A Nonstationary Soft Partitioned Gaussian Process Model via Random Spanning Trees
基于随机生成树的非平稳软分区高斯过程模型
There has been a long-standing challenge in developing locally stationary Gaussian process models concerning how to obtain flexible partitions and make predictions near boundaries. In this work, we develop a new class of locally stationary stochastic processes, where local partitions are modeled by a soft partition process via predictive random spanning trees that leads to highly flexible spatially contiguous subregion shapes. This valid nonstationary process model knits…