Geostatistics Tróia '92


Book Description

The contributions in this book were presented at the Fourth International Geostatistics Congress held in Tróia, Portugal, in September 1992. They provide a comprehensive account of the current state of the art of geostatistics, including recent theoretical developments and new applications. In particular, readers will find descriptions and applications of the more recent methods of stochastic simulation together with data integration techniques applied to the modelling of hydrocabon reservoirs. In other fields there are stationary and non-stationary geostatistical applications to geology, climatology, pollution control, soil science, hydrology and human sciences. The papers also provide an insight into new trends in geostatistics particularly the increasing interaction with many other scientific disciplines. This book is a significant reference work for practitioners of geostatistics both in academia and industry.




Gaussian Processes for Machine Learning


Book Description

A comprehensive and self-contained introduction to Gaussian processes, which provide a principled, practical, probabilistic approach to learning in kernel machines. Gaussian processes (GPs) provide a principled, practical, probabilistic approach to learning in kernel machines. GPs have received increased attention in the machine-learning community over the past decade, and this book provides a long-needed systematic and unified treatment of theoretical and practical aspects of GPs in machine learning. The treatment is comprehensive and self-contained, targeted at researchers and students in machine learning and applied statistics. The book deals with the supervised-learning problem for both regression and classification, and includes detailed algorithms. A wide variety of covariance (kernel) functions are presented and their properties discussed. Model selection is discussed both from a Bayesian and a classical perspective. Many connections to other well-known techniques from machine learning and statistics are discussed, including support-vector machines, neural networks, splines, regularization networks, relevance vector machines and others. Theoretical issues including learning curves and the PAC-Bayesian framework are treated, and several approximation methods for learning with large datasets are discussed. The book contains illustrative examples and exercises, and code and datasets are available on the Web. Appendixes provide mathematical background and a discussion of Gaussian Markov processes.




Gaussian Markov Random Fields


Book Description

Gaussian Markov Random Field (GMRF) models are most widely used in spatial statistics - a very active area of research in which few up-to-date reference works are available. This is the first book on the subject that provides a unified framework of GMRFs with particular emphasis on the computational aspects. This book includes extensive case-studie




The Geometry of Random Fields


Book Description

An important treatment of the geometric properties of sets generated by random fields, including a comprehensive treatment of the mathematical basics of random fields in general. It is a standard reference for all researchers with an interest in random fields, whether they be theoreticians or come from applied areas.




Level Sets and Extrema of Random Processes and Fields


Book Description

A timely and comprehensive treatment of random field theory with applications across diverse areas of study Level Sets and Extrema of Random Processes and Fields discusses how to understand the properties of the level sets of paths as well as how to compute the probability distribution of its extremal values, which are two general classes of problems that arise in the study of random processes and fields and in related applications. This book provides a unified and accessible approach to these two topics and their relationship to classical theory and Gaussian processes and fields, and the most modern research findings are also discussed. The authors begin with an introduction to the basic concepts of stochastic processes, including a modern review of Gaussian fields and their classical inequalities. Subsequent chapters are devoted to Rice formulas, regularity properties, and recent results on the tails of the distribution of the maximum. Finally, applications of random fields to various areas of mathematics are provided, specifically to systems of random equations and condition numbers of random matrices. Throughout the book, applications are illustrated from various areas of study such as statistics, genomics, and oceanography while other results are relevant to econometrics, engineering, and mathematical physics. The presented material is reinforced by end-of-chapter exercises that range in varying degrees of difficulty. Most fundamental topics are addressed in the book, and an extensive, up-to-date bibliography directs readers to existing literature for further study. Level Sets and Extrema of Random Processes and Fields is an excellent book for courses on probability theory, spatial statistics, Gaussian fields, and probabilistic methods in real computation at the upper-undergraduate and graduate levels. It is also a valuable reference for professionals in mathematics and applied fields such as statistics, engineering, econometrics, mathematical physics, and biology.




Random Fields and Geometry


Book Description

This monograph is devoted to a completely new approach to geometric problems arising in the study of random fields. The groundbreaking material in Part III, for which the background is carefully prepared in Parts I and II, is of both theoretical and practical importance, and striking in the way in which problems arising in geometry and probability are beautifully intertwined. "Random Fields and Geometry" will be useful for probabilists and statisticians, and for theoretical and applied mathematicians who wish to learn about new relationships between geometry and probability. It will be helpful for graduate students in a classroom setting, or for self-study. Finally, this text will serve as a basic reference for all those interested in the companion volume of the applications of the theory.




