Advanced geostatistical and machine-learning models for spatial data analysis of radioactively contaminated regions

Radioactive soil-contamination mapping and risk assessment is a vital issue for decision makers. Traditional approaches for mapping the spatial concentration of radionuclides employ various regression-based models, which usually provide a single-value prediction realization accompanied (in some cases) by estimation error. Such approaches do not provide the capability for rigorous uncertainty quantification or probabilistic mapping. Machine learning is a recent and fast-developing approach based on learning patterns and information from data. Artificial neural networks for prediction mapping have been especially powerful in combination with spatial statistics. A data-driven approach provides the opportunity to integrate additional relevant information about spatial phenomena into a prediction model for more accurate spatial estimates and associated uncertainty. Machine-learning algorithms can also be used for a wider spectrum of problems than before: classification, probability density estimation, and so forth. Stochastic simulations are used to model spatial variability and uncertainty. Unlike regression models, they provide multiple realizations of a particular spatial pattern that allow uncertainty and risk quantification. This paper reviews the most recent methods of spatial data analysis, prediction, and risk mapping, based on machine learning and stochastic simulations in comparison with more traditional regression models. The radioactive fallout from the Chernobyl Nuclear Power Plant accident is used to illustrate the application of the models for prediction and classification problems. This fallout is a unique case study that provides the challenging task of analyzing huge amounts of data ('hard' direct measurements, as well as supplementary information and expert estimates) and solving particular decision-oriented problems.

Stochastic delay equations with non-negativity constraints driven by fractional Brownian motion

In this note we prove an existence and uniqueness result for the solution of multidimensional stochastic delay differential equations with normal reflection. The equations are driven by a fractional Brownian motion with Hurst parameter H > 1/2. The stochastic integral with respect to the fractional Brownian motion is a pathwise Riemann¿Stieltjes integral.

Criteria for hitting probabilities with applications to systems of stochastic wave equations

We develop several results on hitting probabilities of random fields which highlight the role of the dimension of the parameter space. This yields upper and lower bounds in terms of Hausdorff measure and Bessel-Riesz capacity, respectively. We apply these results to a system of stochastic wave equations in spatial dimension k >- 1 driven by a d-dimensional spatially homogeneous additive Gaussian noise that is white in time and colored in space.

Stochastic differential equations with random coefficients

In this paper we establish the existence and uniqueness of a solution for different types of stochastic differential equation with random initial conditions and random coefficients. The stochastic integral is interpreted as a generalized Stratonovich integral, and the techniques used to derive these results are mainly based on the path properties of the Brownian motion, and the definition of the Stratonovich integral.

Large deviations for stochastic Volterra equations

This paper is devoted to prove a large-deviation principle for solutions to multidimensional stochastic Volterra equations.

Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter H 1/2

We consider the Cauchy problem for a stochastic delay differential equation driven by a fractional Brownian motion with Hurst parameter H>¿. We prove an existence and uniqueness result for this problem, when the coefficients are sufficiently regular. Furthermore, if the diffusion coefficient is bounded away from zero and the coefficients are smooth functions with bounded derivatives of all orders, we prove that the law of the solution admits a smooth density with respect to Lebesgue measure on R.

Kernel-based Mapping of Meteorological Fields in Complex Orography

Due to the advances in sensor networks and remote sensing technologies, the acquisition and storage rates of meteorological and climatological data increases every day and ask for novel and efficient processing algorithms. A fundamental problem of data analysis and modeling is the spatial prediction of meteorological variables in complex orography, which serves among others to extended climatological analyses, for the assimilation of data into numerical weather prediction models, for preparing inputs to hydrological models and for real time monitoring and short-term forecasting of weather.In this thesis, a new framework for spatial estimation is proposed by taking advantage of a class of algorithms emerging from the statistical learning theory. Nonparametric kernel-based methods for nonlinear data classification, regression and target detection, known as support vector machines (SVM), are adapted for mapping of meteorological variables in complex orography.With the advent of high resolution digital elevation models, the field of spatial prediction met new horizons. In fact, by exploiting image processing tools along with physical heuristics, an incredible number of terrain features which account for the topographic conditions at multiple spatial scales can be extracted. Such features are highly relevant for the mapping of meteorological variables because they control a considerable part of the spatial variability of meteorological fields in the complex Alpine orography. For instance, patterns of orographic rainfall, wind speed and cold air pools are known to be correlated with particular terrain forms, e.g. convex/concave surfaces and upwind sides of mountain slopes.Kernel-based methods are employed to learn the nonlinear statistical dependence which links the multidimensional space of geographical and topographic explanatory variables to the variable of interest, that is the wind speed as measured at the weather stations or the occurrence of orographic rainfall patterns as extracted from sequences of radar images. Compared to low dimensional models integrating only the geographical coordinates, the proposed framework opens a way to regionalize meteorological variables which are multidimensional in nature and rarely show spatial auto-correlation in the original space making the use of classical geostatistics tangled.The challenges which are explored during the thesis are manifolds. First, the complexity of models is optimized to impose appropriate smoothness properties and reduce the impact of noisy measurements. Secondly, a multiple kernel extension of SVM is considered to select the multiscale features which explain most of the spatial variability of wind speed. Then, SVM target detection methods are implemented to describe the orographic conditions which cause persistent and stationary rainfall patterns. Finally, the optimal splitting of the data is studied to estimate realistic performances and confidence intervals characterizing the uncertainty of predictions.The resulting maps of average wind speeds find applications within renewable resources assessment and opens a route to decrease the temporal scale of analysis to meet hydrological requirements. Furthermore, the maps depicting the susceptibility to orographic rainfall enhancement can be used to improve current radar-based quantitative precipitation estimation and forecasting systems and to generate stochastic ensembles of precipitation fields conditioned upon the orography.

