Related papers: Nonparametric Bayesian grouping methods for spatia…
We propose a novel sparse spatiotemporal dynamic generalized linear model for efficient inference and prediction of bicycle count data. Assuming Poisson distributed counts with spacetime-varying rates, we model the log-rate using…
In this paper, we introduce a method for segmenting time series data using tools from Bayesian nonparametrics. We consider the task of temporal segmentation of a set of time series data into representative stationary segments. We use…
In spatial statistics, it is often assumed that the spatial field of interest is stationary and its covariance has a simple parametric form, but these assumptions are not appropriate in many applications. Given replicate observations of a…
In many applications, it is of interest to study trends over time in relationships among categorical variables, such as age group, ethnicity, religious affiliation, political party and preference for particular policies. At each time point,…
In this work we consider time series with a finite number of discrete point changes. We assume that the data in each segment follows a different probability density functions (pdf). We focus on the case where the data in all segments are…
Spatio-temporal hidden Markov models are extremely difficult to estimate because their latent joint distributions are available only in trivial cases. In the estimation phase, these latent distributions are usually substituted with…
In this paper, we develop a graphical modeling framework for the inference of networks across multiple sample groups and data types. In medical studies, this setting arises whenever a set of subjects, which may be heterogeneous due to…
Spatial models for occupancy data are used to estimate and map the true presence of a species, which may depend on biotic and abiotic factors as well as spatial autocorrelation. Traditionally researchers have accounted for spatial…
This article introduces novel and practicable Bayesian factor analysis frameworks that are computationally feasible for moderate to large spatiotemporal data. Previous Bayesian analysis of spatiotemporal data has utilized a Bayesian factor…
Multi-state models are frequently applied for representing processes evolving through a discrete set of state. Important classes of multi-state models arise when transitions between states may depend on the time since entry into the current…
In many applications, survey data are collected from different survey centers in different regions. It happens that in some circumstances, response variables are completely observed while the covariates have missing values. In this paper,…
Traditional spatio-temporal models for areal data typically begin with spatial structure imposed at the level of random effects and later extend to include temporal dynamics. We propose an alternative hierarchical modeling framework that…
We propose a general statistical framework for clustering multiple time series that exhibit nonlinear dynamics into an a-priori-unknown number of sub-groups. Our motivation comes from neuroscience, where an important problem is to identify,…
Discrimination between non-stationarity and long-range dependency is a difficult and long-standing issue in modelling financial time series. This paper uses an adaptive spectral technique which jointly models the non-stationarity and…
Circular time series has received relatively little attention in statistics and modeling complex circular time series using the state space approach is non-existent in the literature. In this article we introduce a flexible Bayesian…
We consider the situation where a temporal process is composed of contiguous segments with differing slopes and replicated noise-corrupted time series measurements are observed. The unknown mean of the data generating process is modelled as…
A Bayesian approach to the classification problem is proposed in which random partitions play a central role. It is argued that the partitioning approach has the capacity to take advantage of a variety of large-scale spatial structures, if…
This article introduces a novel Bayesian method for asynchronous change-point detection in multivariate time series. This method allows for change-points to occur earlier in some (leading) series followed, after a short delay, by…
This paper deals with the estimation of the unknown distribution of hidden random variables from the observation of pairwise comparisons between these variables. This problem is inspired by recent developments on Bradley-Terry models in…
Although animal locations gained via GPS, etc. are typically observed on a discrete time scale, movement models formulated in continuous time are preferable in order to avoid the struggles experienced in discrete time when faced with…