Arthur Guillaumin

We provide a computationally and statistically efficient method for estimating the parameters of a stochastic covariance model observed on a regular spatial grid in any number of dimensions. Our proposed method, which we call the Debiased Spatial Whittle likelihood, makes important corrections to the well-known Whittle likelihood to account for large sources of bias caused by boundary effects and aliasing. We generalize the approach to flexibly allow for significant volumes of missing data including those with lower-dimensional substructure, and for irregular sampling boundaries. We build a theoretical framework under relatively weak assumptions which ensures consistency and asymptotic normality in numerous practical settings including missing data and non-Gaussian processes. We also extend our consistency results to multivariate processes. We provide detailed implementation guidelines which ensure the estimation procedure can be conducted in O(n log n) operations, where n is the number of points of the encapsulating rectangular grid, thus keeping the computational scalability of Fourier and Whittle-based methods for large data sets. We validate our procedure over a range of simulated and realworld settings, and compare with state-of-the-art alternatives, demonstrating the enduring practical appeal of Fourier-based methods, provided they are corrected by the procedures developed in this paper.

This paper addresses non-Gaussian regression with neural networks via the use of the Tukey g-and-h distribution. The Tukey g-and-h transform is a flexible parametric transform with two parameters $g$ and $h$ which, when applied to a standard normal random variable, introduces both skewness and kurtosis, resulting in a distribution commonly called the Tukey g-and-h distribution. Specific values of $g$ and $h$ produce good approximations to other families of distributions, such as the Cauchy and student-t distributions. The flexibility of the Tukey g-and-h distribution has driven its popularity in the statistical community, in applied sciences and finance. In this work we consider the training of a neural network to predict the parameters of a Tukey g-and-h distribution in a regression framework via the minimization of the corresponding negative log-likelihood, despite the latter having no closed-form expression. We demonstrate the efficiency of our procedure in simulated examples and apply our method to a real-world dataset of global crop yield for several types of crops. Finally, we show how we can carry out a goodness-of-fit analysis between the predicted distributions and the test data. A Pytorch implementation is made available on Github and as a Pypi package.

Coupled climate simulations that span several hundred years cannot be run at a high-enough spatial resolution to resolve mesoscale ocean dynamics. Recently, several studies have considered Deep Learning to parameterize subgrid forcing within macroscale ocean equations using data from ocean-only simulations with idealized geometry. We present a stochastic Deep Learning parameterization that is trained on data generated by CM2.6, a high-resolution state-of-the-art coupled climate model. We train a Convolutional Neural Network for the subgrid momentum forcing using macroscale surface velocities from a few selected subdomains with different dynamical regimes. At each location of the coarse grid, rather than predicting a single number for the subgrid momentum forcing, we predict both the mean and standard deviation of a Gaussian probability distribution. This approach requires training our neural network to minimize a negative log-likelihood loss function rather than the Mean Square Error, which has been the standard in applications of Deep Learning to the problem of parameterizations. Each estimate of the conditional mean subgrid forcing is thus associated with an uncertainty estimate–the standard deviation—which will form the basis for a stochastic subgrid parameterization. Offline tests show that our parameterization generalizes well to the global oceans and a climate with increased CO2 levels without further training. We then implement our learned stochastic parameterization in an eddy-permitting idealized shallow water model. The implementation is stable and improves some statistics of the flow. Our work demonstrates the potential of combining Deep Learning tools with a probabilistic approach in parameterizing unresolved ocean dynamics.