Gibbs Markov random fields with continuous values based on the modified planar rotator model

Milan Žukovič and Dionissios T. Hristopulos
Phys. Rev. E 98, 062135 – Published 21 December 2018

Abstract

We introduce a Gibbs Markov random field for spatial data on Cartesian grids based on the modified planar rotator (MPR) model of statistical physics. The MPR model captures spatial correlations using nearest-neighbor interactions of continuously valued spins and does not rely on Gaussian assumptions. The only model parameter is the reduced temperature, which we estimate by means of an ergodic specific energy matching principle. We propose an efficient hybrid Monte Carlo simulation algorithm that leads to fast relaxation of the MPR model and allows vectorization. Consequently, the MPR model's computational time for inference and simulation scales approximately linearly with system size. This makes it more suitable for big data sets, such as satellite and radar images, than conventional geostatistical approaches. The performance (accuracy and computational speed) of the MPR model is validated with conditional simulation of Gaussian synthetic and non-Gaussian real data (atmospheric heat release measurements and Walker-lake DEM-based concentrations) and comparisons with standard gap-filling methods.

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  • Received 10 April 2018
  • Revised 1 October 2018

DOI:https://doi.org/10.1103/PhysRevE.98.062135

©2018 American Physical Society

Physics Subject Headings (PhySH)

Interdisciplinary PhysicsStatistical Physics & Thermodynamics

Authors & Affiliations

Milan Žukovič*

  • Institute of Physics, Faculty of Science, P. J. Šafárik University, Park Angelinum 9, 041 54 Košice, Slovakia

Dionissios T. Hristopulos

  • School of Mineral Resources Engineering, Technical University of Crete, Chania 73100, Greece

  • *milan.zukovic@upjs.sk
  • dionisi@mred.tuc.gr

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Vol. 98, Iss. 6 — December 2018

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