Functional principal component analysis of spatially correlated data

This paper focuses on the analysis of spatially correlated functional data. We propose a parametric model for spatial correlation and the between-curve correlation is modeled by correlating functional principal component scores of the functional data. Additionally, in the sparse observation framework, we propose a novel approach of spatial principal analysis by conditional expectation to explicitly estimate spatial correlations and reconstruct individual curves. Assuming spatial stationarity, empirical spatial correlations are calculated as the ratio of eigenvalues of the smoothed covariance surface Cov (Xi(s),Xi(t))(Xi(s),Xi(t)) and cross-covariance surface Cov (Xi(s),Xj(t))(Xi(s),Xj(t)) at locations indexed by i and j. Then a anisotropy Matérn spatial correlation model is fitted to empirical correlations. Finally, principal component scores are estimated to reconstruct the sparsely observed curves. This framework can naturally accommodate arbitrary covariance structures, but there is an enormous reduction in computation if one can assume the separability of temporal and spatial components. We demonstrate the consistency of our estimates and propose hypothesis tests to examine the separability as well as the isotropy effect of spatial correlation. Using simulation studies, we show that these methods have some clear advantages over existing methods of curve reconstruction and estimation of model parameters

GeoSPM: Geostatistical parametric mapping for medicine

The characteristics and determinants of health and disease are often organised in space, reflecting our spatially extended nature. Understanding the influence of such factors requires models capable of capturing spatial relations. Though a mature discipline, spatial analysis is comparatively rare in medicine, arguably a consequence of the complexity of the domain and the inclemency of the data regimes that govern it. Drawing on statistical parametric mapping, a framework for topological inference well-established in the realm of neuroimaging, we propose and validate a novel approach to the spatial analysis of diverse clinical data - GeoSPM - based on differential geometry and random field theory. We evaluate GeoSPM across an extensive array of synthetic simulations encompassing diverse spatial relationships, sampling, and corruption by noise, and demonstrate its application on large-scale data from UK Biobank. GeoSPM is transparently interpretable, can be implemented with ease by non-specialists, enables flexible modelling of complex spatial relations, exhibits robustness to noise and under-sampling, offers well-founded criteria of statistical significance, and is through computational efficiency readily scalable to large datasets. We provide a complete, open-source software implementation of GeoSPM, and suggest that its adoption could catalyse the wider use of spatial analysis across the many aspects of medicine that urgently demand it

GeoSPM: Geostatistical parametric mapping for medicine

The characteristics and determinants of health and disease are often organised in space, reflecting our spatially extended nature. Understanding the influence of such factors requires models capable of capturing spatial relations. Though a mature discipline, spatial analysis is comparatively rare in medicine, arguably a consequence of the complexity of the domain and the inclemency of the data regimes that govern it. Drawing on statistical parametric mapping, a framework for topological inference well-established in the realm of neuroimaging, we propose and validate a novel approach to the spatial analysis of diverse clinical data - GeoSPM - based on differential geometry and random field theory. We evaluate GeoSPM across an extensive array of synthetic simulations encompassing diverse spatial relationships, sampling, and corruption by noise, and demonstrate its application on large-scale data from UK Biobank. GeoSPM is transparently interpretable, can be implemented with ease by non-specialists, enables flexible modelling of complex spatial relations, exhibits robustness to noise and under-sampling, offers well-founded criteria of statistical significance, and is through computational efficiency readily scalable to large datasets. We provide a complete, open-source software implementation of GeoSPM, and suggest that its adoption could catalyse the wider use of spatial analysis across the many aspects of medicine that urgently demand it.Comment: 29 pages, 22 figure

Deformation analysis using B-spline surface with correlated terrestrial laser scanner observations-a bridge under load

