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Matthew LeDuc

Publications and source records attributed to Matthew LeDuc.

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An RKHS Framework for Fixed Effects in Permanental Process Models

This short work describes an extension of the permanental process model which includes fixed effects. By starting with a prior on the fixed effects coefficients we show that, in the diffuse prior limit, the intensity function of the permanental process can be found using the representer theorem and naturally decomposed into a fixed effects term and a function which is an element of a Reproducing Kernel Hilbert Space (RKHS). We show that the limiting equivalent kernel defines an RKHS whose squared norm is exactly the limiting penalty. This allows for straightforward scientific interpretation of permanental process models and the easy incorporation of domain knowledge into the estimation process.

math.ST

PoissonRatioUQ: An R package for band ratio uncertainty quantification

We introduce an R package for Bayesian modeling and uncertainty quantification for problems involving count ratios. The modeling relies on the assumption that the quantity of interest is the ratio of Poisson means rather than the ratio of counts. We provide multiple different options for retrieval of this quantity for problems with and without spatial information included. Some added capability for uncertainty quantification for problems of the form $Z=(mT+z_0)^{p}$, where $Z$ is the intensity ratio and $T$ the quantity of interest, is included.

stat.CO

Modeling Large Nonstationary Spatial Data with the Full-Scale Basis Graphical Lasso

We propose a new approach for the modeling large datasets of nonstationary spatial processes that combines a latent low rank process and a sparse covariance model. The low rank component coefficients are endowed with a flexible graphical Gaussian Markov random field model. The utilization of a low rank and compactly-supported covariance structure combines the full-scale approximation and the basis graphical lasso; we term this new approach the full-scale basis graphical lasso (FSBGL). Estimation employs a graphical lasso-penalized likelihood, which is optimized using a difference-of-convex scheme. We illustrate the proposed approach on synthetic fields as well as with a challenging high-resolution simulation dataset of the thermosphere. In a comparison against state-of-the-art spatial models, the FSBGL performs better at capturing salient features of the thermospheric temperature fields, even with limited available training data.

stat.ME

Steady Rayleigh--B\'enard convection between stress-free boundaries

Steady two-dimensional Rayleigh--B\'enard convection between stress-free isothermal boundaries is studied via numerical computations. We explore properties of steady convective rolls with aspect ratios $\pi/5\le\Gamma\le4\pi$, where $\Gamma$ is the width-to-height ratio for a pair of counter-rotating rolls, over eight orders of magnitude in the Rayleigh number, $10^3\le Ra\le10^{11}$, and four orders of magnitude in the Prandtl number, $10^{-2}\le Pr\le10^2$. At large $Ra$ where steady rolls are dynamically unstable, the computed rolls display $Ra \rightarrow \infty$ asymptotic scaling. In this regime, the Nusselt number $Nu$ that measures heat transport scales as $Ra^{1/3}$ uniformly in $Pr$. The prefactor of this scaling depends on $\Gamma$ and is largest at $\Gamma \approx 1.9$. The Reynolds number $Re$ for large-$Ra$ rolls scales as $Pr^{-1} Ra^{2/3}$ with a prefactor that is largest at $\Gamma \approx 4.5$. All of these large-$Ra$ features agree quantitatively with the semi-analytical asymptotic solutions constructed by Chini \& Cox (2009). Convergence of $Nu$ and $Re$ to their asymptotic scalings occurs more slowly when $Pr$ is larger and when $\Gamma$ is smaller.

physics.flu-dyn