24815-FS2024-0-Spatial Statistics





Root number 24815
Semester FS2024
Type of course Lecture
Allocation to subject Statistics
Type of exam not defined
Title Spatial Statistics
Description In this course we will focus on stochastic approaches for modelling phenomena taking place in multivariate spaces. Our main focus will be on random field models and on statistical methods for model-based spatial statistics. Starting from generalities on random fields, we will subsequently cover topics in spatial interpolation, analysis and simulation of random field paths, model selection and parameter inference, as well as experimental design.
A tentative schedule follows:

Introduction to random fields
***Definition, construction and examples
***Notions of stationarity, mean square continuity/differentiability, etc.
***Variography and related topics
Spatial prediction
***Best Linear Unbiased Prediction / Simple Kriging
***The Gaussian case: interpretation and (conditional) simulation
***Parameter estimation and (universal, Bayesian) extensions of Kriging
On path properties and expansions of random fields
***General results on path continuity/differentiability
***Detour via Reproducing Kernel Hilbert Spaces towards the Loève isometry
***Advanced results on Gaussian random fields
Selected topics in experimental design (if time allows)
ILIAS-Link (Learning resource for course) Registrations are transmitted from CTS to ILIAS (no admission in ILIAS possible). ILIAS
Link to another web site
Lecturers Prof. Dr. David GinsbourgerInstitute of Mathematical Statistics and Actuarial Science 
ECTS 6
Recognition as optional course possible Yes
Grading 1 to 6
 
Dates Monday 10:15-12:00 Weekly
Thursday 14:15-16:00 Weekly
Monday 24/6/2024 08:00-18:00
 
Rooms Hörraum B077, Exakte Wissenschaften, ExWi
Hörraum B078, Exakte Wissenschaften, ExWi
 
Students please consult the detailed view for complete information on dates, rooms and planned podcasts.