- Ανάπτυξη καινοτόμων μεθόδων για χωροχρονικά δεδομένα (Σπαρτιάτικα τυχαία πεδία, εκτίμηση ανισοτροπίας, υπολογιστικά ταχείες μέθοδοι χωρικής παρεμβολής και προσομοίωση)
- Ανανακατασκευή χωρικών δεδομένων σε δορυφορικές εικόνες, δεσμευμένη προσομοίωση χωροχρονικών εικόνων βάσει μερικής πληροφορίας.
- Εφαρμογές κινητικής θεωρίας (στατιστική φυσική) σε προβλήματα διάχυσης.
- Ανάπτυξη μεθοδολογίας Γκαουσσιανών ανελίξεων για μεγάλα δεδομένα βάσει στατιστικής θεωρίας πεδίων
- Ανάλυση πολύπλοκων βιοιατρικών σημάτων (εγκεφαλογραφήματα, χρονοσειρές fMRI)
- Εφαρμογές ανάλυσης χρονοσειρών (κλιματικές και υδρολογικές χρονοσειρές, κατανομή χρόνων αναμονής σεισμικών ακολουθιών)
Boltzmann-Gibbs random fields are defined in terms of the exponential expression exp(-H), where H is a suitably defined energy functional of the field states x(s). This paper presents a new Boltzmann-Gibbs model which features local interactions in the energy functional. The interactions are embodied in a spatial coupling function which uses smoothed kernel-function approximations of spatial derivatives inspired from the theory of smoothed particle hydrodynamics. A specific model for the interactions based on a second-degree polynomial of the Laplace operator is studied. An explicit, mesh-free expression of the spatial coupling function (precision function) is derived for the case of the squared exponential (Gaussian) smoothing kernel. This coupling function allows the model to seamlessly extend from discrete data vectors to continuum fields. Connections with Gaussian Markov random fields and the Matérn field with ν=1 are established.
Modeling and forecasting spatiotemporal patterns of precipitation is crucial for managing water resources and mitigating water-related hazards. Globally valid spatiotemporal models of precipitation are not available. This is due to the intermittent nature, non-Gaussian distribution, and complex geographical dependence of precipitation processes. Herein we propose a data-driven model of precipitation amount which employs a novel, data-driven (non-parametric) implementation of warped Gaussian processes. We investigate the proposed warped Gaussian process regression (wGPR) using (i) a synthetic test function contaminated with non-Gaussian noise and (ii) a reanalysis dataset of monthly precipitation from the Mediterranean island of Crete. Cross-validation analysis is used to establish the advantages of non-parametric warping for the interpolation of incomplete data. We conclude that wGPR equipped with the proposed data-driven warping provides enhanced flexibility and—at least for the cases studied– improved predictive accuracy for non-Gaussian data
This letter focuses on open challenges in the fields of environmental data analysis and ecological complex systems. It highlights relations between research problems in stochastic population dynamics, machine learning and big data research, and statistical physics. Recent and current developments in statistical modeling of spatiotemporal data and in population dynamics are briefly reviewed. The presentation emphasizes stochastic fluctuations, including their statistical representation, data-based estimation, prediction, and impact on the physics of the underlying systems. Guided by the common thread of stochasticity, a deeper and improved understanding of environmental processes and ecosystems can be achieved by forging stronger interdisciplinary connections between statistical physics, spatiotemporal data modeling, and ecology.
Classical geostatistical methods face serious computational challenges if they are confronted with large spatial datasets. The stochastic local interaction (SLI) approach does not require matrix inversion for parameter estimation, spatial prediction, and uncertainty estimation. This leads to better scaling of computational complexity and storage requirements with data size than standard (i.e., without size-reducing modifications) kriging. This contribution presents a simplified SLI model that can handle large data. The SLI method constructs a spatial interaction matrix (precision matrix) that adjusts with minimal user input to the data values, their locations, and sampling density variations. The precision matrix involves compact kernel functions which permit the use of sparse matrix methods. It is proved that the precision matrix of the proposed SLI model is strictly positive definite. In addition, parameter estimation based on likelihood maximization is formulated, and computationally relevant properties of the likelihood function are studied. The interpolation performance of the SLI method is investigated and compared with ordinary kriging using (i) synthetic non-Gaussian data and (ii) coal thickness measurements from approximately 11,500 drill holes (Campbell County, Wyoming, USA).
A great variety of complex physical, natural and artificial systems are governed by statistical distributions, which often follow a standard exponential function in the bulk, while their tail obeys the Pareto power law. The recently introduced κκ-statistics framework predicts distribution functions with this feature. A growing number of applications in different fields of investigation are beginning to prove the relevance and effectiveness of κκ-statistics in fitting empirical data. In this paper, we use κκ-statistics to formulate a statistical approach for epidemiological analysis. We validate the theoretical results by fitting the derived κκ-Weibull distributions with data from the plague pandemic of 1417 in Florence as well as data from the COVID-19 pandemic in China over the entire cycle that concludes in April 16, 2020. As further validation of the proposed approach we present a more systematic analysis of COVID-19 data from countries such as Germany, Italy, Spain and United Kingdom, obtaining very good agreement between theoretical predictions and empirical observations. For these countries we also study the entire first cycle of the pandemic which extends until the end of July 2020. The fact that both the data of the Florence plague and those of the Covid-19 pandemic are successfully described by the same theoretical model, even though the two events are caused by different diseases and they are separated by more than 600 years, is evidence that the κκ-Weibull model has universal features.
The application of geostatistical and machine learning methods based on Gaussian processes to big space–time data is beset by the requirement for storing and numerically inverting large and dense covariance matrices. Computationally efficient representations of space–time correlations can be constructed using local models of conditional dependence which can reduce the computational load. We formulate a stochastic local interaction model for regular and scattered space–time data that incorporates interactions within controlled space–time neighborhoods. The strength of the interaction and the size of the neighborhood are defined by means of kernel functions and adaptive local bandwidths. Compactly supported kernels lead to finite-size local neighborhoods and consequently to sparse precision matrices that admit explicit expression. Hence, the stochastic local interaction model’s requirements for storage are modest and the costly covariance matrix inversion is not needed. We also derive a semi-explicit prediction equation and express the conditional variance of the prediction in terms of the diagonal of the precision matrix. For data on regular space–time lattices, the stochastic local interaction model is equivalent to a Gaussian Markov Random Field.