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Effective probability distribution approximation for the reconstruction of missing data

Christopoulos Dionysios, Baxevani, Anastassia

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URIhttp://purl.tuc.gr/dl/dias/D385D063-6B77-4998-9524-C28587713AB0-
Identifierhttps://doi.org/10.1007/s00477-020-01765-5-
Identifierhttps://link.springer.com/article/10.1007%2Fs00477-020-01765-5-
Languageen-
Extent15 pagesen
TitleEffective probability distribution approximation for the reconstruction of missing dataen
CreatorChristopoulos Dionysiosen
CreatorΧριστοπουλος Διονυσιοςel
CreatorBaxevani, Anastassiaen
PublisherSpringer Natureen
Content SummarySpatially distributed processes can be modeled as random fields. The complex spatial dependence is then incorporated in the joint probability density function. Knowledge of the joint probability density allows predicting missing data. While environmental data often exhibit significant deviations from Gaussian behavior (rainfall, wind speed, and earthquakes being characteristic examples), only a few non-Gaussian joint probability density functions admit explicit expressions. In addition, random field models are computationally costly for big datasets. We propose an “effective distribution” approach which is based on the product of univariate conditional probability density functions modified by local interactions. The effective densities involve local parameters that are estimated by means of kernel regression. The prediction of missing data is based on the median value from an ensemble of simulated states generated from the effective distribution model. The latter can capture non-Gaussian dependence and is applicable to large spatial datasets, since it does not require the storage and inversion of large covariance matrices. We compare the predictive performance of the effective distribution approach with classical geostatistical methods using Gaussian and non-Gaussian synthetic data. We also apply the effective distribution approach to the reconstruction of gaps in large raster data.en
Type of ItemPeer-Reviewed Journal Publicationen
Type of ItemΔημοσίευση σε Περιοδικό με Κριτέςel
Licensehttp://creativecommons.org/licenses/by/4.0/en
Date of Item2021-09-14-
Date of Publication2020-
SubjectConditional distributionsen
SubjectNon-Gaussianen
SubjectSimulationen
SubjectBig dataen
SubjectNon-stationaryen
SubjectKernel smoothingen
SubjectData imputationen
Bibliographic CitationD. T. Hristopulos and A. Baxevani, “Effective probability distribution approximation for the reconstruction of missing data,” Stoch. Environ. Res. Risk Assess., vol. 34, no. 2, pp. 235–249, Feb. 2020. doi: 10.1007/s00477-020-01765-5en

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