Inside-Out Cross-Covariance for Spatial Multivariate Data
空间多元数据的内外反转交叉协方差模型
As the spatial features of multivariate data are increasingly central in researchers’ applied problems, there is a growing demand for novel spatially aware methods that are flexible, easily interpretable, and scalable to large data. We develop inside-out cross-covariance (IOX) models for multivariate spatial likelihood-based inference. IOX leads to valid cross-covariance matrix functions which we interpret as inducing spatial dependence on independent replicates of a…