Exascale Geostatistics for Environmental Data Science

Marc G. Genton

King Abdullah University of Science and Technology (KAUST), Saudi Arabia

Thursday 17th October 2024

14:00:00

Aula Consiglio VII piano - Dipartimento di Matematica

Environmental data science relies on some fundamental problems such as: 1) Spatial Gaussian likelihood inference; 2) Spatial kriging; 3) Gaussian random field simulations; 4) Multivariate Gaussian probabilities; and 5) Robust inference for spatial data. These problems develop into very challenging tasks when the number of spatial locations grows large. Moreover, they are the cornerstone of more sophisticated procedures involving non-Gaussian distributions, multivariate random fields, or space-time processes. Parallel computing becomes necessary for avoiding computational and memory restrictions associated with large-scale environmental data science applications. In this talk, I will explain how high-performance computing can provide solutions to the aforementioned problems using tile-based linear algebra, tile low-rank approximations, as well as multi- and mixed-precision computational statistics. I will introduce ExaGeoStat, and its R version ExaGeoStatR, a powerful software that can perform exascale (10^18 flops/s) geostatistics by exploiting the power of existing parallel computing hardware systems, such as shared-memory, possibly equipped with GPUs, and distributed-memory systems, i.e., supercomputers. I will then describe how ExaGeoStat can be used to design competitions on spatial statistics for large datasets and to benchmark new methods developed by statisticians and data scientists for large-scale environmental data science. This initiative is part of the “Ph.D. Lectures” activity of the project "Departments of Excellence 2023-2027" of the Department of Mathematics of Politecnico di Milano. This activity consists of seminars open to Ph.D. students, followed by meetings with the speaker to discuss and go into detail on the topics presented at the talk. Contatti: laura.sangalli@polimi.it, piercesare.secchi@polimi.it

Marc G. Genton is Al-Khawarizmi Distinguished Professor of Statistics at the King Abdullah University of Science and Technology (KAUST) in Saudi Arabia. He received the Ph.D. degree in Statistics (1996) from the Swiss Federal Institute of Technology (EPFL), Lausanne. He is a fellow of the American Statistical Association (ASA), of the Institute of Mathematical Statistics (IMS), and the American Association for the Advancement of Science (AAAS), and is an elected member of the International Statistical Institute (ISI). In 2010, he received the El-Shaarawi award for excellence from the International Environmetrics Society (TIES) and the Distinguished Achievement award from the Section on Statistics and the Environment (ENVR) of the American Statistical Association (ASA). He received an ISI Service award in 2019 and the Georges Matheron Lectureship award in 2020 from the International Association for Mathematical Geosciences (IAMG). He led a Gordon Bell Prize finalist team with the ExaGeoStat software for Super Computing 2022. He received the Royal Statistical Society (RSS) 2023 Barnett Award for his outstanding research in environmental statistics. His research interests include statistical analysis, flexible modeling, prediction, and uncertainty quantification of spatio-temporal data, with applications in environmental and climate science, as well as renewable energies.