text stringlengths 1 298 |
|---|
∼N(0,2σ2(1−e− ∥s−s′∥ |
λ |
β |
)). |
Thisleadsto |
EG[|Xs−Xs′|p]= 2σ2(1−e− ∥s−s′∥ |
λ |
β |
) |
p/2 |
2p/2Γ p+1 |
2 √π 1F1 |
|
−p/2,1/2;− (µs−µs′)2 |
4σ2(1−e− ∥s−s′∥ |
λ |
β |
) |
|
|
=2pσp 1−e− ∥s−s′∥ |
λ |
β p/2Γ p+1 |
2 √π 1F1(−p/2,1/2;0) |
=2pσp 1−e− ∥s−s′∥ |
λ |
β p/2Γ p+1 |
2 √π |
Finally, |
VSp(F,y)= |
s,s′∈D |
wij(EG[|Xs−Xs′|p]−|ys−ys′|p)2 |
= |
s,s′∈D |
wij 2σ2(1−e− ∥s−s′∥ |
λ |
β |
) |
p/2 |
2p/2Γ p+1 |
2 √π −|ys−ys′|p |
2 |
p-VariationScore |
pVS(F,y)= |
s∈D∗ |
wsSETp−var,s |
(F,y); |
= |
s∈D∗ |
ws(EF[Tp−var,s(X)]−Tp−var,s(y))2, |
DenoteZ=Xs+(1,1)−Xs+(1,0)−Xs+(0,1)+Xs.ForX∼F,wehaveZ∼N(µZ,σ2 |
Z)with |
µZ=µs+(1,1)−µs+(1,0)−µs+(0,1)+µs=0 |
45 |
and |
σ2 |
Z = σ2 |
s+(1,1) + σ2 |
s+(1,0) + σ2 |
s+(0,1) + σ2 |
s |
−2cov(F(s+(1,1)),F(s +(1,0))) −2cov(F(s +(1,1)),F(s +(0,1)) +2cov(F(s+(1,1)),F(s)) |
+2cov(F(s+(1,0)),F(s +(0,1))) −2cov(F(s +(1,0)),F(s)) |
−2cov(F(s+(0,1)),F(s)) |
=4σ2(1+e−(√2/λ)β −2e−(1/λ)β) |
Using (24), this leads to |
EF[Tp−var,s(X)] = 4σ2(1 +e−(√2/λ)β −2e−(1/λ)β) p/2 |
2p/2Γ p+1 |
√ |
2 |
π 1F1(−p/2,1/2;0) |
= 4σ2(1+e−(√2/λ)β −2e−(1/λ)β) p/2 |
2p/2Γ p+1 |
√ |
2 |
π |
Finally, |
pVS(F,y) = |
= |
wsSETp−var,s |
(F,y) |
s∈D∗ |
s∈D∗ |
ws 4σ2(1+e−(√2/λ)β −2e−(1/λ)β) p/2 |
2p/2Γ p+1 |
CRPS of spatial mean |
The CRPS of spatial mean is defined as |
CRPSmeanP,wP |
(F,y) = |
√ |
2 |
π −|ys+(1,1) −ys+(1,0) −ys+(0,1) + ys|p |
wPCRPSmeanP |
(F,y) |
P∈P |
= |
P∈P |
wPCRPS(meanP(F),meanP(y)), |
where P is an ensemble of spatial patches and wP is the weight associated with a patch P ∈ P. The mean |
of Gaussian marginals follows a Gaussian distribution : |
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