Related papers: Gaussian Random Functional Dynamic Spatio-Temporal…
Fine particulate matter (PM$_{2.5}$) has become a great concern worldwide due to its adverse health effects. PM$_{2.5}$ concentrations typically exhibit complex spatio-temporal variations. Both the mean and the spatio-temporal dependence…
Gaussian processes (GPs) are commonplace in spatial statistics. Although many non-stationary models have been developed, there is arguably a lack of flexibility compared to equipping each location with its own parameters. However, the…
Spatiotemporal imaging has applications in e.g. cardiac diagnostics, surgical guidance, and radiotherapy monitoring, In this paper, we explain the temporal motion by identifying the underlying dynamics, only based on the sequential images.…
Multivariate spatio-temporal data arise more and more frequently in a wide range of applications; however, there are relatively few general statistical methods that can readily use that incorporate spatial, temporal and variable…
We present a novel Kalman filter for spatiotemporal systems called the numerical Gaussian process Kalman filter (GPKF). Numerical Gaussian processes have recently been introduced as a physics informed machine learning method for simulating…
Many of today's data is time-series data originating from various sources, such as sensors, transaction systems, or production systems. Major challenges with such data include privacy and business sensitivity. Generative time-series models…
Accurate prediction of structural dynamics is imperative for preserving digital twin fidelity throughout operational lifetimes. Parametric models with fixed nominal parameters often omit critical physical effects due to simplifications in…
Modeling spatial processes that exhibit both smooth and rough features poses a significant challenge. This is especially true in fields where complex physical variables are observed across spatial domains. Traditional spatial techniques,…
We develop a class of nearest-neighbor mixture models that provide direct, computationally efficient, probabilistic modeling for non-Gaussian geospatial data. The class is defined over a directed acyclic graph, which implies conditional…
In this chapter, we show how to efficiently model high-dimensional extreme peaks-over-threshold events over space in complex non-stationary settings, using extended latent Gaussian Models (LGMs), and how to exploit the fitted model in…
Circular data arise in many areas of application. Recently, there has been interest in looking at circular data collected separately over time and over space. Here, we extend some of this work to the spatio-temporal setting, introducing…
3D Gaussian Splatting SLAM has emerged as a widely used technique for high-fidelity mapping in spatial intelligence. However, existing methods often rely on a single representation scheme, which limits their performance in large-scale…
System dynamics (SD) is an effective approach for helping reveal the temporal behavior of complex systems. Although there have been recent developments in expanding SD to include systems' spatial dependencies, most applications have been…
Temporal data, notably time series and spatio-temporal data, are prevalent in real-world applications. They capture dynamic system measurements and are produced in vast quantities by both physical and virtual sensors. Analyzing these data…
We present the Mixed Likelihood Gaussian process latent variable model (GP-LVM), capable of modeling data with attributes of different types. The standard formulation of GP-LVM assumes that each observation is drawn from a Gaussian…
We introduce a scalable approach to Gaussian process inference that combines spatio-temporal filtering with natural gradient variational inference, resulting in a non-conjugate GP method for multivariate data that scales linearly with…
With the development of new remote sensing technology, large or even massive spatial datasets covering the globe become available. Statistical analysis of such data is challenging. This article proposes a semiparametric approach to model…
Graphical Transformation Models (GTMs) are introduced as a novel approach to effectively model multivariate data with intricate marginals and complex dependency structures semiparametrically, while maintaining interpretability through the…
Clinical patient records are an example of high-dimensional data that is typically collected from disparate sources and comprises of multiple likelihoods with noisy as well as missing values. In this work, we propose an unsupervised…
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…