The choice of an appropriate metric is mandatory to perform deformation analysis between two point clouds (PC)-the distance has to be trustworthy and, simultaneously, robust against measurement noise, which may be correlated and heteroscedastic. The Hausdorff distance (HD) or its averaged derivation (AHD) are widely used to compute local distances between two PC and are implemented in nearly all commercial software. Unfortunately, they are affected by measurement noise, particularly when correlations are present. In this contribution, we focus on terrestrial laser scanner (TLS) observations and assess the impact of neglecting correlations on the distance computation when a mathematical approximation is performed. The results of the simulations are extended to real observations from a bridge under load. Highly accurate laser tracker (LT) measurements were available for this experiment: they allow the comparison of the HD and AHD between two raw PC or between their mathematical approximations regarding reference values. Based on these results, we determine which distance is better suited in the case of heteroscedastic and correlated TLS observations for local deformation analysis. Finally, we set up a novel bootstrap testing procedure for this distance when the PC are approximated with B-spline surfaces

From Profile to Surface Monitoring: SPC for Cylindrical Surfaces Via Gaussian Processes

Quality of machined products is often related to the shapes of surfaces that are constrained by geometric tolerances. In this case, statistical quality monitoring should be used to quickly detect unwanted deviations from the nominal pattern. The majority of the literature has focused on statistical profile monitoring, while there is little research on surface monitoring. This paper faces the challenging task of moving from profile to surface monitoring. To this aim, different parametric approaches and control-charting procedures are presented and compared with reference to a real case study dealing with cylindrical surfaces obtained by lathe turning. In particular, a novel method presented in this paper consists of modeling the manufactured surface via Gaussian processes models and monitoring the deviations of the actual surface from the target pattern estimated in phase I. Regardless of the specific case study in this paper, the proposed approach is general and can be extended to deal with different kinds of surfaces or profiles

How to account for temporal correlations with a diagonal correlation model in a nonlinear functional model : A plane fitting with simulated and real TLS measurements

To avoid computational burden, diagonal variance covariance matrices (VCM) are preferred to describe the stochasticity of terrestrial laser scanner (TLS) measurements. This simplification neglects correlations and affects least-squares (LS) estimates that are trustworthy with minimal variance, if the correct stochastic model is used. When a linearization of the LS functional model is performed, a bias of the parameters to be estimated and their dispersions occur, which can be investigated using a second-order Taylor expansion. Both the computation of the second-order solution and the account for correlations are linked to computational burden. In this contribution, we study the impact of an enhanced stochastic model on that bias to weight the corresponding benefits against the improvements. To that aim, we model the temporal correlations of TLS measurements using the Matérn covariance function, combined with an intensity model for the variance. We study further how the scanning configuration influences the solution. Because neglecting correlations may be tempting to avoid VCM inversions and multiplications, we quantify the impact of such a reduction and propose an innovative yet simple way to account for correlations with a “diagonal VCM.” Originally developed for GPS measurements and linear LS, this model is extended and validated for TLS range and called the diagonal correlation model (DCM). © 2020, The Author(s)

Models and Methods for Random Fields in Spatial Statistics with Computational Efficiency from Markov Properties

The focus of this work is on the development of new random field models and methods suitable for the analysis of large environmental data sets. A large part is devoted to a number of extensions to the newly proposed Stochastic Partial Differential Equation (SPDE) approach for representing Gaussian fields using Gaussian Markov Random Fields (GMRFs). The method is based on that Gaussian Matérn field can be viewed as solutions to a certain SPDE, and is useful for large spatial problems where traditional methods are too computationally intensive to use. A variation of the method using wavelet basis functions is proposed and using a simulation-based study, the wavelet approximations are compared with two of the most popular methods for efficient approximations of Gaussian fields. A new class of spatial models, including the Gaussian Matérn fields and a wide family of fields with oscillating covariance functions, is also constructed using nested SPDEs. The SPDE method is extended to this model class and it is shown that all desirable properties are preserved, such as computational efficiency, applicability to data on general smooth manifolds, and simple non-stationary extensions. Finally, the SPDE method is extended to a larger class of non-Gaussian random fields with Matérn covariance functions, including certain Laplace Moving Average (LMA) models. In particular it is shown how the SPDE formulation can be used to obtain an efficient simulation method and an accurate parameter estimation technique for a LMA model. A method for estimating spatially dependent temporal trends is also developed. The method is based on using a space-varying regression model, accounting for spatial dependency in the data, and it is used to analyze temporal trends in vegetation data from the African Sahel in order to find regions that have experienced significant changes in the vegetation cover over the studied time period. The problem of estimating such regions is investigated further in the final part of the thesis where a method for estimating excursion sets, and the related problem of finding uncertainty regions for contour curves, for latent Gaussian fields is proposed. The method is based on using a parametric family for the excursion sets in combination with Integrated Nested Laplace Approximations (INLA) and an importance sampling-based algorithm for estimating joint probabilities

