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Stochastic partial differential equations (SPDEs) describe the evolution of random processes over space and time, but their solutions are often analytically intractable and computationally expensive to estimate. In this paper, we propose…

Machine Learning · Computer Science 2025-08-12 Ísak Pétursson , María Óskarsdóttir

The linear conditional expectation (LCE) provides a best linear (or rather, affine) estimate of the conditional expectation and hence plays an important r\^ole in approximate Bayesian inference, especially the Bayes linear approach. This…

Statistics Theory · Mathematics 2021-08-26 Ilja Klebanov , Björn Sprungk , T. J. Sullivan

Over the last two decades, Electron Energy Loss Spectroscopy (EELS) imaging with a scanning transmission electron microscope (STEM) has emerged as a technique of choice for visualizing complex chemical, electronic, plasmonic, and phononic…

Traditional methods for spatial inference estimate smooth interpolating fields based on features measured at well-located points. When the spatial locations of some observations are missing, joint inference of the fields and locations is…

Estimation of stationary dependence structure parameters using only a single realisation of the spatial process, typically leads to inaccurate estimates and poorly identified parameters. A common way to handle this is to fix some of the…

Methodology · Statistics 2015-04-24 Rikke Ingebrigtsen , Finn Lindgren , Ingelin Steinsland , Sara Martino

Gaussian random field (GRF) models are widely used in spatial statistics to capture spatially correlated error. We investigate the results of replacing Gaussian processes with Laplace moving averages (LMAs) in spatial generalized linear…

Applications · Statistics 2019-07-26 Adam Walder , Ephraim M. Hanks

This paper proposes a new estimation technique for fitting parametric Gibbs point process models to a spatial point pattern dataset. The technique is a counterpart, for spatial point processes, of the variational estimators for Markov…

Statistics Theory · Mathematics 2013-07-24 Adrian Baddeley , David Dereudre

Simulation of stochastic spatially-extended systems is a challenging problem. The fundamental quantities in these models are individual entities such as molecules, cells, or animals, which move and react in a random manner. In big systems,…

Quantitative Methods · Quantitative Biology 2024-09-24 Tomás Alarcón , Natalia Briñas-Pascual , Juan Calvo , Pilar Guerrero , Daria Stepanova

Model-based geostatistical design involves the selection of locations to collect data to minimise an expected loss function over a set of all possible locations. The loss function is specified to reflect the aim of data collection, which,…

Computation · Statistics 2021-12-03 S. G. Jagath Senarathne , Werner G. Müller , James M. McGree

An algebra previously proposed as an asymptotic field structure in electrodynamics is considered in respect of localization properties of fields. Fields are 'spatially local' -- localized in regions resulting as unions of two intersecting…

High Energy Physics - Theory · Physics 2008-11-26 Andrzej Herdegen

Gaussian processes (GPs) are commonplace in spatial statistics. Although many non-stationary models have been developed, there is arguably a lack of flexibility compared to equipping each location with its own parameters. However, the…

Machine Learning · Statistics 2018-07-19 Leo L. Duan , Xia Wang , Rhonda D. Szczesniak

Climate modelers generally require meteorological information on regular grids, but monitoring stations are, in practice, sited irregularly. Thus, there is a need to produce public data records that interpolate available data to a high…

Applications · Statistics 2009-06-08 Michael L. Stein

The impact of leading collective electronic fluctuations on a free energy of a prototype 1D model for molecular systems is considered within the recently developed Fluctuating Local Field (FLF) approach. The FLF method is a non-perturbative…

Strongly Correlated Electrons · Physics 2022-01-14 Yana S. Lyakhova , Evgeny A. Stepanov , Alexey N. Rubtsov

Extreme environmental phenomena such as major precipitation events manifestly exhibit spatial dependence. Max-stable processes are a class of asymptotically-justified models that are capable of representing spatial dependence among extreme…

Applications · Statistics 2013-01-09 Brian J. Reich , Benjamin A. Shaby

Stochastic differential equations (SDEs) are established tools to model physical phenomena whose dynamics are affected by random noise. By estimating parameters of an SDE intrinsic randomness of a system around its drift can be identified…

Computation · Statistics 2012-05-03 Umberto Picchini , Susanne Ditlevsen

Many real-world processes have complex tail dependence structures that cannot be characterized using classical Gaussian processes. More flexible spatial extremes models exhibit appealing extremal dependence properties but are often…

Machine Learning · Statistics 2024-12-19 Likun Zhang , Xiaoyu Ma , Christopher K. Wikle , Raphaël Huser

We consider online prediction of a latent dynamic spatiotemporal process and estimation of the associated model parameters based on noisy data. The problem is motivated by the analysis of spatial data arriving in real-time and the current…

Computation · Statistics 2017-08-14 Evangelos Evangelou , Vasileios Maroulas

In this paper, we investigate the wave solutions of a stochastic rotating shallow water model. This approximate model provides an interesting simple description of the interplay between waves and random forcing ensuing either from the wind…

Fluid Dynamics · Physics 2023-05-02 Etienne Mémin , Long Li , Noé Lahaye , Gilles Tissot , Bertrand Chapron

The Atmospheric Radiation Measurement program is a U.S. Department of Energy project that collects meteorological observations at several locations around the world in order to study how weather processes affect global climate change. As…

Applications · Statistics 2013-12-02 Joseph Guinness , Michael L. Stein

A fluctuation relation, which is an extended form of the Jarzynski equality, is introduced and discussed. We show how to apply this relation in order to evaluate the free energy landscape of simple systems. These systems are manipulated by…

Statistical Mechanics · Physics 2007-05-23 A. Imparato , L. Peliti