Search results for "statistical [methods]"
showing 10 items of 1664 documents
Active and inactive quarantine in epidemic spreading on adaptive activity-driven networks
2020
We consider an epidemic process on adaptive activity-driven temporal networks, with adaptive behaviour modelled as a change in activity and attractiveness due to infection. By using a mean-field approach, we derive an analytical estimate of the epidemic threshold for SIS and SIR epidemic models for a general adaptive strategy, which strongly depends on the correlations between activity and attractiveness in the susceptible and infected states. We focus on strong social distancing, implementing two types of quarantine inspired by recent real case studies: an active quarantine, in which the population compensates the loss of links rewiring the ineffective connections towards non-quarantining …
Transfer Learning with Convolutional Networks for Atmospheric Parameter Retrieval
2018
The Infrared Atmospheric Sounding Interferometer (IASI) on board the MetOp satellite series provides important measurements for Numerical Weather Prediction (NWP). Retrieving accurate atmospheric parameters from the raw data provided by IASI is a large challenge, but necessary in order to use the data in NWP models. Statistical models performance is compromised because of the extremely high spectral dimensionality and the high number of variables to be predicted simultaneously across the atmospheric column. All this poses a challenge for selecting and studying optimal models and processing schemes. Earlier work has shown non-linear models such as kernel methods and neural networks perform w…
Machine learning method for single trajectory characterization
2019
In order to study transport in complex environments, it is extremely important to determine the physical mechanism underlying diffusion, and precisely characterize its nature and parameters. Often, this task is strongly impacted by data consisting of trajectories with short length and limited localization precision. In this paper, we propose a machine learning method based on a random forest architecture, which is able to associate even very short trajectories to the underlying diffusion mechanism with a high accuracy. In addition, the method is able to classify the motion according to normal or anomalous diffusion, and determine its anomalous exponent with a small error. The method provide…
Graphical model inference : Sequential Monte Carlo meets deterministic approximations
2019
Approximate inference in probabilistic graphical models (PGMs) can be grouped into deterministic methods and Monte-Carlo-based methods. The former can often provide accurate and rapid inferences, but are typically associated with biases that are hard to quantify. The latter enjoy asymptotic consistency, but can suffer from high computational costs. In this paper we present a way of bridging the gap between deterministic and stochastic inference. Specifically, we suggest an efficient sequential Monte Carlo (SMC) algorithm for PGMs which can leverage the output from deterministic inference methods. While generally applicable, we show explicitly how this can be done with loopy belief propagati…
Multi-scale analysis of the European airspace using network community detection
2014
We show that the European airspace can be represented as a multi-scale traffic network whose nodes are airports, sectors, or navigation points and links are defined and weighted according to the traffic of flights between the nodes. By using a unique database of the air traffic in the European airspace, we investigate the architecture of these networks with a special emphasis on their community structure. We propose that unsupervised network community detection algorithms can be used to monitor the current use of the airspaces and improve it by guiding the design of new ones. Specifically, we compare the performance of three community detection algorithms, also by using a null model which t…
Multiscale analysis of information dynamics for linear multivariate processes.
2016
In the study of complex physical and physiological systems represented by multivariate time series, an issue of great interest is the description of the system dynamics over a range of different temporal scales. While information-theoretic approaches to the multiscale analysis of complex dynamics are being increasingly used, the theoretical properties of the applied measures are poorly understood. This study introduces for the first time a framework for the analytical computation of information dynamics for linear multivariate stochastic processes explored at different time scales. After showing that the multiscale processing of a vector autoregressive (VAR) process introduces a moving aver…
The network of global corporate control.
2011
The structure of the control network of transnational corporations affects global market competition and financial stability. So far, only small national samples were studied and there was no appropriate methodology to assess control globally. We present the first investigation of the architecture of the international ownership network, along with the computation of the control held by each global player. We find that transnational corporations form a giant bow-tie structure and that a large portion of control flows to a small tightly-knit core of financial institutions. This core can be seen as an economic “super-entity” that raises new important issues both for researchers and policy make…
Adaptive independent sticky MCMC algorithms
2018
In this work, we introduce a novel class of adaptive Monte Carlo methods, called adaptive independent sticky MCMC algorithms, for efficient sampling from a generic target probability density function (pdf). The new class of algorithms employs adaptive non-parametric proposal densities which become closer and closer to the target as the number of iterations increases. The proposal pdf is built using interpolation procedures based on a set of support points which is constructed iteratively based on previously drawn samples. The algorithm's efficiency is ensured by a test that controls the evolution of the set of support points. This extra stage controls the computational cost and the converge…
A Bayesian Multilevel Random-Effects Model for Estimating Noise in Image Sensors
2020
Sensor noise sources cause differences in the signal recorded across pixels in a single image and across multiple images. This paper presents a Bayesian approach to decomposing and characterizing the sensor noise sources involved in imaging with digital cameras. A Bayesian probabilistic model based on the (theoretical) model for noise sources in image sensing is fitted to a set of a time-series of images with different reflectance and wavelengths under controlled lighting conditions. The image sensing model is a complex model, with several interacting components dependent on reflectance and wavelength. The properties of the Bayesian approach of defining conditional dependencies among parame…
Fractional Spectral Moments for Digital Simulation of Multivariate Wind Velocity Fields
2012
In this paper, a method for the digital simulation of wind velocity fields by Fractional Spectral Moment function is proposed. It is shown that by constructing a digital filter whose coefficients are the fractional spectral moments, it is possible to simulate samples of the target process as superposition of Riesz fractional derivatives of a Gaussian white noise processes. The key of this simulation technique is the generalized Taylor expansion proposed by the authors. The method is extended to multivariate processes and practical issues on the implementation of the method are reported.