ebook img

Space, Structure and Randomness: Contributions in Honor of Georges Matheron in the Field of Geostatistics, Random Sets and Mathematical Morphology PDF

402 Pages·2005·9.274 MB·English
Save to my drive
Quick download
Download
Most books are stored in the elastic cloud where traffic is expensive. For this reason, we have a limit on daily download.

Preview Space, Structure and Randomness: Contributions in Honor of Georges Matheron in the Field of Geostatistics, Random Sets and Mathematical Morphology

Lecture Notes in Statistics 183 Edited by P.Bickel,P.Diggle,S.Fienberg,U.Gather, I.Olkin,S.Zeger Michel Bilodeau Fernand Meyer Michel Schmitt (Editors) Space, Structure and Randomness Contributions in Honor of Georges Matheron in the Field of Geostatistics, Random Sets and Mathematical Morphology With 121 Figures Michel Bilodeau Fernand Meyer Michel Schmitt Ecole des Mines de Paris Ecole des Mines de Paris Ecole des Mines de Paris Centre de Morphologie Centre de Morphologie Direction des recherches Mathématique Mathématique 60 Boulevard Saint Michel 35 rue Saint Honoré 35 rue Saint Honoré 75272 Paris Cedex 06 77305 Fontainebleau 77305 Fontainebleau France France France [email protected] [email protected] [email protected] Library ofCongress Control Number:2005927580 ISBN 10:0-387-20331-1 Printed on acid-free paper ISBN 13:978-0387-20331-7 © 2005 Springer Science+Business Media,Inc. All rights reserved.This work may not be translated or copied in whole or in part without the written per- mission ofthe publisher (Springer Science+Business Media,Inc.,233 Spring Street,New York,NY 10013, USA),except for brief excerpts in connection with reviews or scholarly analysis.Use in connection with any form ofinformation storage and retrieval,electronic adaptation,computer software,or by similar or dissimilar methodology now known or hereafter developed is forbidden. The use in this publication oftrade names,trademarks,service marks,and similar terms,even ifthey are not identified as such,is not to be taken as an expression ofopinion as to whether or not they are subject to proprietary rights. Typesetting:Camera ready by the editors Printed in the United States ofAmerica (SB) 9 8 7 6 5 4 3 2 1 springeronline.com Lecture Notes in Statistics 144:L.Mark Berliner,Douglas Nychka,and Timothy Hoar (Editors),Case Studies in Statistics and the For information about Volumes 1 to 128, Atmospheric Sciences.x,208 pp.,2000. please contact Springer-Verlag 145:James H.Matis and Thomas R.Kiffe,Stochastic Population Models.viii,220 pp.,2000. 146:Wim Schoutens,Stochastic Processes and 129:Wolfgang Härdle,Gerard Kerkyacharian, Orthogonal Polynomials.xiv,163 pp.,2000. Dominique Picard,and Alexander Tsybakov, Wavelets,Approximation,and Statistical 147:Jürgen Franke,Wolfgang Härdle,and Gerhard Applications.xvi,265 pp.,1998. Stahl,Measuring Risk in Complex Stochastic Systems.xvi,272 pp.,2000. 130:Bo-Cheng Wei,Exponential Family Nonlinear Models.ix,240 pp.,1998. 148:S.E.Ahmed and Nancy Reid,Empirical Bayes and Likelihood Inference.x,200 pp.,2000. 131:Joel L.Horowitz,Semiparametric Methods in Econometrics.ix,204 pp.,1998. 149:D.Bosq,Linear Processes in Function Spaces: Theory and Applications.xv,296 pp.,2000. 132:Douglas Nychka,Walter W.Piegorsch,and Lawrence H.Cox (Editors),Case Studies in 150:Tadeusz Calin´ski and Sanpei Kageyama,Block Environmental Statistics.viii,200 pp.,1998. Designs:A Randomization Approach,Volume I: Analysis.ix,313 pp.,2000. 133:Dipak Dey,Peter Müller,and Debajyoti Sinha (Editors),Practical Nonparametric and 151:Håkan Andersson and Tom Britton,Stochastic Semiparametric Bayesian Statistics.xv,408 pp.,1998. Epidemic Models and Their Statistical Analysis.ix, 152 pp.,2000. 134:Yu.A.Kutoyants,Statistical Inference For Spatial Poisson Processes.vii,284 pp.,1998. 152:David Ríos Insua and Fabrizio Ruggeri,Robust Bayesian Analysis.xiii,435 pp.,2000. 