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The Linearized Laplace Approximation (LLA) has been recently used to perform uncertainty estimation on the predictions of pre-trained deep neural networks (DNNs). However, its widespread application is hindered by significant computational…

Machine Learning · Statistics 2024-05-24 Luis A. Ortega , Simón Rodríguez Santana , Daniel Hernández-Lobato

Using a hierarchical construction, we develop methods for a wide and flexible class of models by taking a fully parametric approach to generalized linear mixed models with complex covariance dependence. The Laplace approximation is used to…

Methodology · Statistics 2024-07-31 Jay M. Ver Hoef , Eryn Blagg , Michael Dumelle , Philip M. Dixon , Dale L. Zimmerman , Paul Conn

Point pattern data often exhibit features such as abrupt changes, hotspots and spatially varying dependence in local intensity. Under a Poisson process framework, these correspond to discontinuities and nonstationarity in the underlying…

Methodology · Statistics 2025-07-24 Izabel Nolau , Flávio B. Gonçalves , Dani Gamerman

Monitoring daily weather fields is critical for climate science, agriculture, and environmental planning, yet fully probabilistic spatio-temporal models become computationally prohibitive at continental scale. We present a case study on…

Applications · Statistics 2026-02-12 Tim Gyger , Reinhard Furrer , Fabio Sigrist

Gaussian processes are popular and flexible models for spatial, temporal, and functional data, but they are computationally infeasible for large datasets. We discuss Gaussian-process approximations that use basis functions at multiple…

Methodology · Statistics 2020-12-22 Matthias Katzfuss , Wenlong Gong

Aerial robots hold great potential for aiding Search and Rescue (SAR) efforts over large areas. Traditional approaches typically searches an area exhaustively, thereby ignoring that the density of victims varies based on predictable…

Robotics · Computer Science 2019-03-26 Olov Andersson , Per Sidén , Johan Dahlin , Patrick Doherty , Mattias Villani

The last decade has seen max-stable processes emerge as a common tool for the statistical modeling of spatial extremes. However, their application is complicated due to the unavailability of the multivariate density function, and so…

Methodology · Statistics 2009-02-23 Simone A. Padoan , Mathieu Ribatet , Scott A. Sisson

Geographic Information Systems (GIS) and related technologies have generated substantial interest among statisticians with regard to scalable methodologies for analyzing large spatial datasets. A variety of scalable spatial process models…

Machine Learning · Statistics 2021-09-10 Sudipto Banerjee

Gaussian processes are powerful non-parametric probabilistic models for stochastic functions. However, the direct implementation entails a complexity that is computationally intractable when the number of observations is large, especially…

Self-Exciting models are statistical models of count data where the probability of an event occurring is influenced by the history of the process. In particular, self-exciting spatio-temporal models allow for spatial dependence as well as…

Computation · Statistics 2017-09-29 Nicholas J. Clark , Philip M. Dixon

Multivariate Gaussian processes (GPs) offer a powerful probabilistic framework to represent complex interdependent phenomena. They pose, however, significant computational challenges in high-dimensional settings, which frequently arise in…

In this paper, we develop a computationally efficient discrete approximation to log-Gaussian Cox process (LGCP) models for the analysis of spatially aggregated disease count data. Our approach overcomes an inherent limitation of spatial…

Methodology · Statistics 2019-08-29 Olatunji Johnson , Peter Diggle , Emanuele Giorgi

Geostatistical analysis of health data is increasingly used to model spatial variation in malaria prevalence, burden, and other metrics. Traditional inference methods for geostatistical modelling are notoriously computationally intensive,…

Applications · Statistics 2023-05-04 Spencer Wong , Jennifer A. Flegg , Nick Golding , Sevvandi Kandanaarachchi

Spatial misalignment arises when datasets are aggregated or collected at different spatial scales, leading to information loss. We develop a Bayesian disaggregation framework that links misaligned data to a continuous-domain model through…

Methodology · Statistics 2025-12-16 Man Ho Suen , Mark Naylor , Finn Lindgren

Gaussian process (GP) modulated Cox processes are widely used to model point patterns. Existing approaches require a mapping (link function) between the unconstrained GP and the positive intensity function. This commonly yields solutions…

Machine Learning · Statistics 2019-03-01 Andrés F. López-Lopera , ST John , Nicolas Durrande

In this paper we describe fast Bayesian statistical analysis of vector positive-valued time series, with application to interesting financial data streams. We discuss a flexible level correlated model (LCM) framework for building…

Methodology · Statistics 2022-07-05 Chiranjit Dutta , Nalini Ravishanker , Sumanta Basu

Bayesian hierarchical models are increasingly popular for realistic modelling and analysis of complex data. This trend is accompanied by the need for flexible, general, and computationally efficient methods for model criticism and conflict…

Methodology · Statistics 2017-11-02 Egil Ferkingstad , Leonhard Held , Håvard Rue

We propose a local version of spatio-temporal log-Gaussian Cox processes using Local Indicators of Spatio-Temporal Association (LISTA) functions into the minimum contrast procedure to obtain space as well as time-varying parameters. We…

Methodology · Statistics 2024-03-13 Nicoletta D'Angelo , Giada Adelfio , Jorge Mateu

A new discrete-time shot noise Cox process for spatiotemporal data is proposed. The random intensity is driven by a dependent sequence of latent gamma random measures. Some properties of the latent process are derived, such as an…

Methodology · Statistics 2023-08-17 Federico Bassetti , Roberto Casarin , Matteo Iacopini

The Laplace approximation provides a scalable and efficient means of quantifying weight-space uncertainty in deep neural networks, enabling the application of Bayesian tools such as predictive uncertainty and model selection via Occam's…

Machine Learning · Computer Science 2025-07-24 Tobias Weber , Bálint Mucsányi , Lenard Rommel , Thomas Christie , Lars Kasüschke , Marvin Pförtner , Philipp Hennig
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