A perspective on gaussian processes for earth observation

Earth observation (EO) by airborne and satellite remote sensing and in-situ observations play a fundamental role in monitoring our planet. In the last decade, machine learning and Gaussian processes (GPs) in particular has attained outstanding results in the estimation of bio-geo-physical variables from the acquired images at local and global scales in a time-resolved manner. GPs provide not only accurate estimates but also principled uncertainty estimates for the predictions, can easily accommodate multimodal data coming from different sensors and from multitemporal acquisitions, allow the introduction of physical knowledge, and a formal treatment of uncertainty quantification and error propagation. Despite great advances in forward and inverse modelling, GP models still have to face important challenges that are revised in this perspective paper. GP models should evolve towards data-driven physics-aware models that respect signal characteristics, be consistent with elementary laws of physics, and move from pure regression to observational causal inference.Comment: 1 figur

Mandelbrot's 1/f fractional renewal models of 1963-67: The non-ergodic missing link between change points and long range dependence

The problem of 1/f noise has been with us for about a century. Because it is so often framed in Fourier spectral language, the most famous solutions have tended to be the stationary long range dependent (LRD) models such as Mandelbrot's fractional Gaussian noise. In view of the increasing importance to physics of non-ergodic fractional renewal models, I present preliminary results of my research into the history of Mandelbrot's very little known work in that area from 1963-67. I speculate about how the lack of awareness of this work in the physics and statistics communities may have affected the development of complexity science, and I discuss the differences between the Hurst effect, 1/f noise and LRD, concepts which are often treated as equivalent.Comment: 11 pages. Corrected and improved version of a manuscript submitted to ITISE 2016 meeting in Granada, Spai

Inferring the intensity of Poisson processes at the limit of the detector sensitivity (with a case study on gravitational wave burst search)

We consider the issue of reporting the result of search experiment in the most unbiased and efficient way, i.e. in a way which allows an easy interpretation and combination of results and which do not depend on whether the experimenters believe or not to having found the searched-for effect. Since this work uses the language of Bayesian theory, to which most physicists are not used, we find that it could be useful to practitioners to have in a single paper a simple presentation of Bayesian inference, together with an example of application of it in search of rare processes.Comment: 36 pages, 11 figures, Latex files using cernart.cls (included). This paper and related work are also available at http://www-zeus.roma1.infn.it/~agostini/prob+stat.htm

A brief history of long memory: Hurst, Mandelbrot and the road to ARFIMA

Long memory plays an important role in many fields by determining the behaviour and predictability of systems; for instance, climate, hydrology, finance, networks and DNA sequencing. In particular, it is important to test if a process is exhibiting long memory since that impacts the accuracy and confidence with which one may predict future events on the basis of a small amount of historical data. A major force in the development and study of long memory was the late Benoit B. Mandelbrot. Here we discuss the original motivation of the development of long memory and Mandelbrot's influence on this fascinating field. We will also elucidate the sometimes contrasting approaches to long memory in different scientific communitiesComment: 40 page

Proceedings of the 2011 New York Workshop on Computer, Earth and Space Science

The purpose of the New York Workshop on Computer, Earth and Space Sciences is to bring together the New York area's finest Astronomers, Statisticians, Computer Scientists, Space and Earth Scientists to explore potential synergies between their respective fields. The 2011 edition (CESS2011) was a great success, and we would like to thank all of the presenters and participants for attending. This year was also special as it included authors from the upcoming book titled "Advances in Machine Learning and Data Mining for Astronomy". Over two days, the latest advanced techniques used to analyze the vast amounts of information now available for the understanding of our universe and our planet were presented. These proceedings attempt to provide a small window into what the current state of research is in this vast interdisciplinary field and we'd like to thank the speakers who spent the time to contribute to this volume.Comment: Author lists modified. 82 pages. Workshop Proceedings from CESS 2011 in New York City, Goddard Institute for Space Studie