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This article introduces a novel dynamic framework to Bayesian model averaging for time-varying parameter quantile regressions. By employing sequential Markov chain Monte Carlo, we combine empirical estimates derived from dynamically chosen…

Statistics Theory · Mathematics 2024-11-08 Mauro Bernardi , Roberto Casarin , Bertrand Maillet , Lea Petrella

A suite of statistical methods are used to study animal movement. Most of these methods treat animal telemetry data in one of three ways: as discrete processes, as continuous processes, or as point processes. We briefly review each of these…

Methodology · Statistics 2019-12-20 Mevin B. Hooten , Xinyi Lu , Martha J. Garlick , James A. Powell

Rapid developments in streaming data technologies have enabled real-time monitoring of human activity that can deliver high-resolution data on health variables over trajectories or paths carved out by subjects as they conduct their daily…

Methodology · Statistics 2024-09-11 Tomoya Wakayama , Sudipto Banerjee

The analysis of animal movement has gained attention recently. New continuous-time models and statistical methods have been developed to estimate some sets related to their movements, such as the home-range and the core-area among others,…

Statistics Theory · Mathematics 2023-09-20 Alejandro Cholaquidis , Ricardo Fraiman , Manuel Hernandez-Banadik

Advances in experimental techniques allow the collection of high-resolution spatio-temporal data that track individual motile entities. These tracking data can be used to calibrate mathematical models describing the motility of individual…

Methodology · Statistics 2025-08-21 Arianna Ceccarelli , Alexander P. Browning , Tai Chaiamarit , Ilan Davis , Ruth E. Baker

A key quantity of interest in Bayesian inference are expectations of functions with respect to a posterior distribution. Markov Chain Monte Carlo is a fundamental tool to consistently compute these expectations via averaging samples drawn…

Machine Learning · Statistics 2015-02-10 Heiko Strathmann , Dino Sejdinovic , Mark Girolami

Statistical models can involve implicitly defined quantities, such as solutions to nonlinear ordinary differential equations (ODEs), that unavoidably need to be numerically approximated in order to evaluate the model. The approximation…

Computation · Statistics 2024-09-16 Juho Timonen , Nikolas Siccha , Ben Bales , Harri Lähdesmäki , Aki Vehtari

Likelihood-based inference in stochastic non-linear dynamical systems, such as those found in chemical reaction networks and biological clock systems, is inherently complex and has largely been limited to small and unrealistically simple…

Computation · Statistics 2024-07-08 Ben Swallow , David A. Rand , Giorgos Minas

Structural equation models are commonly used to capture the relationship between sets of observed and unobservable variables. Traditionally these models are fitted using frequentist approaches but recently researchers and practitioners have…

Methodology · Statistics 2023-02-22 Khue-Dung Dang , Luca Maestrini

We develop two statistical models for space-time abundance data based on a stochastic underlying continuous individual movement. In contrast to current models for abundance in statistical ecology, our models exploit the explicit connection…

Applications · Statistics 2024-09-24 Ricardo Carrizo Vergara , Marc Kéry , Trevor Hefley

The R package walker extends standard Bayesian general linear models to the case where the effects of the explanatory variables can vary in time. This allows, for example, to model the effects of interventions such as changes in tax policy…

Computation · Statistics 2022-04-13 Jouni Helske

Imagine you walk in a plane. You move by making a step of a certain length per time interval in a chosen direction. Repeating this process by randomly sampling step length and turning angle defines a two-dimensional random walk in what we…

Biological Physics · Physics 2026-01-05 Norberto Lucero Azuara , Rainer Klages

Bayesian inference for Markov jump processes (MJPs) where available observations relate to either system states or jumps typically relies on data-augmentation Markov Chain Monte Carlo. State-of-the-art developments involve representing MJP…

Computation · Statistics 2019-04-18 Iker Perez , Theodore Kypraios

1. Movement is the primary means by which animals obtain resources and avoid hazards. Most movement exhibits directional bias that is related to environmental features (taxis), such as the location of food patches, predators, ocean…

Quantitative Methods · Quantitative Biology 2021-07-30 Ron R. Togunov , Andrew E. Derocher , Nicholas J. Lunn , Marie Auger-Méthé

Continuous-time Bayesian networks is a natural structured representation language for multicomponent stochastic processes that evolve continuously over time. Despite the compact representation, inference in such models is intractable even…

Artificial Intelligence · Computer Science 2012-05-14 Ido Cohn , Tal El-Hay , Nir Friedman , Raz Kupferman

We propose a Bayesian nonparametric mixture model for the reconstruction and prediction from observed time series data, of discretized stochastic dynamical systems, based on Markov Chain Monte Carlo methods (MCMC). Our results can be used…

Applications · Statistics 2017-10-03 Christos Merkatas , Konstantinos Kaloudis , Spyridon J. Hatjispyros

Many living and complex systems exhibit second order emergent dynamics. Limited experimental access to the configurational degrees of freedom results in data that appears to be generated by a non-Markovian process. This poses a challenge in…

Quantitative Methods · Quantitative Biology 2020-07-29 Federica Ferretti , Victor Chardès , Thierry Mora , Aleksandra M. Walczak , Irene Giardina

A Bayesian approach is presented for detecting and characterising the signal from discrete objects embedded in a diffuse background. The approach centres around the evaluation of the posterior distribution for the parameters of the discrete…

Astrophysics · Physics 2009-11-07 M. P. Hobson , C. McLachlan

Monte Carlo (MC) simulations of transport in random porous networks indicate that for high variances of the log-normal permeability distribution, the transport of a passive tracer is non-Fickian. Here we model this non-Fickian dispersion in…

Computational Physics · Physics 2018-08-01 Amir H. Delgoshaie , Patrick Jenny , Hamdi A. Tchelepi

We propose a model of random walks on weighted graphs where the weights are interval valued, and connect it to reversible imprecise Markov chains. While the theory of imprecise Markov chains is now well established, this is a first attempt…

Optimization and Control · Mathematics 2016-09-20 Damjan Škulj