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This paper introduces a new sparse spatio-temporal structured Gaussian process regression framework for online and offline Bayesian inference. This is the first framework that gives a time-evolving representation of the interdependencies…

Machine Learning · Statistics 2018-08-01 Danil Kuzin , Olga Isupova , Lyudmila Mihaylova

Spatial process models for analyzing geostatistical data entail computations that become prohibitive as the number of spatial locations become large. This manuscript develops a class of highly scalable Nearest Neighbor Gaussian Process…

Methodology · Statistics 2016-01-05 Abhirup Datta , Sudipto Banerjee , Andrew O. Finley , Alan E. Gelfand

Ensembles of forecasts are obtained from multiple runs of numerical weather forecasting models with different initial conditions and typically employed to account for forecast uncertainties. However, biases and dispersion errors often occur…

Methodology · Statistics 2015-12-23 Sándor Baran , Sebastian Lerch

This paper presents a novel approach for approximate integration over the uncertainty of noise and signal variances in Gaussian process (GP) regression. Our efficient and straightforward approach can also be applied to integration over…

Machine Learning · Statistics 2017-12-18 Ville Tolvanen , Pasi Jylänki , Aki Vehtari

Reliable temperature forecasting in Enhanced Geothermal Systems (EGS) is essential, yet petroleum-based decline curves and many machine-learning surrogates do not enforce geothermal heat transfer, while thermo-hydro-mechanical (THM)…

Physics and Society · Physics 2026-01-08 Mina S. Khalaf

Statistical post-processing of global ensemble weather forecasts is revisited by leveraging recent developments in machine learning. Verification of past forecasts is exploited to learn systematic deficiencies of numerical weather…

Atmospheric and Oceanic Physics · Physics 2023-10-23 Zied Ben-Bouallegue , Jonathan A Weyn , Mariana C A Clare , Jesper Dramsch , Peter Dueben , Matthew Chantry

We propose a practical and scalable Gaussian process model for large-scale nonlinear probabilistic regression. Our mixture-of-experts model is conceptually simple and hierarchically recombines computations for an overall approximation of a…

Machine Learning · Statistics 2014-12-10 Jun Wei Ng , Marc Peter Deisenroth

Nonstationary Gaussian process models can capture complex spatially varying dependence structures in spatial datasets. However, the large number of observations in modern datasets makes fitting such models computationally intractable with…

Computation · Statistics 2022-06-13 Paul G. Beckman , Christopher J. Geoga , Michael L. Stein , Mihai Anitescu

The nonequilibrium relaxation (NER) method, which has been used to investigate equilibrium systems via their nonequilibrium behavior, has been widely applied to various models to estimate critical temperatures and critical exponents.…

Statistical Mechanics · Physics 2024-10-03 Yuma Osada , Yukiyasu Ozeki

Global climate models aim to reproduce physical processes on a global scale and predict quantities such as temperature given some forcing inputs. We consider climate ensembles made of collections of such runs with different initial…

Applications · Statistics 2013-12-02 Stefano Castruccio , Michael L. Stein

This work is motivated by constructing a weather simulator for precipitation. Temperature and humidity are two of the most important driving forces of precipitation, and the strategy is to have a stochastic model for temperature and…

Applications · Statistics 2015-05-27 Xiangping Hu , Ingelin Steinsland , Daniel Simpson , Sara Martino , Håvard Rue

Spatial Gaussian process regression models typically contain finite dimensional covariance parameters that need to be estimated from the data. We study the Bayesian estimation of covariance parameters including the nugget parameter in a…

Statistics Theory · Mathematics 2023-02-22 Cheng Li , Saifei Sun , Yichen Zhu

A non-stationary spatial Gaussian random field (GRF) is described as the solution of an inhomogeneous stochastic partial differential equation (SPDE), where the covariance structure of the GRF is controlled by the coefficients in the SPDE.…

Methodology · Statistics 2016-08-11 Geir-Arne Fuglstad , Daniel Simpson , Finn Lindgren , Håvard Rue

Earth system models (ESMs) are the principal tools used in climate science to generate future climate projections under various atmospheric emissions scenarios on a global or regional scale. Generative deep learning approaches are suitable…

Atmospheric and Oceanic Physics · Physics 2024-04-16 Katie Christensen , Lyric Otto , Seth Bassetti , Claudia Tebaldi , Brian Hutchinson

This paper addresses the challenge of reconstructing full-field structural mode shapes from sparse sensor data. While Gaussian Process Regression (GPR) offers a robust non-parametric framework for spatial interpolation and uncertainty…

Numerical Analysis · Mathematics 2026-05-25 Farid Ghahari

We introduce a nonstationary spatio-temporal statistical model for gridded data on the sphere. The model specifies a computationally convenient covariance structure that depends on heterogeneous geography. Widely used statistical models on…

Applications · Statistics 2016-02-25 Stefano Castruccio , Joseph Guinness

Gaussian processes (GPs) are an important tool in machine learning and statistics with applications ranging from social and natural science through engineering. They constitute a powerful kernelized non-parametric method with…

Machine Learning · Statistics 2021-12-20 Manuel Schürch , Dario Azzimonti , Alessio Benavoli , Marco Zaffalon

Extreme environmental events frequently exhibit spatial and temporal dependence. These data are often modeled using max stable processes (MSPs). MSPs are computationally prohibitive to fit for as few as a dozen observations, with supposed…

Methodology · Statistics 2022-05-02 Emily C. Hector , Brian J. Reich

Pel-recursive motion estimation isa well-established approach. However, in the presence of noise, it becomes an ill-posed problem that requires regularization. In this paper, motion vectors are estimated in an iterative fashion by means of…

Computer Vision and Pattern Recognition · Computer Science 2014-03-31 Vania Vieira Estrela , Marcos Henrique da Silva Bassani

This paper addresses the critical challenge of improving predictions of climate extreme events, specifically heat waves, using machine learning methods. Our work is framed as a classification problem in which we try to predict whether…

Machine Learning · Computer Science 2025-11-17 Julien Collard , Pierre Gentine , Tian Zheng