Related papers: Think continuous: Markovian Gaussian models in spa…
Gaussian random fields (GFs) are fundamental tools in spatial modeling and can be represented flexibly and efficiently as solutions to stochastic partial differential equations (SPDEs). The SPDEs depend on specific parameters, which enforce…
Graphical models for structured domains are powerful tools, but the computational complexities of combinatorial prediction spaces can force restrictions on models, or require approximate inference in order to be tractable. Instead of…
Random fields are useful mathematical tools for representing natural phenomena with complex dependence structures in space and/or time. In particular, the Gaussian random field is commonly used due to its attractive properties and…
We introduce Markov Random Geometric Graphs (MRGGs), a growth model for temporal dynamic networks. It is based on a Markovian latent space dynamic: consecutive latent points are sampled on the Euclidean Sphere using an unknown Markov…
Gaussian random field (GRF) models are widely used in spatial statistics to capture spatially correlated error. We investigate the results of replacing Gaussian processes with Laplace moving averages (LMAs) in spatial generalized linear…
Spatial data collected worldwide at a huge number of locations are frequently used in environmental and climate studies. Spatial modelling for this type of data presents both methodological and computational challenges. In this work we…
Gaussian Markov random fields (GMRFs) are extensively used in statistics to model area-based data and usually depend on several parameters in order to capture complex spatial correlations. In this context, it is important to determine the…
Spatial generalized linear mixed models (SGLMMs) are popular and flexible models for non-Gaussian spatial data. They are useful for spatial interpolations as well as for fitting regression models that account for spatial dependence, and are…
We construct a Gaussian random field (GRF) that combines fractional smoothness with spatially varying anisotropy. The GRF is defined through a stochastic partial differential equation (SPDE), where the range, marginal variance, and…
Gaussian processes (GPs) are a popular model for spatially referenced data and allow descriptive statements, predictions at new locations, and simulation of new fields. Often a few parameters are sufficient to parameterize the covariance…
Gaussian conditional random fields (GCRF) are a well-known used structured model for continuous outputs that uses multiple unstructured predictors to form its features and at the same time exploits dependence structure among outputs, which…
Markov chain Monte Carlo (MCMC) algorithms are simple and extremely powerful techniques to sample from almost arbitrary distributions. The flaw in practice is that it can take a large and/or unknown amount of time to converge to the…
Metric graphs are useful tools for describing spatial domains like road and river networks, where spatial dependence act along the network. We take advantage of recent developments for such Gaussian Random Fields (GRFs), and consider joint…
Modeling and inferring spatial relationships and predicting missing values of environmental data are some of the main tasks of geospatial statisticians. These routine tasks are accomplished using multivariate geospatial models and the…
Gaussian process is a theoretically appealing model for nonparametric analysis, but its computational cumbersomeness hinders its use in large scale and the existing reduced-rank solutions are usually heuristic. In this work, we propose a…
Markov Population Models are a widespread formalism used to model the dynamics of complex systems, with applications in Systems Biology and many other fields. The associated Markov stochastic process in continuous time is often analyzed by…
Gaussian processes (GPs) are widely used in nonparametric regression, classification and spatio-temporal modeling, motivated in part by a rich literature on theoretical properties. However, a well known drawback of GPs that limits their use…
Markov random fields (MRFs) are invaluable tools across diverse fields, and spatiotemporal MRFs (STMRFs) amplify their effectiveness by integrating spatial and temporal dimensions. However, modeling spatiotemporal data introduces additional…
We consider the problem of model selection in Gaussian Markov fields in the sample deficient scenario. The benchmark information-theoretic results in the case of d-regular graphs require the number of samples to be at least proportional to…
Quantifying spatial and/or temporal associations in multivariate geolocated data of different types is achievable via spatial random effects in a Bayesian hierarchical model, but severe computational bottlenecks arise when spatial…