# Modeling spatial data using local likelihood estimation and a Mat'ern to SAR translation

arXiv: https://arxiv.org/abs/2002.01124 · HTML: https://mlsanity.com/paper/2002.01124/

## Key facts

- Cited by 3 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 4 Feb 2020.

## Built on by (most cited first, 3 of 3)

- [Learning non-Gaussian spatial distributions via Bayesian transport maps with parametric shrinkage](https://mlsanity.com/paper/2409.19208/) (2024)
- [Modeling Spatial Extremes using Non-Gaussian Spatial Autoregressive Models via Convolutional Neural Networks](https://mlsanity.com/paper/2505.03034/) (2025)
- [LatticeVision: Image to Image Networks for Modeling Non-Stationary Spatial Data](https://mlsanity.com/paper/2505.09803/) (2025)

## Abstract (arXiv)

Modeling data with non-stationary covariance structure is important to represent heterogeneity in geophysical and other environmental spatial processes. In this work, we investigate a multistage approach to modeling non-stationary covariances that is efficient for large data sets. First, we use likelihood estimation in local, moving windows to infer spatially varying covariance parameters. These surfaces of covariance parameters can then be encoded into a global covariance model specifying the second-order structure for the complete spatial domain. The resulting global model allows for efficient simulation and prediction. We investigate the non-stationary spatial autoregressive (SAR) model related to Gaussian Markov random field (GMRF) methods, which is amenable to plug in local estimates and practical for large data sets. In addition we use a simulation study to establish the accuracy of local Mat'ern parameter estimation as a reliable technique when replicate fields are available and small local windows are exploited to reduce computation. This multistage modeling approach is implemented on a non-stationary climate model output data set with the goal of emulating the variation in the numerical model ensemble using a Gaussian process.