Fiches de cours

Spatial statistics

MATH-425

Enseignant(s) :

Ginsbourger David

Langue:

English

Summary

In this course we will focus on stochastic approaches for modelling phenomena taking place in multivariate spaces. Our main focus will be on random field models and on statistical methods for model-based spatial statistics.

Content

In this course we will focus on stochastic approaches for modelling phenomena taking place in multivariate spaces. Our main focus will be on random field models and on statistical methods for model-based spatial statistics. Starting from generalities on random fields, we will subsequently cover topics in spatial interpolation, analysis and simulation of random field paths, model selection and parameter inference, as well as experimental design. Potential additional topics include point pattern analysis and multiple-point statistics simulation. A tentative schedule follows:

 

 

Keywords

Random fields 

Kriging

Positive definite kernels

Conditional simulation

Experimental Design

Learning Prerequisites

Important concepts to start the course

Linear Algebra

Basics in probability and statistics 

Hilbert spaces

Notions of programming (Illustrations and computer labs in R along the semester; possible use of other languages to be discussed with the lecturer)

Assessment methods

Combined continuous and final assessment 

The nature of the final exam (oral or written) will be decided based on the number of students. 

"Dans le cas de l'art. 3 al. 5 du Règlement de section, l'enseignant décide de la forme de l'examen qu'il communique aux étudiants concernés."

Dans les plans d'études

Semaine de référence

 LuMaMeJeVe
8-9     
9-10     
10-11   MAA112 
11-12    
12-13     
13-14    MAA112
14-15    
15-16     
16-17     
17-18     
18-19     
19-20     
20-21     
21-22     
 
      Cours
      Exercice, TP
      Projet, autre

légende

  • Semestre d'automne
  • Session d'hiver
  • Semestre de printemps
  • Session d'été
  • Cours en français
  • Cours en anglais
  • Cours en allemand