Gaussian process modeling of heterogeneity and discontinuities using Voronoi tessellations
Many methods for modelling spatial processes assume global smoothness properties; such assumptions are often violated in practice. We introduce a method for modelling spatial processes that display heterogeneity or contain discontinuities. The problem of non-stationarity is dealt with by using a combination of Voronoi tessellation to partition the input space, and a separate Gaussian process to model the data on each region of the partitioned space. Our method is highly flexible because we allow the Voronoi cells to form relationships with each other, which can enable non-convex and disconnected regions to be considered. In such problems, identifying the borders between regions is often of great importance and we propose an adaptive sampling method to gain extra information along such borders. The method is illustrated with simulation studies and application to real data.
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