English
Related papers

Related papers: A Bayesian Multivariate Functional Dynamic Linear …

200 papers

We consider inference for misaligned multivariate functional data that represents the same underlying curve, but where the functional samples have systematic differences in shape. In this paper we introduce a new class of generally…

Applications · Statistics 2023-01-23 Niels Lundtorp Olsen , Bo Markussen , Lars Lau Rakêt

Mixed data refers to a type of data in which variables can be of multiple types, such as continuous, discrete, or categorical. This data is routinely collected in various fields, including healthcare and social sciences. A common goal in…

Methodology · Statistics 2025-05-22 Mauro Florez , Anna Gottard , Carrie McAdams , Michele Guindani , Marina Vannucci

Longitudinal item response data are common in social science, educational science, and psychology, among other disciplines. Studying the time-varying relationships between items is crucial for educational assessment or designing marketing…

Methodology · Statistics 2021-10-26 Jaewoo Park , Yeseul Jeon , Minsuk Shin , Minjeong Jeon , Ick Hoon Jin

The functional linear regression model is a common tool to determine the relationship between a scalar outcome and a functional predictor seen as a function of time. This paper focuses on the Bayesian estimation of the support of the…

Methodology · Statistics 2017-01-09 Paul-Marie Grollemund , Christophe Abraham , Meïli Baragatti , Pierre Pudlo

This paper generalises dynamic factor models for multidimensional dependent data. In doing so, it develops an interpretable technique to study complex information sources ranging from repeated surveys with a varying number of respondents to…

Econometrics · Economics 2023-01-31 Matteo Barigozzi , Filippo Pellegrino

Spatial statistics is concerned with the analysis of data that have spatial locations associated with them, and those locations are used to model statistical dependence between the data. The spatial data are treated as a single realisation…

Methodology · Statistics 2022-02-09 Noel Cressie , Matthew Sainsbury-Dale , Andrew Zammit-Mangion

Multivariate functional data from a complex system are naturally high-dimensional and have complex cross-correlation structure. The complexity of data structure can be observed as that (1) some functions are strongly correlated with similar…

Machine Learning · Statistics 2018-04-12 Chen Zhang , Hao Yan , Seungho Lee , Jianjun Shi

Biomechanics and human movement research often involves measuring multiple kinematic or kinetic variables regularly throughout a movement, yielding data that present as smooth, multivariate, time-varying curves and are naturally amenable to…

Multivariate functional data can be intrinsically multivariate like movement trajectories in 2D or complementary like precipitation, temperature, and wind speeds over time at a given weather station. We propose a multivariate functional…

Methodology · Statistics 2021-10-06 Alexander Volkmann , Almond Stöcker , Fabian Scheipl , Sonja Greven

Functional data analysis finds widespread application across various fields. While functional data are intrinsically infinite-dimensional, in practice, they are observed only at a finite set of points, typically over a dense grid. As a…

Methodology · Statistics 2025-10-29 Ana Carolina da Cruz , Camila P. E. de Souza , Pedro H. T. O. Sousa

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…

Statistical Finance · Quantitative Finance 2019-02-12 Nick James , Roman Marchant , Richard Gerlach , Sally Cripps

Nonlinear mixed effects models have become a standard platform for analysis when data is in the form of continuous and repeated measurements of subjects from a population of interest, while temporal profiles of subjects commonly follow a…

Methodology · Statistics 2022-03-04 Se Yoon Lee

Considering the context of functional data analysis, we developed and applied a new Bayesian approach via Gibbs sampler to select basis functions for a finite representation of functional data. The proposed methodology uses Bernoulli latent…

Methodology · Statistics 2023-02-13 Pedro Henrique T. O. Sousa , Camila P. E. de Souza , Ronaldo Dias

We introduce state-space models where the functionals of the observational and the evolutionary equations are unknown, and treated as random functions evolving with time. Thus, our model is nonparametric and generalizes the traditional…

Methodology · Statistics 2014-02-24 Anurag Ghosh , Soumalya Mukhopadhyay , Sandipan Roy , Sourabh Bhattacharya

Biological systems commonly exhibit complex spatiotemporal patterns whose underlying generative mechanisms pose a significant analytical challenge. Traditional approaches to spatiodynamic inference rely on dimensionality reduction through…

Quantitative Methods · Quantitative Biology 2025-08-01 Jun Won Park , Kangyu Zhao , Sanket Rane

We develop an approach for Bayesian learning of spatiotemporal dynamical mechanistic models. Such learning consists of statistical emulation of the mechanistic system that can efficiently interpolate the output of the system from arbitrary…

Methodology · Statistics 2025-07-11 Sudipto Banerjee , Xiang Chen , Ian Frankenburg , Daniel Zhou

In the analysis of binary longitudinal data, it is of interest to model a dynamic relationship between a response and covariates as a function of time, while also investigating similar patterns of time-dependent interactions. We present a…

Methodology · Statistics 2023-04-11 Jinwon Sohn , Seonghyun Jeong , Young Min Cho , Taeyoung Park

Identifying patterns of relations among the units of a complex system from measurements of their activities in time is a fundamental problem with many practical applications. Here, we introduce a method that detects dependencies of any…

Physics and Society · Physics 2026-03-09 Andrea Civilini , Fabrizio de Vico Fallani , Vito Latora

We introduce a Bayesian approach for multivariate spatio-temporal prediction for high-dimensional count-valued data. Our primary interest is when there are possibly millions of data points referenced over different variables, geographic…

Methodology · Statistics 2015-12-24 Jonathan R. Bradley , Scott H. Holan , Christopher K. Wikle

Degradation data are essential for determining the reliability of high-end products and systems, especially when covering multiple degradation characteristics (DCs). Modern degradation studies not only measure these characteristics but also…

Methodology · Statistics 2025-04-09 Zhengzhi Lin , Xiao Liu , Yisha Xiang , Yili Hong