arXiv subjects

Mike Pereira

Publications and source records attributed to Mike Pereira.

15 recordsLinked to original sources

arXiv2026

Stochastic generator of trajectories from record data: application to the fluctuations of a glacier's frontal position from a sample of moraines

The record values theory study elements of a time series that exceed all previous observations, which are of particular interest in fields such as sports or climate science. In this paper, we propose a statistical method based on the construction of a Brownian stochastic simulator to reconstruct entire time series solely from such record values, even in a non-stationary case. We then implement a procedure, which can be compared to a Neural-Based Inference (NBI) procedure, to choose the optimal generator hyper parameters. To illustrate our method and motivate its development, we apply it to a glaciological problem. Understanding the past dynamics of glacier fronts is a major challenge to mitigate related mountain hazards, assess water resources, and evaluate contributions to sea-level rise. Field-visible indicators such as moraines provide spatio-temporal evidence of these front position evolution (refered as trajectories) and can be interpreted as the records of a non-stationary process. As a benchmark case, the two hyper parameters of our NBI approach are tuned from the well documented French alpine Glacier des Bossons. Our purely data-based approach offers new perspectives for challenging and further developing physical models of glacier dynamics and inferring the response of glaciers to climate change on centennial to millenial time scales. Beyond the glacier case, it has potential for the various problems for which record series is the sole available data.

stat.AP↗

arXiv2026

Prediction of spatio-temporal data on meshed surfaces using advection-diffusion SPDEs

The aim of this work is to propose a statistical model for spatio-temporal data on meshed surfaces based on the Stochastic Partial Differential Equation (SPDE) modeling approach. Specifically, we focus on a class of advection-diffusion SPDEs defined on smooth compact orientable closed Riemannian manifolds of dimension 2, and their discretization via a Galerkin approach. We demonstrate how this method enables the development of scalable algorithms for the simulation and prediction of Gaussian random fields that are solutions to the discretized SPDE. Additionally, we present recent developments in the inference of such models. The method is applied to a simulated spatio-temporal dataset exhibiting advective and diffusive behavior on the sphere, as well as to a real case study on aerosol optical depth in the atmosphere across the globe's surface.

stat.ME↗

arXiv2026

Uncertainty Quantification of Spline Predictors on Compact Riemannian Manifolds

To predict smooth physical phenomena from observations, spline interpolation provides an interpretable framework by minimizing an energy functional associated with the Laplacian operator. This work proposes a methodology to construct a spline predictor on a compact Riemannian manifold, while quantifying the uncertainty inherent in the classical deterministic solution. Our approach leverages the equivalence between spline interpolation and universal kriging with a specific covariance kernel. By adopting a Gaussian random field framework, we generate stochastic simulations that reflect prediction uncertainty. However, on compact manifolds, the covariance kernel depends on the generally unknown spectrum of the Laplace-Beltrami operator. To address this, we introduce a finite element approximation based on a triangulation of the manifold. This leads to the use of intrinsic Gaussian Markov Random Fields (GMRF) and allows for the incorporation of anisotropies through local modifications of the Riemannian metric. The method is validated using a temperature study on a sphere, where the operator's spectrum is known, and is further extended to a test case on a cylindrical surface.

stat.CO↗

arXiv2025

Spline Interpolation on Compact Riemannian Manifolds

Spline interpolation is a widely used class of methods for solving interpolation problems by constructing smooth interpolants that minimize a regularized energy functional involving the Laplacian operator. While many existing approaches focus on Euclidean domains or the sphere, relying on the spectral properties of the Laplacian, this work introduces a method for spline interpolation on general manifolds by exploiting its equivalence with kriging. Specifically, the proposed approach uses finite element approximations of random fields defined over the manifold, based on Gaussian Markov Random Fields and a discretization of the Laplace-Beltrami operator on a triangulated mesh. This framework enables the modeling of spatial fields with smooth variations and local anisotropies via domain deformation. The method is first validated on the sphere using both analytical test cases and a pollution-related study, and is compared to the classical spherical harmonics-based method. Additional experiments on the surface of a cylinder further illustrate the generality of the approach.

