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August 13, 2026Journal of Computational and Graphical Statistics

A new framework for non-stationary spatio-temporal data fusion of multi-fidelity models

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Authors

PCPietro ColomboFSFabio SigristCMClaire Miller

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Overview

Randomized trial demonstrates enhanced predictive accuracy in environmental data fusion, indicating improved data integration methods.

Key Points

  • The aim is to create a scalable framework for integrating low-fidelity and high-fidelity data for environmental applications using Gaussian processes.
  • Developed a multi-fidelity covariance formulation for Gaussian processes.
  • Implemented a Vecchia approximation for low-fidelity and discrepancy processes.
  • Conducted extensive experiments on synthetic data and real-world wind speed data in Lombardy.
  • Vecchia-based multi-fidelity Gaussian process matches exact inference in controlled scenarios.
  • Outperformed standard single-fidelity Gaussian processes with improved predictive accuracy and correlation.
  • Effectively represented local variability in large-data environments.

Cite This Study

Colombo et al. (2026) studied this question.

synapsesocial.com/papers/6a7d76652b0e0cff3f63fab4https://doi.org/10.1080/10618600.2026.2711783
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