Highly Multivariate High-dimensionality Spatial Stochastic Processes-A
Mixed Conditional Approach
Highly Multivariate High-dimensionality Spatial Stochastic Processes-A
Mixed Conditional Approach
We propose a hybrid mixed spatial graphical model framework and novel concepts, e.g., cross-Markov Random Field (cross-MRF), to comprehensively address all feature aspects of highly multivariate high-dimensionality (HMHD) spatial data class when constructing the desired joint variance and precision matrix (where both p and n are large). Specifically, the framework …