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James V. Zidek

Publications and source records attributed to James V. Zidek.

At least 19 recordsLinked to original sources
arXiv2026

Highly Multivariate Large-scale Spatial Stochastic Processes -- A Cross-Markov Random Field Approach

Key challenges in the analysis of highly multivariate large-scale spatial stochastic processes, where both the number of components (p) and spatial locations (n) can be large, include achieving maximal sparsity in the joint precision matrix, ensuring efficient computational cost for its generation, accommodating asymmetric cross-covariance in the joint covariance matrix, and delivering scientific interpretability. We propose a cross-MRF model class, consisting of a mixed spatial graphical model framework and cross-MRF theory, to collectively address these challenges in one unified framework across two modelling stages. The first stage exploits scientifically informed conditional independence (CI) among p component fields and allows for a step-wise parallel generation of joint covariance and precision matrix, enabling a simultaneous accommodation of asymmetric cross-covariance in joint covariance matrix and sparsity in joint precision matrix. The second stage extends the first-stage CI to doubly CI among both p and n and unearths the cross-MRF via an extended Hammersley-Clifford theorem for multivariate spatial stochastic processes. This results in the sparsest possible representation of the joint precision matrix and ensures its lowest generation complexity. We demonstrate with 1D simulated comparative studies and 2D real-world data.

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arXiv2025

Composite empirical likelihood for multisample clustered data

In many applications, data cluster. Failing to take the cluster structure into consideration generally leads to underestimated variances of point estimators and inflated type I errors in hypothesis tests. Many circumstance-dependent approaches have been developed to handle clustered data. A working covariance matrix may be used in generalized estimating equations. One may throw out the cluster structure and use only the cluster means, or explicitly model the cluster structure. Our interest is the case where multiple samples of clustered data are collected, and the population quantiles are particularly important. We develop a composite empirical likelihood for clustered data under a density ratio model. This approach avoids parametric assumptions on the population distributions or the cluster structure. It efficiently utilizes the common features of the multiple populations and the exchangeability of the cluster members. We also develop a cluster-based bootstrap method to provide valid variance estimation and to control the type I errors. We examine the performance of the proposed method through simulation experiments and illustrate its usage via a real-world example.

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arXiv2023

On the Stochasticity of Reanalysis Outputs of 4D-Var

This work is motivated by the ECMWF CAMS reanalysis data, a valuable resource for researchers in environmental-related areas, as they contain the most updated atmospheric composition information on a global scale. Unlike observational data obtained from monitoring equipment, such reanalysis data are produced by computers via a 4D-Var data assimilation mechanism, thus their stochastic property remains largely unclear. Such lack of knowledge in turn limits their utility scope and hinders them from wider and more flexible statistical usages, especially spatio-temporal modelling except for uncertainty quantification and data fusion. Therefore, this paper studies the stochastic property of these reanalysis outputs data. We used measure theory and proved the tangible existence of spatial and temporal stochasticity associated with these reanalysis data and revealed that they are essentially realisations from digitised versions of real-world hidden spatial and/or temporal stochastic processes. This means we can treat the reanalysis outputs data the same as observational data in practice and thus ensures more flexible spatio-temporal stochastic methodologies apply to them. We also objectively analysed different types of errors in the reanalysis data and deciphered their mutual dependence/independence, which together give clear and definite guidance on the modelling of error terms. The results of this study also serve as a solid stepping stone for spatio-temporal modellers and environmental AI researchers to embark on their research directly with these reanalysis outputs data using stochastic models.

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arXiv2023

Knots and their effect on the tensile strength of lumber: a case study

When assessing the strength of sawn lumber for use in engineering applications, the sizes and locations of knots are an important consideration. Knots are the most common visual characteristics of lumber, that result from the growth of tree branches. Large individual knots, as well as clusters of distinct knots, are known to have strength-reducing effects. However, industry grading rules that govern knots are informed by subjective judgment to some extent, particularly the spatial interaction of knots and their relationship with lumber strength. This case study reports the results of an experiment that investigated and modelled the strength-reducing effects of knots on a sample of Douglas Fir lumber. Experimental data were obtained by taking scans of lumber surfaces and applying tensile strength testing. The modelling approach presented incorporates all relevant knot information in a Bayesian framework, thereby contributing a more refined way of managing the quality of manufactured lumber.