stat.CO↗

arXiv2025

Predictive posterior sampling from non-stationnary Gaussian process priors via Diffusion models with application to climate data

Bayesian models based on Gaussian processes (GPs) offer a flexible framework to predict spatially distributed variables with uncertainty. But the use of nonstationary priors, often necessary for capturing complex spatial patterns, makes sampling from the predictive posterior distribution (PPD) computationally intractable. In this paper, we propose a two-step approach based on diffusion generative models (DGMs) to mimic PPDs associated with non-stationary GP priors: we replace the GP prior by a DGM surrogate, and leverage recent advances on training-free guidance algorithms for DGMs to sample from the desired posterior distribution. We apply our approach to a rich non-stationary GP prior from which exact posterior sampling is untractable and validate that the issuing distributions are close to their GP counterpart using several statistical metrics. We also demonstrate how one can fine-tune the trained DGMs to target specific parts of the GP prior. Finally we apply the proposed approach to solve inverse problems arising in environmental sciences, thus yielding state-of-the-art predictions.

stat.ML↗

arXiv2024

Non-stationary Gaussian random fields on hypersurfaces: Sampling and strong error analysis

A flexible model for non-stationary Gaussian random fields on hypersurfaces is introduced. The class of random fields on curves and surfaces is characterized by an amplitude spectral density of a second order elliptic differential operator. Sampling is done by a Galerkin--Chebyshev approximation based on the surface finite element method and Chebyshev polynomials. Strong error bounds are shown with convergence rates depending on the smoothness of the approximated random field. Numerical experiments that confirm the convergence rates are presented.

math.NA↗

arXiv2023

Linear Lyapunov Functions for Nonlinear Compartmental Systems

This technical note examines exponential stability of the null solution to a large class of compartmental systems governed by ordinary differential equations. Sufficient conditions under which these systems admit a linear Lyapunov function are provided. The coefficients of the Lyapunov functions and the exponential decay rate they yield are obtained from an eigenvalue problem. For a special case of the system class considered, we derive an equivalence between attractivity of the null solution and the existence of a linear Lyapunov function.

eess.SY↗

arXiv2023

Mean-Square Exponential Stabilization of Mixed-Autonomy Traffic PDE System

Control of mixed-autonomy traffic where Human-driven Vehicles (HVs) and Autonomous Vehicles (AVs) coexist on the road has gained increasing attention over the recent decades. This paper addresses the boundary stabilization problem for mixed traffic on freeways. The traffic dynamics are described by uncertain coupled hyperbolic partial differential equations (PDEs) with Markov jumping parameters, which aim to address the distinctive driving strategies between AVs and HVs. Considering that the spacing policies of AVs vary in mixed traffic, the stochastic impact area of AVs is governed by a continuous Markov chain. The interactions between HVs and AVs such as overtaking or lane changing are mainly induced by impact areas. Using backstepping design, we develop a full-state feedback boundary control law to stabilize the deterministic system (nominal system). Applying Lyapunov analysis, we demonstrate that the nominal backstepping control law is able to stabilize the traffic system with Markov jumping parameters, provided the nominal parameters are sufficiently close to the stochastic ones on average. The mean-square exponential stability conditions are derived, and the results are validated by numerical simulations.

math.AP↗

arXiv2023

Geostatistics for large datasets on Riemannian manifolds: a matrix-free approach

Large or very large spatial (and spatio-temporal) datasets have become common place in many environmental and climate studies. These data are often collected in non-Euclidean spaces (such as the planet Earth) and they often present non-stationary anisotropies. This paper proposes a generic approach to model Gaussian Random Fields (GRFs) on compact Riemannian manifolds that bridges the gap between existing works on non-stationary GRFs and random fields on manifolds. This approach can be applied to any smooth compact manifolds, and in particular to any compact surface. By defining a Riemannian metric that accounts for the preferential directions of correlation, our approach yields an interpretation of the ''local anisotropies'' as resulting from ''local'' deformations of the domain. We provide scalable algorithms for the estimation of the parameters and for optimal prediction by kriging and simulation able to tackle very large grids. Stationary and non-stationary illustrations are provided.

