A covariate-driven spatial deformation model for nonstationary GPs is created using Lie algebra velocity fields with truncated covariate interactions, supporting efficient estimation and prediction from limited sample pairs.
2008): โโ๐ ๐ (๐ค) =det (๐ด) โ (1 + [โ๐๐(ฮ๐๐ ๐ (๐ค))] โค ๐ดโ1๐๐(โ๐ ๐ (๐ค))) , (7) where ๐ด = โ(๐ก๐๐)|๐ก=๐๐ (ฮ๐๐ ๐ (๐ค))for simplicity
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Predicting Covariate-Driven Spatial Deformation for Nonstationary Gaussian Processes
A covariate-driven spatial deformation model for nonstationary GPs is created using Lie algebra velocity fields with truncated covariate interactions, supporting efficient estimation and prediction from limited sample pairs.