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arXiv2021

Dimensional Analysis in Statistical Modelling

Building on recent work in statistical science, the paper presents a theory for modelling natural phenomena that unifies physical and statistical paradigms based on the underlying principle that a model must be nondimensionalizable. After all, such phenomena cannot depend on how the experimenter chooses to assess them. Yet the model itself must be comprised of quantities that can be determined theoretically or empirically. Hence, the underlying principle requires that the model represents these natural processes correctly no matter what scales and units of measurement are selected. This goal was realized for physical modelling through the celebrated theories of Buckingham and Bridgman and for statistical modellers through the invariance principle of Hunt and Stein. Building on recent research in statistical science, the paper shows how the latter can embrace and extend the former. The invariance principle is extended to encompass the Bayesian paradigm, thereby enabling an assessment of model uncertainty. The paper covers topics not ordinarily seen in statistical science regarding dimensions, scales, and units of quantities in statistical modelling. It shows the special difficulties that can arise when models involve transcendental functions, such as the logarithm which is used e.g. in likelihood analysis and is a singularity in the family of Box-Cox family of transformations. Further, it demonstrates the importance of the scale of measurement, in particular how differently modellers must handle ratio- and interval-scales

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arXiv2020

Ellipse Detection and Localization with Applications to Knots in Sawn Lumber Images

While general object detection has seen tremendous progress, localization of elliptical objects has received little attention in the literature. Our motivating application is the detection of knots in sawn timber images, which is an important problem since the number and types of knots are visual characteristics that adversely affect the quality of sawn timber. We demonstrate how models can be tailored to the elliptical shape and thereby improve on general purpose detectors; more generally, elliptical defects are common in industrial production, such as enclosed air bubbles when casting glass or plastic. In this paper, we adapt the Faster R-CNN with its Region Proposal Network (RPN) to model elliptical objects with a Gaussian function, and extend the existing Gaussian Proposal Network (GPN) architecture by adding the region-of-interest pooling and regression branches, as well as using the Wasserstein distance as the loss function to predict the precise locations of elliptical objects. Our proposed method has promising results on the lumber knot dataset: knots are detected with an average intersection over union of 73.05%, compared to 63.63% for general purpose detectors. Specific to the lumber application, we also propose an algorithm to correct any misalignment in the raw timber images during scanning, and contribute the first open-source lumber knot dataset by labeling the elliptical knots in the preprocessed images.

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arXiv2020

Approximately Optimal Spatial Design: How Good is it?

The increasing recognition of the association between adverse human health conditions and many environmental substances as well as processes has led to the need to monitor them. An important problem that arises in environmental statistics is the design of the locations of the monitoring stations for those environmental processes of interest. One particular design criterion for monitoring networks that tries to reduce the uncertainty about predictions of unseen processes is called the maximum-entropy design. However, this design criterion involves a hard optimization problem that is computationally intractable for large data sets. Previous work of Wang et al. (2017) examined a probabilistic model that can be implemented efficiently to approximate the underlying optimization problem. In this paper, we attempt to establish statistically sound tools for assessing the quality of the approximations.

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arXiv2019

Data integration for high-resolution, continental-scale estimation of air pollution concentrations

Air pollution constitutes the highest environmental risk factor in relation to heath. In order to provide the evidence required for health impact analyses, to inform policy and to develop potential mitigation strategies comprehensive information is required on the state of air pollution. Information on air pollution traditionally comes from ground monitoring (GM) networks but these may not be able to provide sufficient coverage and may need to be supplemented with information from other sources (e.g. chemical transport models; CTMs). However, these may only be available on grids and may not capture micro-scale features that may be important in assessing air quality in areas of high population. We develop a model that allows calibration between multiple data sources available at different levels of support by allowing the coefficients of calibration equations to vary over space and time, enabling downscaling where the data is sufficient to support it. The model is used to produce high-resolution (1km $\times$ 1km) estimates of NO$_2$ and PM$_{2.5}$ across Western Europe for 2010-2016. Concentrations of both pollutants are decreasing during this period, however there remain large populations exposed to levels exceeding the WHO Air Quality Guidelines and thus air pollution remains a serious threat to health.