Model-based geostatistics: some issues in modelling and model diagnostics

Spatial modelling is examined in a model-based geostatistical context using the Gaussian linear mixed model in a likelihood framework. Complex spatial models developed provide practitioners with a practical and best-practice guide for spatial analysis. Adequate modelling theory and matrix algebra are provided to ground the methods demonstrated. A multivariate model over two time points and three-dimensional space is developed which is novel to the field of soil science. Soil organic carbon measurements at three soil depths and two time points from a cropping field with four soil classes are used. The spatial process is assessed for second-order stationarity and anisotropic correlation. Univariate spatial modelling is used to inform bivariate spatial modelling of pre- and post-harvest soil organic carbon at each soil depth. Bivariate modelling is extended to the multivariate level, where both time points and the three soil depths are incorporated in a single model to pool maximum information. A common correlation structure is tested and is supported for the response variable at each of the six time-depth combinations. Separable correlation structures are used for computational efficiency. The difficulty of estimating nugget effects suggests a sub-optimal sampling design. Preferred fitted models are all isotropic. Equations for predictions and the variance of prediction errors are extended from well-known results and maps of predicted values and variance of prediction errors are produced and show close correspondence with observed values. Finally, univariate models for spatially referenced seed counts from small sampling plots are examined within a Gaussian framework using Box-Cox transformations. The discrete nature of the data, small sample size and computational problems hamper model fitting. Anisotropy is examined using a variogram envelope diagnostic technique. ASReml-R software is shown to be a powerful analytical tool for spatial processes

Model-based geostatistics: some issues in modelling and model diagnostics

Spatial modelling is examined in a model-based geostatistical context using the Gaussian linear mixed model in a likelihood framework. Complex spatial models developed provide practitioners with a practical and best-practice guide for spatial analysis. Adequate modelling theory and matrix algebra are provided to ground the methods demonstrated. A multivariate model over two time points and three-dimensional space is developed which is novel to the field of soil science. Soil organic carbon measurements at three soil depths and two time points from a cropping field with four soil classes are used. The spatial process is assessed for second-order stationarity and anisotropic correlation. Univariate spatial modelling is used to inform bivariate spatial modelling of pre- and post-harvest soil organic carbon at each soil depth. Bivariate modelling is extended to the multivariate level, where both time points and the three soil depths are incorporated in a single model to pool maximum information. A common correlation structure is tested and is supported for the response variable at each of the six time-depth combinations. Separable correlation structures are used for computational efficiency. The difficulty of estimating nugget effects suggests a sub-optimal sampling design. Preferred fitted models are all isotropic. Equations for predictions and the variance of prediction errors are extended from well-known results and maps of predicted values and variance of prediction errors are produced and show close correspondence with observed values. Finally, univariate models for spatially referenced seed counts from small sampling plots are examined within a Gaussian framework using Box-Cox transformations. The discrete nature of the data, small sample size and computational problems hamper model fitting. Anisotropy is examined using a variogram envelope diagnostic technique. ASReml-R software is shown to be a powerful analytical tool for spatial processes