135:Christian P.Robert,Discretization and MCMC Convergence Assessment.x,192 pp.,1998. 153:Parimal Mukhopadhyay,Topics in Survey Sampling.x,303 pp.,2000. 136:Gregory C.Reinsel,Raja P.Velu,Multivariate Reduced-Rank Regression.xiii,272 pp.,1998. 154:Regina Kaiser and Agustín Maravall,Measuring Business Cycles in Economic Time Series.vi,190 pp., 137:V.Seshadri,The Inverse Gaussian Distribution: 2000. Statistical Theory and Applications.xii,360 pp., 1998. 155:Leon Willenborg and Ton de Waal,Elements of Statistical Disclosure Control.xvii,289 pp.,2000. 138:Peter Hellekalek and Gerhard Larcher (Editors), Random and Quasi-Random Point Sets.xi,352 pp., 156:Gordon Willmot and X.Sheldon Lin,Lundberg 1998. Approximations for Compound Distributions with Insurance Applications.xi,272 pp.,2000. 139:Roger B.Nelsen,An Introduction to Copulas.xi, 232 pp.,1999. 157:Anne Boomsma,Marijtje A.J.van Duijn,and Tom A.B.Snijders (Editors),Essays on Item Response 140:Constantine Gatsonis,Robert E.Kass,Bradley Theory.xv,448 pp.,2000. Carlin,Alicia Carriquiry,Andrew Gelman,Isabella Verdinelli,and Mike West (Editors),Case Studies in 158:Dominique Ladiray and Benoît Quenneville, Bayesian Statistics,Volume IV.xvi,456 pp.,1999. Seasonal Adjustment with the X-11 Method.xxii,220 pp.,2001. 141:Peter Müller and Brani Vidakovic (Editors), Bayesian Inference in Wavelet Based Models.xiii,394 159:Marc Moore (Editor),Spatial Statistics: pp.,1999. Methodological Aspects and Some Applications.xvi, 282 pp.,2001. 142:György Terdik,Bilinear Stochastic Models and Related Problems ofNonlinear Time Series Analysis: 160:Tomasz Rychlik,Projecting Statistical A Frequency Domain Approach.xi,258 pp.,1999. Functionals.viii,184 pp.,2001. 143:Russell Barton,Graphical Methods for the 161:Maarten Jansen,Noise Reduction by Wavelet Design ofExperiments.x,208 pp.,1999. Thresholding.xxii,224 pp.,2001. 162:Constantine Gatsonis,Bradley Carlin,Alicia 173:Jesper Møller (Editor),Spatial Statistics and Carriquiry,Andrew Gelman,Robert E.Kass Computational Methods.xi,214 pp.,2002. Isabella Verdinelli,and Mike West (Editors),Case Studies in Bayesian Statistics,Volume V.xiv,448 174:Yasuko Chikuse,Statistics on Special Manifolds. pp.,2001. xi,418 pp.,2002. 163:Erkki P.Liski,Nripes K.Mandal,Kirti R.Shah, 175:Jürgen Gross,Linear Regression.xiv,394 pp., and Bikas K.Sinha,Topics in Optimal Design.xii, 2003. 164 pp.,2002. 176:Zehua Chen,Zhidong Bai,Bimal K.Sinha, 164:Peter Goos,The Optimal Design ofBlocked and Ranked Set Sampling:Theory and Applications.xii, Split-Plot Experiments.xiv,244 pp.,2002. 224 pp.,2003 165:Karl Mosler,Multivariate Dispersion,Central 177:Caitlin Buck and Andrew Millard (Editors), Regions and Depth:The Lift Zonoid Approach.xii, Tools for Constructing Chronologies:Crossing 280 pp.,2002. Disciplinary Boundaries,xvi,263 pp.,2004 166:Hira L.Koul,Weighted Empirical Processes in 178:Gauri Sankar Datta and Rahul Mukerjee , Dynamic Nonlinear Models,Second Edition.xiii,425 Probability Matching Priors:Higher Order pp.,2002. Asymptotics,x,144 pp.,2004 167:Constantine Gatsonis,Alicia Carriquiry,Andrew 179:D.Y.Lin and P.J.Heagerty (Editors), Gelman,David Higdon,Robert Proceedings ofthe Second Seattle Symposium in E.Kass,Donna Pauler,and Isabella Verdinelli Biostatistics:Analysis ofCorrelated Data,vii,336 (Editors),Case Studies in Bayesian Statistics,Volume pp.,2004 VI.xiv,376 pp.,2002. 180:Yanhong Wu,Inference for Change-Point and 168:Susanne Rässler,Statistical Matching:A Post-Change Means After a CUSUM Test,xiv,176 Frequentist Theory,Practical Applications and pp.,2004 Alternative Bayesian Approaches.xviii,238 pp.,2002. 181:Daniel Straumann,Estimation in Conditionally 169:Yu.I.Ingster and Irina A.Suslina, Heteroscedastic Time Series Models ,x,250 pp.,2004 Nonparametric Goodness-of-Fit Testing Under Gaussian Models.xiv,453 pp.,2003. 