Related papers: Statistical Modeling for Spatio-Temporal Data from…
The Mat\'ern covariance model is ubiquitous in spatial modelling, but there is no default choice for spatio-temporal modelling. In this paper, we consider the recently proposed ``diffusion-based'' extension of the spatial Mat\'ern…
We formulate theoretical modeling approaches and develop practical computational simulation methods for investigating the non-equilibrium statistical mechanics of fluid interfaces with passive and active immersed particles. Our approaches…
Multivariate spatially-oriented data sets are prevalent in the environmental and physical sciences. Scientists seek to jointly model multiple variables, each indexed by a spatial location, to capture any underlying spatial association for…
Long-term forecasting of multivariate urban data poses a significant challenge due to the complex spatiotemporal dependencies inherent in such datasets. This paper presents DST, a novel multivariate time-series forecasting model that…
We provide a novel approach to model space-time random fields where the temporal argument is decomposed into two parts. The former captures the linear argument, which is related, for instance, to the annual evolution of the field. The…
When very small particles are suspended in a fluid in motion, they tend to follow the flow. How such tracer particles are mixed, transported, and dispersed by turbulent flow has been successfully described by statistical models. Heavy…
Extracting coherent patterns is one of the standard approaches towards understanding spatio-temporal data. Dynamic mode decomposition (DMD) is a powerful tool for extracting coherent patterns, but the original DMD and most of its variants…
As the hunt for an Earth-like exoplanets has intensified in recent years, so has the effort to characterise and model the stellar signals that can hide or mimic small planetary signals. Stellar variability arises from a number of sources,…
A class of physics-informed spatio-temporal models has recently been proposed for modeling spatio-temporal processes governed by advection-diffusion equations. The central idea is to approximate the process by a truncated Fourier series and…
Time series generation focuses on modeling the underlying data distribution and resampling to produce authentic time series data. Key components, such as trend and seasonality, drive temporal fluctuations, yet many existing approaches fail…
We study the estimation of time-homogeneous drift functions in multivariate stochastic differential equations with known diffusion coefficient, from multiple trajectories observed at high frequency over a fixed time horizon. We formulate…
This paper establishes a quantitative, uniform-in-time diffusion approximation for the joint law of a broad class of fully coupled multiscale stochastic systems. We derive a precise characterization of the limiting joint distribution as a…
Convection is ubiquitous in stellar and planetary interiors where it likely plays an integral role in the generation of magnetic fields. As the interiors of these objects remain hidden from direct observation, numerical models of convection…
This paper is concerned with the numerical solution of porous-media flow and transport problems , i. e. heterogeneous, advection-diffusion problems. Its aim is to investigate numerical schemes for these problems in which different time…
In this paper, we investigate stochastic heat equation with sublinear diffusion coefficients. By assuming certain concavity of the diffusion coefficient, we establish non-trivial moment upper bounds and almost sure spatial asymptotic…
Spatiotemporal flows of neural activity, such as traveling waves, have been observed throughout the brain since the earliest recordings; yet there is still little consensus on their functional role. Recent experiments and models have linked…
Diffusion tensor imaging provides important information on tissue structure and orientation of fiber tracts in brain white matter in vivo. It results in diffusion tensors, which are $3\times3$ symmetric positive definite (SPD) matrices,…
Score-based generative modelling (SGM) has proven to be a very effective method for modelling densities on finite-dimensional spaces. In this work we propose to extend this methodology to learn generative models over functional spaces. To…
Carbon capture and storage (CCS) plays a crucial role in mitigating greenhouse gas emissions, particularly from industrial outputs. Using seismic monitoring can aid in an accurate and robust monitoring system to ensure the effectiveness of…
This work is motivated by the ECMWF CAMS reanalysis data, a valuable resource for researchers in environmental-related areas, as they contain the most updated atmospheric composition information on a global scale. Unlike observational data…