相关论文: Regularized estimation for highly multivariate log…

The accurate computation of the covariance matrix of fitted model parameters is a somewhat neglected task in Statistics. Algorithms are given for computing accurate covariance matrices derived from computing the Hessian matrix by numerical…

Gaussian processes (GPs) are a class of Kernel methods that have shown to be very useful in geoscience and remote sensing applications for parameter retrieval, model inversion, and emulation. They are widely used because they are simple,…

We propose to use deep learning to estimate parameters in statistical models when standard likelihood estimation methods are computationally infeasible. We show how to estimate parameters from max-stable processes, where inference is…

This paper introduces one new multivariate volatility model that can accommodate an appropriately defined network structure based on low-frequency and high-frequency data. The model reduces the number of unknown parameters and the…

Gaussian processes (GPs) are pervasive in functional data analysis, machine learning, and spatial statistics for modeling complex dependencies. Modern scientific data sets are typically heterogeneous and often contain multiple known…

Gaussian process hyperparameter optimization requires linear solves with, and log-determinants of, large kernel matrices. Iterative numerical techniques are becoming popular to scale to larger datasets, relying on the conjugate gradient…

Multi-model ensemble analysis integrates information from multiple climate models into a unified projection. However, existing integration approaches based on model averaging can dilute fine-scale spatial information and incur bias from…

We introduce a class of spatial stochastic processes in the max-domain of attraction of familiar max-stable processes. The new class is based on Cox processes and comprises models with short range dependence. We show that statistical…

Detecting rare events, those defined to give rise to high impact but have a low probability of occurring, is a challenge in a number of domains including meteorological, environmental, financial and economic. The use of machine learning to…

Covariance matrix estimation is a fundamental statistical task in many applications, but the sample covariance matrix is sub-optimal when the sample size is comparable to or less than the number of features. Such high-dimensional settings…

Gaussian processes (GPs) have been proven to be powerful tools in various areas of machine learning. However, there are very few applications of GPs in the scenario of multi-view learning. In this paper, we present a new GP model for…

In many applications it is desirable to infer coarse-grained models from observational data. The observed process often corresponds only to a few selected degrees of freedom of a high-dimensional dynamical system with multiple time scales.…

This paper develops methodology that provides a toolbox for routinely fitting complex models to realistic spatial point pattern data. We consider models that are based on log-Gaussian Cox processes and include local interaction in these by…

Complex computer codes are often too time expensive to be directly used to perform uncertainty propagation studies, global sensitivity analysis or to solve optimization problems. A well known and widely used method to circumvent this…

Complex computer codes or models can often be run in a hierarchy of different levels of complexity ranging from the very basic to the sophisticated. The top levels in this hierarchy are typically expensive to run, which limits the number of…

Modern high-dimensional point process data, especially those from neuroscience experiments, often involve observations from multiple conditions and/or experiments. Networks of interactions corresponding to these conditions are expected to…

This paper presents a new model called infinite mixtures of multivariate Gaussian processes, which can be used to learn vector-valued functions and applied to multitask learning. As an extension of the single multivariate Gaussian process,…

We present ExaGeoStat, a high performance framework for geospatial statistics in climate and environment modeling. In contrast to simulation based on partial differential equations derived from first-principles modeling, ExaGeoStat employs…

We consider the problem of estimating the parameters of the covariance function of a Gaussian process by cross-validation. We suggest using new cross-validation criteria derived from the literature of scoring rules. We also provide an…

Parameter retrieval and model inversion are key problems in remote sensing and Earth observation. Currently, different approximations exist: a direct, yet costly, inversion of radiative transfer models (RTMs); the statistical inversion with…