous isotropic positive definite kernels on spheres

A Arafat, P Gregori, E Porcu - Statistics & Probability Letters, 2020 - Elsevier
We consider the class Ψ d of continuous functions that define isotropic covariance functions
in the d-dimensional sphere S d. We provide a new recurrence formula for the solution of …

Multivariate Gaussian random fields over generalized product spaces involving the hypertorus

F Bachoc, A Peron, E Porcu - Theory of Probability and Mathematical …, 2022 - ams.org
The paper deals with multivariate Gaussian random fields defined over generalized product
spaces that involve the hypertorus. The assumption of Gaussianity implies the finite …