Alexander Dürre, Daniel Vogel, Roland Fried
A new robust correlation estimator based on the spatial sign covariance matrix (SSCM) is proposed. We derive its asymptotic distribution and influence function at elliptical distributions. Finite sample and robustness properties are studied and compared to other robust correlation estimators by means of numerical simulations.
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The spatial sign correlation (Dürre, Vogel and Fried, 2015) is a highly robust and easy-to-compute, bivariate correlation estimator based on the spatial sign covariance matrix. Since the estimator is inefficient when the marginal scales strongly differ, a two-stage version was proposed. In the first step, the observations are marginally standardized by means of a robust scale estimator, and in the second step, the spatial sign correlation of the thus transformed data set is computed. Dürre et al. (2015) give some evidence that the asymptotic distribution of the two-stage estimator equals that …
This paper focuses on the analysis of spatially correlated functional data. The between-curve correlation is modeled by correlating functional principal component scores of the functional data. We propose a Spatial Principal Analysis by Conditional Expectation framework to explicitly estimate spatial correlations and reconstruct individual curves. This approach works even when the observed data per curve are sparse. Assuming spatial stationarity, empirical spatial correlations are calculated as the ratio of eigenvalues of the smoothed covariance surface $Cov(X_i(s),X_i(t))$ and cross-covarianc…
We summarize properties of the spatial sign covariance matrix and especially look at the relationship between its eigenvalues and those of the shape matrix of an elliptical distribution. The explicit relationship known in the bivariate case was used to construct the spatial sign correlation coefficient, which is a non-parametric and robust estimator for the correlation coefficient within the elliptical model. We consider a multivariate generalization, which we call the multivariate spatial sign correlation matrix.
Second-order variational type equations for spatial point processes are established. In case of log linear parametric models for pair correlation functions, it is demonstrated that the variational equations can be applied to construct estimating equations with closed form solutions for the parameter estimates. This result is used to fit orthogonal series expansions of log pair correlation functions of general form.
Spatial scan statistics are well known and widely used methods for the detection of spatial clusters of events. In the field of spatial analysis of time-to-event data, several models of scan statistics have been proposed. However, these models do not take into account the potential intra-unit spatial correlation of individuals nor a potential correlation between spatial units. To overcome this problem, we propose here a scan statistic based on a Cox model with shared frailty that takes into account the spatial correlation between spatial units. In simulation studies, we have shown that (i) cla…
Adjusting for Spatial Correlation in Machine and Deep Learning
针对现有机器学习与深度学习方法未有效处理空间数据相关性导致预测精度损失的问题，提出基于多元高斯分布和Vecchia近似的空间去相关预处理及逆变换重相关方法，提升了模拟与真实空间数据集的预测精度。
Spatial scan statistics are well-known methods for cluster detection and are widely used in epidemiology and medical studies for detecting and evaluating the statistical significance of disease hotspots. For the sake of simplicity, the classical spatial scan statistic assumes that the observations of the outcome variable in different locations are independent, while in practice the data may exhibit a spatial correlation. In this article, we use spatial autoregressive (SAR) models to account the spatial correlation in parametric/non-parametric scan statistic. Firstly, the correlation parameter …
Spatial autocorrelation analysis is the basis for spatial autoregressive modeling. However, the relationships between spatial correlation coefficients and spatial regression models are not yet well clarified. The paper is devoted to explore the deep structure of spatial regression coefficients. By means of mathematical reasoning, a pair of formulae of canonical spatial regression coefficients are derived from a general spatial regression model based on standardized variables. The spatial auto- and lag-regression coefficients are reduced to a series of statistic parameters and measurements, inc…
Dynamical phenomena such as infectious diseases are often investigated by following up subjects longitudinally, thus generating time to event data. The spatial aspect of such data is also of primordial importance, as many infectious diseases are transmitted from one subject to another. In this paper, a spatially correlated frailty model is introduced that accommodates for the correlation between subjects based on the distance between them. Estimates are obtained through a stochastic approximation version of the Expectation Maximization algorithm combined with a Monte-Carlo Markov Chain, for wh…
Geographically Weighted Canonical Correlation Analysis: Local Spatial Associations Between Two Sets of Variables
本文提出地理加权典范相关分析（GWCCA）以探索两个变量集之间的局部空间关联，通过空间加权方法增强传统CCA的适用性，适用于空间数据密集型领域。
Asymmetric Cross-Correlation in Multivariate Spatial Stochastic Processes: A Primer
本文探讨了多元空间随机过程中非对称交叉相关的特点，回顾了主流模型并分析了其对非对称相关性的处理能力，通过模拟示例展示了模型精度的差异。
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