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arXiv2019

Approximately Optimal Subset Selection for Statistical Design and Modelling

We study the problem of optimal subset selection from a set of correlated random variables. In particular, we consider the associated combinatorial optimization problem of maximizing the determinant of a symmetric positive definite matrix that characterizes the chosen subset. This problem arises in many domains, such as experimental designs, regression modeling, and environmental statistics. We establish an efficient polynomial-time algorithm using Determinantal Point Process for approximating the optimal solution to the problem. We demonstrate the advantages of our methods by presenting computational results for both synthetic and real data sets.

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arXiv2019

A general theory for preferential sampling in environmental networks

This paper presents a general model framework for detecting the preferential sampling of environmental monitors recording an environmental process across space and/or time. This is achieved by considering the joint distribution of an environmental process with a site--selection process that considers where and when sites are placed to measure the process. The environmental process may be spatial, temporal or spatio--temporal in nature. By sharing random effects between the two processes, the joint model is able to establish whether site placement was stochastically dependent of the environmental process under study. The embedding into a spatio--temporal framework also allows for the modelling of the dynamic site---selection process itself. Real--world factors affecting both the size and location of the network can be easily modelled and quantified. Depending upon the choice of population of locations to consider for selection across space and time under the site--selection process, different insights about the precise nature of preferential sampling can be obtained. The general framework developed in the paper is designed to be easily and quickly fit using the R-INLA package. We apply this framework to a case study involving particulate air pollution over the UK where a major reduction in the size of a monitoring network through time occurred. It is demonstrated that a significant response--biased reduction in the air quality monitoring network occurred. We also show that the network was consistently unrepresentative of the levels of particulate matter seen across much of GB throughout the operating life of the network. Finally we show that this may have led to a severe over-reporting of the population--average exposure levels experienced across GB. This could have great impacts on estimates of the health effects of black smoke levels.

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arXiv2017

Sequential Decision Model for Inference and Prediction on Non-Uniform Hypergraphs with Application to Knot Matching from Computational Forestry

In this paper, we consider the knot matching problem arising in computational forestry. The knot matching problem is an important problem that needs to be solved to advance the state of the art in automatic strength prediction of lumber. We show that this problem can be formulated as a quadripartite matching problem and develop a sequential decision model that admits efficient parameter estimation along with a sequential Monte Carlo sampler on graph matching that can be utilized for rapid sampling of graph matching. We demonstrate the effectiveness of our methods on 30 manually annotated boards and present findings from various simulation studies to provide further evidence supporting the efficacy of our methods.

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arXiv2017

The duration of load effect in lumber as stochastic degradation

This paper proposes a gamma process for modelling the damage that accumulates over time in the lumber used in structural engineering applications when stress is applied. The model separates the stochastic processes representing features internal to the piece of lumber on the one hand, from those representing external forces due to applied dead and live loads. The model applies those external forces through a time-varying population level function designed for time-varying loads. The application of this type of model, which is standard in reliability analysis, is novel in this context, which has been dominated by accumulated damage models (ADMs) over more than half a century. The proposed model is compared with one of the traditional ADMs. Our statistical results based on a Bayesian analysis of experimental data highlight the limitations of using accelerated testing data to assess long-term reliability, as seen in the wide posterior intervals. This suggests the need for more comprehensive testing in future applications, or to encode appropriate expert knowledge in the priors used for Bayesian analysis.

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arXiv2017

Dimensional and statistical foundations for accumulated damage models

This paper develops a framework for creating damage accumulation models for engineered wood products by invoking the classical theory of non--dimensionalization. The result is a general class of such models. Both the US and Canadian damage accumulation models are revisited. It is shown how the former may be generalized within that framework while deficiencies are discovered in the latter and overcome. Use of modern Bayesian statistical methods for estimating the parameters in these models is proposed along with an illustrative application of these methods to a ramp load dataset.

