Related papers: Sparse Pseudo-input Local Kriging for Large Spatia…
Kriging is an established methodology for predicting spatial data in geostatistics. Current kriging techniques can handle linear dependencies on spatially referenced covariates. Although splines have shown promise in capturing nonlinear…
Recent developments in engineering techniques for spatial data collection such as geographic information systems have resulted in an increasing need for methods to analyze large spatial data sets. These sorts of data sets can be found in…
Computer simulation has become the standard tool in many engineering fields for designing and optimizing systems, as well as for assessing their reliability. To cope with demanding analysis such as optimization and reliability, surrogate…
In spatial statistics, a common method for prediction over a Gaussian random field (GRF) is maximum likelihood estimation combined with kriging. For massive data sets, kriging is computationally intensive, both in terms of CPU time and…
Modern artificial intelligence has revolutionized our ability to extract rich and versatile data representations across scientific disciplines. Yet, the statistical properties of these representations remain poorly controlled, causing…
Sparse principal component analysis (SPCA) has emerged as a powerful technique for modern data analysis, providing improved interpretation of low-rank structures by identifying localized spatial structures in the data and disambiguating…
Self-supervised learning (SSL) has emerged as a powerful strategy for representation learning under limited annotation regimes, yet its effectiveness remains highly sensitive to many factors, especially the nature of the target task. In…
Stochastic kriging has been widely employed for simulation metamodeling to predict the response surface of complex simulation models. However, its use is limited to cases where the design space is low-dimensional because, in general, the…
Constructing approximations that can accurately mimic the behavior of complex models at reduced computational costs is an important aspect of uncertainty quantification. Despite their flexibility and efficiency, classical surrogate models…
Reliable uncertainty quantification at unobserved spatial locations, especially in the presence of complex and heterogeneous datasets, remains a core challenge in spatial statistics. Traditional approaches like Kriging rely heavily on…
Classical geostatistical methods face serious computational challenges if they are confronted with large sets of spatially distributed data. We present a simplified stochastic local interaction (SLI) model for computationally efficient…
We propose a new approach to represent nonparametrically the linear dependence structure of a spatio-temporal process in terms of latent common factors. Though it is formally similar to the existing reduced rank approximation methods…
In the Big Data era, with the ubiquity of geolocation sensors in particular, massive datasets exhibiting a possibly complex spatial dependence structure are becoming increasingly available. In this context, the standard probabilistic theory…
Kriging is a widely employed technique, in particular for computer experiments, in machine learning or in geostatistics. An important challenge for Kriging is the computational burden when the data set is large. This article focuses on a…
We introduce a scalable approach to Gaussian process inference that combines spatio-temporal filtering with natural gradient variational inference, resulting in a non-conjugate GP method for multivariate data that scales linearly with…
Leveraging spatial sparsity has become a popular approach to accelerate 3D computer graphics applications. Spatially sparse data structures and efficient sparse kernels (such as parallel stencil operations on active voxels), are key to…
Pseudospectral analysis is fundamental for quantifying the sensitivity and transient behavior of nonnormal matrices, yet its computational cost scales cubically with dimension, rendering it prohibitive for large-scale systems. While…
We present a pragmatic approach to the sparse identification of nonlinear dynamics for systems with discrete delays. It relies on approximating the underlying delay model with a system of ordinary differential equations via pseudospectral…
This paper presents Sparse Partitioning, a Bayesian method for identifying predictors that either individually or in combination with others affect a response variable. The method is designed for regression problems involving binary or…
This paper highlights methods from geostatistics that are relevant to the interpretation, intercomparison, and synthesis of atmospheric model data, with a specific application to exoplanet atmospheric modeling. Climate models are…