182:Lixing Zhu,Nonparametric Monte Carlo Tests and Their Applications,xi.,192 pp.,2005 170:Tadeusz Calinski and Sanpei Kageyama,Block Designs:A Randomization Approach,Volume II: 183:Michel Bilodeau,Fernand Meyer,and Michel Design.xii,351 pp.,2003. Schmitt (Editors),Space,Structure and Randomness, xiv.,416 pp.,2005 171:D.D.Denison,M.H.Hansen, C.C.Holmes,B.Mallick,B.Yu (Editors),Nonlinear Estimation and Classification.x,474 pp.,2002. 172:Sneh Gulati,William J.Padgett,Parametric and Nonparametric Inference from Record-Breaking Data.ix,112 pp.,2002. Personal Reminiscences of Georges Matheron Dietrich Stoyan Institut fu¨r Stochastik, TU Bergakademie Freiberg I am glad that I had the chance to meet Georges Matheron personally once in my life, in October 1996. Like many other statisticians, I had learned a lot in the yearsbefore from his books,papers, and researchreports produced in Fontainebleau. From the very beginning, I had felt a particular solidarity with him because he worked at the Ecole des Mines de Paris, together with Bergakademie Freiberg one of the oldest European mining schools. The first contact to his work occurred in talks with Hans Bandemer, who in the late 1960s had some correspondence with Georges Matheron. Proudly he showed me letters and reprints from Georges Matheron. He also had a copy of Georges Matheron’s thesis of 1965, 300 pages narrowly printed. Its first part used Schwartz’ theory of distributions (Laurent Schwartz was the supervisor) in the theory of regionalized variables, while the second part de- scribed the theory of kriging. Hans Bandemer was able to read the French text, translated it into German language and tried, without success, to find a Germanpublisher. Unfortunately, the political conditions in EastGermany prevented a meeting between Hans Bandemer and Georges Matheron. A bit later, in 1969,I saw George Matheron’s book “Trait´e de G´eostatis- tique Appliqu´ee”. It is typical of the situation in East Germany at the time that this was a Russian translation published in 1968, based on the French edition of 1967. (We could not buy Western books and most of us could not read French. At the time the Soviet Union ignoredthe copyrightlaws.) I was very impressed by the cover illustration showing a gold-digger washing gold. Georges Matheron’s Trait´e is a fascinating book, and for me and many others it was the key reference in geostatistics at the time. The progress achieved in this work is perhaps best expressed by the following quote from the postscript (written by A.M. Margolin) of the Russian translation: “Wefindin themonograph thefundamentalideas andnotions of a mathematical theory of exploration, called by Matheron ‘geostatistics’. Geostatistics is characterized by a concept which corresponds to the VI Dietrich Stoyan mathematical problems of exploration, by fundamental basic notions and by a large class of solvable problems. In comparison to classical methods of variation statistics [the sim- ple methods using mean and variance and Gaussian distribution], which were untilthe 1950s nearly the only way of application of math- ematics in geological exploration, geostatistics is directed to the true mathematical nature of the objects and tools of exploration... According to geostatistics, the uncertainty which is characteristic for results of exploration is a consequence of incompleteness of ex- ploration of the object but not of its randomness. In this probably the increasingpossibilities ofthegeostatisticaltheoryconsist andtheprin- cipal difference to variation statistics, which is based on the analysis of geological variables irrespectively tothelocations of observation...” Notatthetime,butlateronwhenIhadlearntmoreaboutpublicrelations in science, I admired Matheron’s cleverness in coining terms: It was very smart to call statistics for random fields ‘geostatistics’ (to use a very general