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arXiv2017

Bayesian analysis of accumulated damage models in lumber reliability

Wood products that are subjected to sustained stress over a period of long duration may weaken, and this effect must be considered in models for the long-term reliability of lumber. The damage accumulation approach has been widely used for this purpose to set engineering standards. In this article, we revisit an accumulated damage model and propose a Bayesian framework for analysis. For parameter estimation and uncertainty quantification, we adopt approximation Bayesian computation (ABC) techniques to handle the complexities of the model. We demonstrate the effectiveness of our approach using both simulated and real data, and apply our fitted model to analyze long-term lumber reliability under a stochastic live loading scenario.

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arXiv2016

Data Integration Model for Air Quality: A Hierarchical Approach to the Global Estimation of Exposures to Ambient Air Pollution

Air pollution is a major risk factor for global health, with both ambient and household air pollution contributing substantial components of the overall global disease burden. One of the key drivers of adverse health effects is fine particulate matter ambient pollution (PM$_{2.5}$) to which an estimated 3 million deaths can be attributed annually. The primary source of information for estimating exposures has been measurements from ground monitoring networks but, although coverage is increasing, there remain regions in which monitoring is limited. Ground monitoring data therefore needs to be supplemented with information from other sources, such as satellite retrievals of aerosol optical depth and chemical transport models. A hierarchical modelling approach for integrating data from multiple sources is proposed allowing spatially-varying relationships between ground measurements and other factors that estimate air quality. Set within a Bayesian framework, the resulting Data Integration Model for Air Quality (DIMAQ) is used to estimate exposures, together with associated measures of uncertainty, on a high resolution grid covering the entire world. Bayesian analysis on this scale can be computationally challenging and here approximate Bayesian inference is performed using Integrated Nested Laplace Approximations. Model selection and assessment is performed by cross-validation with the final model offering substantial increases in predictive accuracy, particularly in regions where there is sparse ground monitoring, when compared to current approaches: root mean square error (RMSE) reduced from 17.1 to 10.7, and population weighted RMSE from 23.1 to 12.1 $μ$gm$^{-3}$. Based on summaries of the posterior distributions for each grid cell, it is estimated that 92% of the world's population reside in areas exceeding the World Health Organization's Air Quality Guidelines.

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arXiv2016

Spatio-temporal Modelling of Temperature Fields in the Pacific Northwest

The importance of modelling temperature fields goes beyond the need to understand a region's climate and serves too as a starting point for understanding their socioeconomic, and health consequences. The topography of the study region contributes much to the complexity of modelling these fields and demands flexible spatio-temporal models that are able to handle nonstationarity and changes in trend. In this paper, we develop a flexible stochastic spatio-temporal model for daily temperatures in the Pacific Northwest, and describe a methodology for performing Bayesian spatial prediction. A novel aspect of this model, an extension of the spatio-temporal model proposed in Le and Zidek (1992), is its incorporation of site-specific features of a spatio-temporal field in its spatio-temporal mean. Due to the often surprising Pacific Northwestern weather, the analysis reported in the paper shows the need to incorporate spatio-temporal interactions in that mean in order to understand the rapid changes in temperature observed in nearby locations and to get approximately stationary residuals for higher level analysis. No structure is assumed for the spatial covariance matrix of these residuals, thus allowing the model to capture any nonstationary spatial structures remaining in those residuals.

stat.AP↗
arXiv2015

Hypothesis testing in the presence of multiple samples under density ratio models

This paper presents a hypothesis testing method given independent samples from a number of connected populations. The method is motivated by a forestry project for monitoring change in the strength of lumber. Traditional practice has been built upon nonparametric methods which ignore the fact that these populations are connected. By pooling the information in multiple samples through a density ratio model, the proposed empirical likelihood method leads to a more efficient inference and therefore reduces the cost in applications. The new test has a classical chi-square null limiting distribution. Its power function is obtained under a class of local alternatives. The local power is found increased even when some underlying populations are unrelated to the hypothesis of interest. Simulation studies confirm that this test has better power properties than potential competitors, and is robust to model misspecification. An application example to lumber strength is included.

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