We introduce a flexible parametric family of matrix-valued covariance functions for multivariate spatial random fields, where each constituent component is a Matérn process. The model parameters are interpretable in terms of process variance, smoothness, correlation length, and colocated correlation coefficients, which can be positive or negative. Both the marginal and the cross-covariance functions are of the Matérn type. In a data example on error fields for numerical predictions of surface pressure and temperature over the North American Pacific Northwest, we compare the bivariate Matérn model to the traditional linear model of coregionalization.

Continuously indexed datasets with multiple variables have become ubiquitous in the geophysical, ecological, environmental and climate sciences, and pose substantial analysis challenges to scientists and statisticians. For many years, scientists developed models that aimed at capturing the spatial behavior for an individual process; only within the last few decades has it become commonplace to model multiple processes jointly. The key difficulty is in specifying the cross-covariance function, that is, the function responsible for the relationship between distinct variables. Indeed, these cross-covariance functions must be chosen to be consistent with marginal covariance functions in such a way that the second-order structure always yields a nonnegative definite covariance matrix. We review the main approaches to building cross-covariance models, including the linear model of coregionalization, convolution methods, the multivariate Mat\'{e}rn and nonstationary and space-time extensions of these among others. We additionally cover specialized constructions, including those designed for asymmetry, compact support and spherical domains, with a review of physics-constrained models. We illustrate select models on a bivariate regional climate model output example for temperature and pressure, along with a bivariate minimum and maximum temperature observational dataset; we compare models by likelihood value as well as via cross-validation co-kriging studies. The article closes with a discussion of unsolved problems.Comment: Published at http://dx.doi.org/10.1214/14-STS487 in the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org

[1] A daily stochastic spatiotemporal precipitation generator that yields spatially consistent gridded quantitative precipitation realizations is described. The methodology relies on a latent Gaussian process to drive precipitation occurrence and a probability integral transformed Gaussian process for intensity. At individual locations, the model reduces to a Markov chain for precipitation occurrence and a gamma distribution for precipitation intensity, allowing statistical parameters to be included in a generalized linear model framework. Statistical parameters are modeled as spatial Gaussian processes, which allows for interpolation to locations where there are no direct observations via kriging. One advantage of such a model for the statistical parameters is that stochastic generator parameters are immediately available at any location, with the ability to adapt to spatially varying precipitation characteristics. A second advantage is that parameter uncertainty, generally unavailable with deterministic interpolators, can be immediately quantified at all locations. The methodology is illustrated on two data sets, the first in Iowa and the second over the Pampas region of Argentina. In both examples, the method is able to capture the local and domain aggregated precipitation behavior fairly well at a wide range of time scales, including daily, monthly, and annually.

a b s t r a c tWe derive a class of matrix valued covariance functions where the direct and crosscovariance functions are Matérn. The parameters of the Matérn class are allowed to vary with location, yielding local variances, local ranges, local geometric anisotropies and local smoothnesses. We discuss inclusion of a nonconstant cross-correlation coefficient and a valid approximation. Estimation utilizes kernel smoothed empirical covariance matrices and a locally weighted minimum Frobenius distance that yields local parameter estimates at any location. We derive the asymptotic mean squared error of our kernel smoother and discuss the case when multiple field realizations are available. Finally, the model is illustrated on two datasets, one a synthetic bivariate one-dimensional spatial process, and the second a set of temperature and precipitation model output from a regional climate model.

• Unresolved temperature fluctuations interact with nonlinear seawater equation of state 9 to produce significant errors in large scale density • We propose two data informed, computationally efficient parameterizations to correct this error in density • The first proposed parameterization is deterministic while the second is stochastic-1-This article has been accepted for publication and undergone full peer review but has not been through the copyediting, typesetting, pagination and proofreading process which may lead to differences between this version and the Version of Record. Please cite this article as