Related papers: Some recent developments in statistics for spatial…
interpretable, and well understood models that are routinely employed even though, as is revealed through prior and posterior predictive checks, these can poorly characterise the spatial heterogeneity in the underlying process of interest.…
This paper studies hypothesis testing and parameter estimation in the context of the divide and conquer algorithm. In a unified likelihood based framework, we propose new test statistics and point estimators obtained by aggregating various…
A new class of stochastic processes called independent and periodically identically distributed (i.p.i.d.) processes is defined to capture periodically varying statistical behavior. Algorithms are proposed to detect changes in such i.p.i.d.…
Gradient descent methods and especially their stochastic variants have become highly popular in the last decade due to their efficiency on big data optimization problems. In this thesis we present the development of data sampling strategies…
Randomized algorithms, such as randomized sketching or stochastic optimization, are a promising approach to ease the computational burden in analyzing large datasets. However, randomized algorithms also produce non-deterministic outputs,…
The recent development of compressed sensing has led to spectacular advances in the understanding of sparse linear estimation problems as well as in algorithms to solve them. It has also triggered a new wave of developments in the related…
We discuss the practice of directly or indirectly assuming a model for the number of points when modelling spatial point patterns even though it is rarely possible to validate such a model in practice since most point pattern data consist…
With continued advances in Geographic Information Systems and related computational technologies, statisticians are often required to analyze very large spatial datasets. This has generated substantial interest over the last decade, already…
We consider a time series model involving a fractional stochastic component, whose integration order can lie in the stationary/invertible or nonstationary regions and be unknown, and an additive deterministic component consisting of a…
Predictions and forecasts of machine learning models should take the form of probability distributions, aiming to increase the quantity of information communicated to end users. Although applications of probabilistic prediction and…
In modern spatial statistics, the structure of data that is collected has become more heterogeneous. Depending on the type of spatial data, different modeling strategies for spatial data are used. For example, a kriging approach for…
We introduce a statistical physics inspired supervised machine learning algorithm for classification and regression problems. The method is based on the invariances or stability of predicted results when known data is represented as…
The study of random graphs and networks had an explosive development in the last couple of decades. Meanwhile, techniques for the statistical analysis of sequences of networks were less developed. In this paper we focus on networks…
Large sectors of the recent optimization literature focused in the last decade on the development of optimal stochastic first order schemes for constrained convex models under progressively relaxed assumptions. Stochastic proximal point is…
Nonequilibrium statistical mechanics exhibit a variety of complex phenomena far from equilibrium. It inherits challenges of equilibrium, including accurately describing the joint distribution of a large number of configurations, and also…
The past century has seen a steady increase in the need of estimating and predicting complex systems and making (possibly critical) decisions with limited information. Although computers have made possible the numerical evaluation of…
Due to spatial dependence -- often characterized as complex and non-linear -- model misspecification is a prevalent and critical issue in spatial data analysis and prediction. As the data, and thus model performance, is heterogeneous,…
Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…
In this paper, we describe a representation for spatial information, called the stochastic map, and associated procedures for building it, reading information from it, and revising it incrementally as new information is obtained. The map…
In this talk we go over several new developments regarding the techniques for a large class of non-hermitian matrix models with unitary randomness (complex random numbers). In particular, we discuss: (a) - A diagrammatic approach based on a…