On the tractability of the piecewise-linear approximation for general discrete-choice network revenue management

The choice network revenue management (RM) model incorporates customer purchase behavioras customers purchasing products with certain probabilities that are a function of the offeredassortment of products, and is the appropriate model for airline and hotel network revenuemanagement, dynamic sales of bundles, and dynamic assortment optimization. The underlyingstochastic dynamic program is intractable and even its certainty-equivalence approximation, inthe form of a linear program called Choice Deterministic Linear Program (CDLP) is difficultto solve in most cases. The separation problem for CDLP is NP-complete for MNL with justtwo segments when their consideration sets overlap; the affine approximation of the dynamicprogram is NP-complete for even a single-segment MNL. This is in contrast to the independentclass(perfect-segmentation) case where even the piecewise-linear approximation has been shownto be tractable. In this paper we investigate the piecewise-linear approximation for network RMunder a general discrete-choice model of demand. We show that the gap between the CDLP andthe piecewise-linear bounds is within a factor of at most 2. We then show that the piecewiselinearapproximation is polynomially-time solvable for a fixed consideration set size, bringing itinto the realm of tractability for small consideration sets; small consideration sets are a reasonablemodeling tradeoff in many practical applications. Our solution relies on showing that forany discrete-choice model the separation problem for the linear program of the piecewise-linearapproximation can be solved exactly by a Lagrangian relaxation. We give modeling extensionsand show by numerical experiments the improvements from using piecewise-linear approximationfunctions.

Validity of the acoustic approximation in full-waveform seismic crosshole tomography

Acoustic waveform inversions are an increasingly popular tool for extracting subsurface information from seismic data. They are computationally much more efficient than elastic inversions. Naturally, an inherent disadvantage is that any elastic effects present in the recorded data are ignored in acoustic inversions. We investigate the extent to which elastic effects influence seismic crosshole data. Our numerical modeling studies reveal that in the presence of high contrast interfaces, at which P-to-S conversions occur, elastic effects can dominate the seismic sections, even for experiments involving pressure sources and pressure receivers. Comparisons of waveform inversion results using a purely acoustic algorithm on synthetic data that is either acoustic or elastic, show that subsurface models comprising small low-to-medium contrast (?30%) structures can be successfully resolved in the acoustic approximation. However, in the presence of extended high-contrast anomalous bodies, P-to-S-conversions may substantially degrade the quality of the tomographic images. In particular, extended low-velocity zones are difficult to image. Likewise, relatively small low-velocity features are unresolved, even when advanced a priori information is included. One option for mitigating elastic effects is data windowing, which suppresses later arriving seismic arrivals, such as shear waves. Our tests of this approach found it to be inappropriate because elastic effects are also included in earlier arriving wavetrains. Furthermore, data windowing removes later arriving P-wave phases that may provide critical constraints on the tomograms. Finally, we investigated the extent to which acoustic inversions of elastic data are useful for time-lapse analyses of high contrast engineered structures, for which accurate reconstruction of the subsurface structure is not as critical as imaging differential changes between sequential experiments. Based on a realistic scenario for monitoring a radioactive waste repository, we demonstrated that acoustic inversions of elastic data yield substantial distortions of the tomograms and also unreliable information on trends in the velocity changes.

Coherency and sharpness measures by using ICA algorithms. An investigation for Alzheimer’s disease discrimination

In this paper, we present a comprehensive study of different Independent Component Analysis (ICA) algorithms for the calculation of coherency and sharpness of electroencephalogram (EEG) signals, in order to investigate the possibility of early detection of Alzheimer’s disease (AD). We found that ICA algorithms can help in the artifact rejection and noise reduction, improving the discriminative property of features in high frequency bands (specially in high alpha and beta ranges). In addition to different ICA algorithms, the optimum number of selected components is investigated, in order to help decision processes for future works.

Investigation of ICA algorithms for feature extraction of EEG signals in discrimination of Alzheimer disease

In this paper we present a quantitative comparisons of different independent component analysis (ICA) algorithms in order to investigate their potential use in preprocessing (such as noise reduction and feature extraction) the electroencephalogram (EEG) data for early detection of Alzhemier disease (AD) or discrimination between AD (or mild cognitive impairment, MCI) and age-match control subjects.