Spatio-Temporal stochastic processes and their applications
PASTA is a joint research team between Inria - Nancy Grand Est, CNRS and Lorraine University, located at Institut Elie Cartan of Lorraine.
PASTA aims to construct and develop new methods and techniques by promoting and interweaving stochastic modelling and statistical tools to integrate, analyze and enhance real data.
The specificity and the identity of PASTA are :
- the embedding of spatio-temporal statistics and stochastic process analysis to tackle challenging complex problems that require new mathematical techniques, by combining the strengths of these two scientific domains.
- to deal with the increase of available data, the construction of suitable models which incorporate prior knowledge on their spatio-temporal structures. For this, we design and analyse simulation and inference techniques, and focus on the interpretation, the validation and the explanation of both the models and the algorithms, in close interaction with practitioners.
The leading direction of our research is to develop the topic of “data enriched” spatio-temporal stochastic models, through a mathematical perspective. Specifically, we jointly leverage major tools of probability and statistics : data analysis and the analytical study of stochastic processes. We aim at exploring the three different aspects, namely : shape, time and environment, of the same phenomenon. These mathematical methodologies will be intended for solving real-life problems through inter-disciplinary and industrial partnerships.
The main application fields are : insurance, geophysics, geology, medicine, astronomy and finance.