word,whichsuggests‘statisticsforthegeosciences’,foramorelimitedclassof problems)andleastsquareslinearinterpolation‘kriging’(originally‘krigeage’; in Freiberg it was for a long time not clear whether it should be pronounced ‘krig-ing’or‘kraig-ing’–assuggestedbytheRussiantranslation–or‘kreedge- ing’.) GeorgesMatheron’s“RandomSets andIntegralGeometry”of1975wasa landmarkinmy ownscientific development.The mid1970swereagreattime for stochastic geometry and spatial statistics, which then became more than just geostatistics. In that time mathematical morphology was also shaped, andJeanSerra’sworkinimageanalysisbecameknownoutsideFontainebleau, bothintheoryandinapplications.Thefirstimageanalyser,thefamousLeitz TAS, was produced, based on ideas of Georges Matheron and Jean Serra. We, the scientists in East Germany, were unable to order the book in a book store, but I got a copy from Dieter Ko¨nig in exchange for a book on queueing theory. Up to this day, for me (and many others, I believe) Georges Matheron’s book is the key reference in random set theory; the cover of my copy is now in pieces,and many pagesare markedwith notes. Unfortunately, the book has not been reprinted since. Thisbookgivesanexcellentexpositionofthetopicsnamedinthetitle,itis veryclearlywritten,andofjusttherighttheoreticallevel.GeorgesMatheron’s work also led me to Hadwiger’s, whose monograph on set geometry is now oneofmymostbelovedmathematicalbooksinGermanlanguage.SoGeorges Matheronhadanexcellentbaseforthe integral-geometricpartofhiswork.It isagreatcombinationofmanymathematicalfields,suchasintegralgeometry, set geometry, Choquet’s theory of capacities (in fact Matheron developed it independently), and ideas of Poisson process based stochastic geometry (createdinparticularbyRogerMiles)toobtainanew,richandfruitfultheory. Georges Matheron’s book contains many gems. I name here only the theory Personal Reminiscences of Georges Matheron VII of the Booleanmodel (he writes ‘booleanmodel’, with small‘b’), the Poisson polyhedron, and the granulometries. It was Georges Matheron who made notions of measurability properties rigorous in the context of random sets. This can be explained in terms of Robbins’ formula for the mean volume of a compact random set: (cid:2) Eν(X)= p(x)dx Rd where p(x) = P(x ∈ X). Its proof is based on Fubini’s theorem and was alreadygiven–inpart–inKolmogorov’sfamousbookof1933.ItwasGeorges Matheron who showed that the mapping set → volume is measurable. The σ-algebra with respect to which measurability is considered (based on Fell’s topology)istodaycalledMatheron’sσ-algebra.Someofhisresultsformodels relatedtoPoissonprocesseswerethestartingpointforfurtherscientificwork, whenitbecameclearthatmethodsfromthetheoryofmarkedpointprocesses canbeusedtogeneralizethem.Throughhisbook,GeorgesMatheronhasbeen a teacher and inspirer for a large number of mathematicians in the last three decades. In1989GeorgesMatheronpublishedthebook“EstimatingandChoosing”. Grownolder,Iwasofferedthehonourtoserveasoneofitsreviewers.Thisisa philosophical book, discussing the fundamental question of spatial statistics: “Why does it make sense to perform statistical inference for spatial data, when only a sample of size n = 1 is given?” Indeed, very often a statistician has only data from one mineral deposit, or from one forest stand; a second sample taken close to it can typically not be considered as a sample from the same population, because of different geological or ecological conditions. He developed the idea of ‘local ergodicity’, which is plausible and justifies the statisticalapproach.Eachspatialstatisticianshouldreadthe book.I also enjoyed its sarcastic humor. In June 1983 Dominique Jeulin came to Freiberg as an invited speaker at a conference. For me and colleagues like Joachim Ohser and Karl-Heinz HanischthiswasthefirstchancetomeetascientistfromGeorgesMatheron’s school. Dominique