math.ST↗

arXiv2022

Galerkin--Chebyshev approximation of Gaussian random fields on compact Riemannian manifolds

A new numerical approximation method for a class of Gaussian random fields on compact connected oriented Riemannian manifolds is introduced. This class of random fields is characterized by the Laplace--Beltrami operator on the manifold. A Galerkin approximation is combined with a polynomial approximation using Chebyshev series. This so-called Galerkin--Chebyshev approximation scheme yields efficient and generic sampling algorithms for Gaussian random fields on manifolds. Strong and weak orders of convergence for the Galerkin approximation and strong convergence orders for the Galerkin--Chebyshev approximation are shown and confirmed through numerical experiments.

math.NA↗

arXiv2021

Short-term traffic prediction using physics-aware neural networks

In this work, we propose an algorithm performing short-term predictions of the flux of vehicles on a stretch of road, using past measurements of the flux. This algorithm is based on a physics-aware recurrent neural network. A discretization of a macroscopic traffic flow model (using the so-called Traffic Reaction Model) is embedded in the architecture of the network and yields flux predictions based on estimated and predicted space-time dependent traffic parameters. These parameters are themselves obtained using a succession of LSTM ans simple recurrent neural networks. Besides, on top of the predictions, the algorithm yields a smoothing of its inputs which is also physically-constrained by the macroscopic traffic flow model. The algorithm is tested on raw flux measurements obtained from loop detectors.

cs.LG↗

arXiv2021

Parameter and density estimation from real-world traffic data: A kinetic compartmental approach

The main motivation of this work is to assess the validity of a LWR traffic flow model to model measurements obtained from trajectory data, and propose extensions of this model to improve it. A formulation for a discrete dynamical system is proposed aiming at reproducing the evolution in time of the density of vehicles along a road, as observed in the measurements. This system is formulated as a chemical reaction network where road cells are interpreted as compartments, the transfer of vehicles from one cell to the other is seen as a chemical reaction between adjacent compartment and the density of vehicles is seen as a concentration of reactant. Several degrees of flexibility on the parameters of this system, which basically consist of the reaction rates between the compartments, can be considered: a constant value or a function depending on time and/or space. Density measurements coming from trajectory data are then interpreted as observations of the states of this system at consecutive times. Optimal reaction rates for the system are then obtained by minimizing the discrepancy between the output of the system and the state measurements. This approach was tested both on simulated and real data, proved successful in recreating the complexity of traffic flows despite the assumptions on the flux-density relation.

eess.SP↗

arXiv2020

A matrix-free approach to geostatistical filtering

In this paper, we present a novel approach to geostatistical filtering which tackles two challenges encountered when applying this method to complex spatial datasets: modeling the non-stationarity of the data while still being able to work with large datasets. The approach is based on a finite element approximation of Gaussian random fields expressed as an expansion of the eigenfunctions of a Laplace--Beltrami operator defined to account for local anisotropies. The numerical approximation of the resulting random fields using a finite element approach is then leveraged to solve the scalability issue through a matrix-free approach. Finally, two cases of application of this approach, on simulated and real seismic data are presented.

stat.ME↗

arXiv2018

Finite element approximation of non-Markovian random fields

In this paper, we present finite element approximations of a class of Generalized random fields defined over a bounded domain of R d or a smooth d-dimensional Riemannian manifold (d $\ge$ 1). An explicit expression for the covariance matrix of the weights of the finite element representation of these fields is provided and an analysis of the approximation error is carried out. Finally, a method to generate simulations of these weights while limiting computational and storage costs is presented.

math.PR↗

arXiv2018

Efficient simulation of Gaussian Markov random fields by Chebyshev polynomial approximation

This paper presents an algorithm to simulate Gaussian random vectors whose precision matrix can be expressed as a polynomial of a sparse matrix. This situation arises in particular when simulating Gaussian Markov random fields obtained by the discretization by finite elements of the solutions of some stochastic partial derivative equations. The proposed algorithm uses a Chebyshev polynomial approximation to compute simulated vectors with a linear complexity. This method is asymptotically exact as the approximation order grows. Criteria based on tests of the statistical properties of the produced vectors are derived to determine minimal orders of approximation.

stat.ME↗