Cosmological Physics


Book Description

A comprehensive and authoritative introduction to contemporary cosmology for advanced undergraduate and graduate students.




Random Fields


Book Description

Random variation is a fact of life that provides substance to a wide range of problems in the sciences, engineering, and economics. There is a growing need in diverse disciplines to model complex patterns of variation and interdependence using random fields, as both deterministic treatment and conventional statistics are often insufficient. An ideal random field model will capture key features of complex random phenomena in terms of a minimum number of physically meaningful and experimentally accessible parameters. This volume, a revised and expanded edition of an acclaimed book first published by the M I T Press, offers a synthesis of methods to describe and analyze and, where appropriate, predict and control random fields. There is much new material, covering both theory and applications, notably on a class of probability distributions derived from quantum mechanics, relevant to stochastic modeling in fields such as cosmology, biology and system reliability, and on discrete-unit or agent-based random processes.Random Fields is self-contained and unified in presentation. The first edition was found, in a review in EOS (American Geophysical Union) to be ?both technically interesting and a pleasure to read ? the presentation is clear and the book should be useful to almost anyone who uses random processes to solve problems in engineering or science ? and (there is) continued emphasis on describing the mathematics in physical terms.?




Random Fields for Spatial Data Modeling


Book Description

This book provides an inter-disciplinary introduction to the theory of random fields and its applications. Spatial models and spatial data analysis are integral parts of many scientific and engineering disciplines. Random fields provide a general theoretical framework for the development of spatial models and their applications in data analysis. The contents of the book include topics from classical statistics and random field theory (regression models, Gaussian random fields, stationarity, correlation functions) spatial statistics (variogram estimation, model inference, kriging-based prediction) and statistical physics (fractals, Ising model, simulated annealing, maximum entropy, functional integral representations, perturbation and variational methods). The book also explores links between random fields, Gaussian processes and neural networks used in machine learning. Connections with applied mathematics are highlighted by means of models based on stochastic partial differential equations. An interlude on autoregressive time series provides useful lower-dimensional analogies and a connection with the classical linear harmonic oscillator. Other chapters focus on non-Gaussian random fields and stochastic simulation methods. The book also presents results based on the author’s research on Spartan random fields that were inspired by statistical field theories originating in physics. The equivalence of the one-dimensional Spartan random field model with the classical, linear, damped harmonic oscillator driven by white noise is highlighted. Ideas with potentially significant computational gains for the processing of big spatial data are presented and discussed. The final chapter concludes with a description of the Karhunen-Loève expansion of the Spartan model. The book will appeal to engineers, physicists, and geoscientists whose research involves spatial models or spatial data analysis. Anyone with background in probability and statistics can read at least parts of the book. Some chapters will be easier to understand by readers familiar with differential equations and Fourier transforms.




Disease Mapping


Book Description

Disease Mapping: From Foundations to Multidimensional Modeling guides the reader from the basics of disease mapping to the most advanced topics in this field. A multidimensional framework is offered that makes possible the joint modeling of several risks patterns corresponding to combinations of several factors, including age group, time period, disease, etc. Although theory will be covered, the applied component will be equally as important with lots of practical examples offered. Features: Discusses the very latest developments on multivariate and multidimensional mapping. Gives a single state-of-the-art framework that unifies most of the previously proposed disease mapping approaches. Balances epidemiological and statistical points-of-view. Requires no previous knowledge of disease mapping. Includes practical sessions at the end of each chapter with WinBUGs/INLA and real world datasets. Supplies R code for the examples in the book so that they can be reproduced by the reader. About the Authors: Miguel A. Martinez Beneito has spent his whole career working as a statistician for public health services, first at the epidemiology unit of the Valencia (Spain) regional health administration and later as a researcher at the public health division of FISABIO, a regional bio-sanitary research center. He has been also the Bayesian Hierarchical Models professor for several seasons at the University of Valencia Biostatics Master. Paloma Botella Rocamora has spent most of her professional career in academia although she now works as a statistician for the epidemiology unit of the Valencia regional health administration. Most of her research has been devoted to developing and applying disease mapping models to real data, although her work as a statistician in an epidemiology unit makes her develop and apply statistical methods to health data, in general.