Jeulin spoke about multi-phase materials, rough surfaces, andimagetransformations.HeislikelythefirstFrenchpersonIevermet,and IlearnedthatFrenchEnglishdiffersgreatlyfromGermanEnglish.Dominique had to repeat three times his ‘Stoj´ang’ until I understood that he asked for me. The contact to him, which is still lively, finally led to the meeting with Georges Matheron. Afterthebigchangesof1989/90wehadmanyWestGermanPhDstudents at Freiberg. One of them, one of the best, was Martin Schlather. Martin had studied one year at Fontainebleau, had written a diploma thesis there, and had been given oral exams by Georges Matheron personally. Thus, he could tell me first hand about Georges Matheron’s personality and about the situation at Fontainebleau. Like anybody who ever had personal contact VIII Dietrich Stoyan with Georges Matheron Martin admired him, both as a mathematician and as a person. Martin told me that Georges Matheron’s work is much more comprehensive than his books and journalpublications suggest.So we are all extremely grateful to Jean Serra for publishing a CD with the reports and papers by Georges Matheron. I agree with Martin and Jean that one will find wonderful ideas and solutions to hard problems as one goes through this material. ItwasMartinSchlatherwhoencouragedmetotraveltotheFontainebleau conferencein1996.ThisconferencewasorganizedbyDominiqueJeulininhon- ourofGeorgesMatheron,andthe lecturesarepublishedinthe volumeJeulin (1997).There we met GeorgesMatheron,who did not givea lecture,but was sittinginthefrontrowinthelectureroom,obviouslylisteningwithattention. One afternoon there was a reception in the municipal hall of Fontainebleau. ThemairedecoratedGeorgesMatheron(andothers)withamedal,forreasons that I did not completely understand, either scientific or political. Georges Matheronwaspolite enoughtobeartheceremony,butquiteobviouslyhedid not take it very seriously. He told me anecdotes, and his body language was clear enough. I had no difficulty in communicating with him, he accepted my poor English, and I understood him very well. IntheeveningIwashonouredbyaninvitationtothefamilyofJeanSerra, whereIalsometMesdamesMatheronandSerra.Itwasanenjoyable,notvery long evening, with friendly non-mathematical talk, and a bit of French wine. In the end, I never orally discussed mathematical problems with Georges Matheron, but I appreciated the contact over many years, through studying hiswork,andthroughafewcommentsthathemadeonmywork.Ibelievethat thereis onlyasmallnumberofinternationalmathematicalconferenceswhich Georges Matheron attended. His example shows that a mathematician who doesnotvisitconferencescanbeneverthelessbeinfluentialandwidelyknown. Perhaps,GeorgesMatheroncouldhavehadevenmoreinfluence.However,did he really want this? BacktoFreiberg,Ihadtheideaofhonouringhimthere.AtthetimeIwas the president of the little Technische Universita¨t Bergakademie Freiberg and saw the chance of honouring him with a Dr.h.c. degree. I asked Dominique Jeulin.HelikedtheideabutwarnedmethatGeorgesMatheronwouldproba- bly nevercometo Freiberg,andifhe did,Icouldnotexpecthis collaboration inapublic relationseventtothe benefitofmyuniversity,asI washopingfor. To my regret, I did not pursue the idea any further. In October 2000, the sad news of Georges Matheron’s death spread. I re- gretted that I had not seen him again after 1996. As a keepsake to Georges Matheron, I asked Jean Serra for Georges Matheron’s personal copy of Had- wiger’s book – expecting a book with many pencil notes. To my surprise I learned that Georges Matheron had used a library copy. Iamveryhappythatthisvolumeisnowready,whichwillhonourGeorges Matheron, one of the great mathematicians of the 20th century.

See more

The list of books you might like

Most books are stored in the elastic cloud where traffic is expensive. For this reason, we have a limit on daily download.