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We develop a Bayesian spatio-temporal model to study pre-industrial grain market integration during the Finnish famine of the 1860s. Our model takes into account several problematic features often present when analysing multiple spatially…

Applications · Statistics 2022-12-22 Tiia-Maria Pasanen , Miikka Voutilainen , Jouni Helske , Harri Högmander

Many migratory animals regularly travel thousands of kilometers, exactly finding their destinations. It is assumed that migrants have both a compass sense to hold their course, and a map sense --- a kind of "biological" GPS --- to correct…

Biological Physics · Physics 2017-02-03 Vladimir N. Binhi

State space models have long played an important role in signal processing. The Gaussian case can be treated algorithmically using the famous Kalman filter. Similarly since the 1970s there has been extensive application of Hidden Markov…

Statistics Theory · Mathematics 2007-06-13 Peter Bickel , Yaacov Ritov , Tobias Rydén

Across many data domains, co-occurrence statistics about the joint appearance of objects are powerfully informative. By transforming unsupervised learning problems into decompositions of co-occurrence statistics, spectral algorithms provide…

Computation and Language · Computer Science 2021-11-15 Moontae Lee , Sungjun Cho , Kun Dong , David Mimno , David Bindel

The increasing availability of population-level allele frequency data across one or more related populations necessitates the development of methods that can efficiently estimate population genetics parameters, such as the strength of…

Computation · Statistics 2017-11-09 Jeffrey J. Gory , Radu Herbei , Laura S. Kubatko

Population size estimation based on capture-recapture experiment under triple record system is an interesting problem in various fields including epidemiology, population studies, etc. In many real life scenarios, there exists inherent…

Methodology · Statistics 2022-01-04 Kiranmoy Chatterjee , Prajamitra Bhuyan

Concentration bounds for non-product, non-Haar measures are fairly recent: the first such result was obtained for contracting Markov chains by Marton in 1996 via the coupling method. The work that followed, with few exceptions, also used…

Probability · Mathematics 2012-07-10 Leonid , Kontorovich

Parameter estimation in diffusion processes from discrete observations up to a first-hitting time is clearly of practical relevance, but does not seem to have been studied so far. In neuroscience, many models for the membrane potential…

Probability · Mathematics 2014-03-06 Enrico Bibbona , Susanne Ditlevsen

The Adaptive Multiple Importance Sampling (AMIS) algorithm is aimed at an optimal recycling of past simulations in an iterated importance sampling scheme. The difference with earlier adaptive importance sampling implementations like…

Computation · Statistics 2011-10-04 Jean-Marie Cornuet , Jean-Michel Marin , Antonietta Mira , Christian P. Robert

In part of speech tagging by Hidden Markov Model, a statistical model is used to assign grammatical categories to words in a text. Early work in the field relied on a corpus which had been tagged by a human annotator to train the model.…

cmp-lg · Computer Science 2008-02-03 David Elworthy

The ranking problem is to order a collection of units by some unobserved parameter, based on observations from the associated distribution. This problem arises naturally in a number of contexts, such as business, where we may want to rank…

Statistics Theory · Mathematics 2019-09-04 Toby Kenney

This survey covers state-of-the-art Bayesian techniques for the estimation of mixtures. It complements the earlier Marin, Mengersen and Robert (2005) by studying new types of distributions, the multinomial, latent class and t distributions.…

Computation · Statistics 2008-04-16 Kate Lee , Jean-Michel Marin , Kerrie Mengersen , Christian P. Robert

Motivated by Hubert's segmentation procedure we discuss the application of hidden Markov models (HMM) to the segmentation of hydrological and enviromental time series. We use a HMM algorithm which segments time series of several hundred…

Computational Engineering, Finance, and Science · Computer Science 2011-11-09 Ath. Kehagias

Estimating the number $n$ of unseen species from a $k-$sample displaying only $p\leq k$ distinct sampled species has received attention for long. It requires a model of species abundance together with a sampling model. We start with a…

Methodology · Statistics 2015-06-16 Thierry Huillet , Servet Martinez

Learning hydrologic models for accurate riverine flood prediction at scale is a challenge of great importance. One of the key difficulties is the need to rely on in-situ river discharge measurements, which can be quite scarce and…

Machine Learning · Computer Science 2019-01-04 Yotam Gigi , Gal Elidan , Avinatan Hassidim , Yossi Matias , Zach Moshe , Sella Nevo , Guy Shalev , Ami Wiesel

Link et al. (2010) define a general framework for analyzing capture-recapture data with potential misidentifications. In this framework, the observed vector of counts, $y$, is considered as a linear function of a vector of latent counts,…

Applications · Statistics 2015-06-04 Matthew R. Schofield , Simon J. Bonner

The estimation of extreme flood quantiles is challenging due to the relative scarcity of extreme data compared to typical target return periods. Several approaches have been developed over the years to face this challenge, including…

Applications · Statistics 2016-02-17 Anne Sabourin , Benjamin Renard

Most capture-recapture models assume that individuals either do not emigrate or emigrate permanently from the sampling area during the sampling period. This assumption is violated when individuals temporarily leave the sampling area and…

Applications · Statistics 2025-10-09 Katarina Skopalova , Jafet Osuna , Wei Zhang

Estimation of parameters of a diffusion based on discrete time observations poses a difficult problem due to the lack of a closed form expression for the likelihood. From a Bayesian computational perspective it can be casted as a missing…

Computation · Statistics 2017-05-30 Frank van der Meulen , Moritz Schauer

The data-driven Marchenko method is able to redatum wavefields to arbitrary locations in the subsurface, and can, therefore, be used to isolate zones of specific interest. This creates a new reflection response of the target zone without…

Geophysics · Physics 2023-12-27 Johno van IJsseldijk , Joeri Brackenhoff , Jan Thorbecke , Kees Wapenaar