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Automated sensing instruments on satellites and aircraft have enabled the collection of massive amounts of high-resolution observations of spatial fields over large spatial regions. If these datasets can be efficiently exploited, they can…

Methodology · Statistics 2015-12-08 Matthias Katzfuss

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…

Methodology · Statistics 2020-08-14 Toshihiro Hirano

Technological developments and open data policies have made large, global environmental datasets accessible to everyone. For analysing such datasets, including spatiotemporal correlations using traditional models based on Gaussian processes…

Computation · Statistics 2020-07-01 Marius Appel , Edzer Pebesma

Maximum likelihood estimation is an important statistical technique for estimating missing data, for example in climate and environmental applications, which are usually large and feature data points that are irregularly spaced. In…

Numerical Analysis · Computer Science 2019-07-25 Sameh Abdulah , Hatem Ltaief , Ying Sun , Marc G. Genton , David E. Keyes

Large spatiotemporal datasets are a challenge for conventional Bayesian models because of the cubic computational complexity of the algorithms for obtaining the Cholesky decomposition of the covariance matrix in the multivariate normal…

Computation · Statistics 2021-04-19 Luc Villandré , Jean-François Plante , Thierry Duchesne , Patrick Brown

Gaussian processes are popular and flexible models for spatial, temporal, and functional data, but they are computationally infeasible for large datasets. We discuss Gaussian-process approximations that use basis functions at multiple…

Methodology · Statistics 2020-12-22 Matthias Katzfuss , Wenlong Gong

We consider the problem of conformal prediction under covariate shift. Given labeled data from a source domain and unlabeled data from a covariate shifted target domain, we seek to construct prediction sets with valid marginal coverage in…

Machine Learning · Statistics 2025-07-02 Sunay Joshi , Shayan Kiyani , George Pappas , Edgar Dobriban , Hamed Hassani

Spatio-temporal data sets are rapidly growing in size. For example, environmental variables are measured with ever-higher resolution by increasing numbers of automated sensors mounted on satellites and aircraft. Using such data, which are…

Methodology · Statistics 2019-11-14 Marcin Jurek , Matthias Katzfuss

Modeling and inferring spatial relationships and predicting missing values of environmental data are some of the main tasks of geospatial statisticians. These routine tasks are accomplished using multivariate geospatial models and the…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-04-06 Mary Lai O. Salvaña , Sameh Abdulah , Huang Huang , Hatem Ltaief , Ying Sun , Marc G. Genton , David E. Keyes

Many applications using large datasets require efficient methods for minimizing a proximable convex function subject to satisfying a set of linear constraints within a specified tolerance. For this task, we present a proximal projection…

Optimization and Control · Mathematics 2024-12-10 Howard Heaton

Earth-observing satellite instruments obtain a massive number of observations every day. For example, tens of millions of sea surface temperature (SST) observations on a global scale are collected daily by the Moderate Resolution Imaging…

Applications · Statistics 2021-11-29 Huang Huang , Lewis R. Blake , Matthias Katzfuss , Dorit M. Hammerling

Policy evaluation with linear function approximation is an important problem in reinforcement learning. When facing high-dimensional feature spaces, such a problem becomes extremely hard considering the computation efficiency and quality of…

Machine Learning · Computer Science 2018-05-28 Haifang Li , Yingce Xia , Wensheng Zhang

Applications in machine learning and data mining require computing pairwise Lp distances in a data matrix A. For massive high-dimensional data, computing all pairwise distances of A can be infeasible. In fact, even storing A or all pairwise…

Machine Learning · Computer Science 2008-12-18 Ping Li

Approximate linear programming (ALP) is an efficient approach to solving large factored Markov decision processes (MDPs). The main idea of the method is to approximate the optimal value function by a set of basis functions and optimize…

Artificial Intelligence · Computer Science 2012-06-18 Branislav Kveton , Milos Hauskrecht

Datasets in the fields of climate and environment are often very large and irregularly spaced. To model such datasets, the widely used Gaussian process models in spatial statis- tics face tremendous challenges due to the prohibitive…

Methodology · Statistics 2016-05-31 Huang Huang , Ying Sun

Analyzing high-dimensional data presents challenges due to the "curse of dimensionality'', making computations intensive. Dimension reduction techniques, categorized as linear or non-linear, simplify such data. Non-linear methods are…

Machine Learning · Statistics 2025-04-15 Praveen T. W. Hettige , Benjamin W. Ong

In health-pollution cohort studies, accurate predictions of pollutant concentrations at new locations are needed, since the locations of fixed monitoring sites and study participants are often spatially misaligned. For multi-pollution data,…

Applications · Statistics 2022-01-24 Phuong T. Vu , Adam A. Szpiro , Noah Simon

The multi-resolution approximation (MRA) of Gaussian processes was recently proposed to conduct likelihood-based inference for massive spatial data sets. An advantage of the methodology is that it can be parallelized. We implemented the MRA…

Computation · Statistics 2019-05-07 Huang Huang , Lewis R. Blake , Dorit M. Hammerling

Dimensionality reduction techniques play important roles in the analysis of big data. Traditional dimensionality reduction approaches, such as principal component analysis (PCA) and linear discriminant analysis (LDA), have been studied…

Machine Learning · Computer Science 2018-05-31 Haozhe Xie , Jie Li , Hanqing Xue

Random Projection (RP) technique has been widely applied in many scenarios because it can reduce high-dimensional features into low-dimensional space within short time and meet the need of real-time analysis of massive data. There is an…

Machine Learning · Computer Science 2017-06-20 Haozhe Xie , Jie Li , Qiaosheng Zhang , Yadong Wang
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