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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

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Machine Learning · Computer Science 2014-08-12 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Machine Learning · Statistics 2013-05-27 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet

Precipitation results from complex processes across many scales, making its accurate simulation in Earth system models (ESMs) challenging. Existing post-processing methods can improve ESM simulations locally, but cannot correct errors in…

Atmospheric and Oceanic Physics · Physics 2025-01-03 Philipp Hess , Markus Drüke , Stefan Petri , Felix M. Strnad , Niklas Boers

Accurate modeling of spatial dependence is pivotal in analyzing spatial data, influencing parameter estimation and predictions. The spatial structure of the data significantly impacts valid statistical inference. Existing models for areal…

Methodology · Statistics 2025-12-11 Lucas da Cunha Godoy , Marcos Oliveira Prates , Jun Yan

Gaussian process is a theoretically appealing model for nonparametric analysis, but its computational cumbersomeness hinders its use in large scale and the existing reduced-rank solutions are usually heuristic. In this work, we propose a…

Machine Learning · Statistics 2015-11-25 Leo L. Duan , Xia Wang , Rhonda D. Szczesniak

Statistical post-processing techniques are now widely used to correct systematic biases and errors in calibration of ensemble forecasts obtained from multiple runs of numerical weather prediction models. A standard approach is the ensemble…

Methodology · Statistics 2018-05-23 Sándor Baran , Sebastian Lerch

In many environmental applications involving spatially-referenced data, limitations on the number and locations of observations motivate the need for practical and efficient models for spatial interpolation, or kriging. A key component of…

Methodology · Statistics 2015-09-15 Mark D. Risser , Catherine A. Calder

We investigate the effect of statistical post-processing on the probabilistic skill of discomfort index (DI) and indoor wet-bulb globe temperature (WBGTid) ensemble forecasts, both calculated from the corresponding forecasts of temperature…

Applications · Statistics 2020-11-23 Sándor Baran , Ágnes Baran , Florian Pappenberger , Zied Ben Bouallègue

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

In this paper, we first propose a Bayesian neighborhood selection method to estimate Gaussian Graphical Models (GGMs). We show the graph selection consistency of this method in the sense that the posterior probability of the true model…

Applications · Statistics 2015-07-08 Zhixiang Lin , Tao Wang , Can Yang , Hongyu Zhao

Improving the skill of medium-range (3-8 day) severe weather prediction is crucial for mitigating societal impacts. This study introduces a novel approach leveraging decoder-only transformer networks to post-process AI-based weather…

Atmospheric and Oceanic Physics · Physics 2025-12-24 Zhanxiang Hua , Ryan Sobash , David John Gagne , Yingkai Sha , Alexandra Anderson-Frey

While adaptive sensing has provided improved rates of convergence in sparse regression and classification, results in nonparametric regression have so far been restricted to quite specific classes of functions. In this paper, we describe an…

Statistics Theory · Mathematics 2015-03-20 Adam D. Bull

Gaussian processes (GPs) have been extensively utilized as nonparametric models for component separation in 21 cm data analyses. This exploits the distinct spectral behavior of the cosmological and foreground signals, which are modeled…

Cosmology and Nongalactic Astrophysics · Physics 2025-05-13 Kangning Diao , Richard D. P. Grumitt , Yi Mao

Capturing the uncertainty in probabilistic wind power forecasts is challenging, especially when uncertain input variables, such as the weather, play a role. Since ensemble weather predictions aim to capture the uncertainty in the weather…

Applications · Statistics 2022-04-26 Kaleb Phipps , Sebastian Lerch , Maria Andersson , Ralf Mikut , Veit Hagenmeyer , Nicole Ludwig

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

Accurate precipitation estimation is critical for flood forecasting, water resource management, and disaster preparedness. Satellite products provide global hourly coverage but contain systematic biases; ground-based gauges are accurate at…

Computer Vision and Pattern Recognition · Computer Science 2026-04-14 Shunya Nagashima , Takumi Bannai , Shuitsu Koyama , Tomoya Mitsui , Shuntaro Suzuki

Nonparametric methods have been very popular in the last couple of decades in time series and regression, but no such development has taken place for spatial models. A rather obvious reason for this is the curse of dimensionality. For…

Statistics Theory · Mathematics 2007-06-13 Jiti Gao , Zudi Lu , Dag Tjøstheim

Weather Forecasting is an attractive challengeable task due to its influence on human life and complexity in atmospheric motion. Supported by massive historical observed time series data, the task is suitable for data-driven approaches,…

Machine Learning · Computer Science 2022-09-20 Minbo Ma , Peng Xie , Fei Teng , Tianrui Li , Bin Wang , Shenggong Ji , Junbo Zhang

In weather forecasting, nonhomogeneous regression is used to statistically postprocess forecast ensembles in order to obtain calibrated predictive distributions. For wind speed forecasts, the regression model is given by a truncated normal…

Applications · Statistics 2013-11-19 Sebastian Lerch , Thordis L. Thorarinsdottir