Related papers: Graphical modelling of multivariate spatial point …
This paper investigates the modeling of an important class of degradation data, which are collected from a spatial domain over time; for example, the surface quality degradation. Like many existing time-dependent stochastic degradation…
Many forest management planning decisions are based on information about the number of trees by species and diameter per unit area. This information is commonly summarized in a stand table, where a stand is defined as a group of forest…
Non-stationary extremal dependence, whereby the relationship between the extremes of multiple variables evolves over time, is commonly observed in many environmental and financial data sets. However, most multivariate extreme value models…
We develop a Bayesian graphical modeling framework for functional data for correlated multivariate random variables observed over a continuous domain. Our method leads to graphical Markov models for functional data which allows the graphs…
Nonstationary Gaussian process models can capture complex spatially varying dependence structures in spatial datasets. However, the large number of observations in modern datasets makes fitting such models computationally intractable with…
Measuring conditional dependence is an important topic in statistics with broad applications including graphical models. Under a factor model setting, a new conditional dependence measure based on projection is proposed. The corresponding…
Large spatial datasets often represent a number of spatial point processes generated by distinct entities or classes of events. When crossed with covariates, such as discrete time buckets, this can quickly result in a data set with millions…
Multiplex graphs, characterised by their layered structure, exhibit informative interdependencies within layers that are crucial for understanding complex network dynamics. Quantifying the interaction and shared information among these…
Causal discovery in time series is a rapidly evolving field with a wide variety of applications in other areas such as climate science and neuroscience. Traditional approaches assume a stationary causal graph, which can be adapted to…
Key challenges in the analysis of highly multivariate large-scale spatial stochastic processes, where both the number of components (p) and spatial locations (n) can be large, include achieving maximal sparsity in the joint precision…
In this note we explore a fully unsupervised deep-learning framework for simulating non-linear structural equation models from observational training data. The main contribution of this note is an architecture for applying moment-matching…
Spatial fields in the Earth and environmental sciences are often available at multiple scales or resolutions. While coarse-scale data (e.g., from global circulation models) are often abundant, they lack the local detail provided by…
High-dimensional data analysis typically focuses on low-dimensional structure, often to aid interpretation and computational efficiency. Graphical models provide a powerful methodology for learning the conditional independence structure in…
We introduce a new class of conditional autoregressive models for spatially dependent functional data, formulated through conditional means given neighboring functional observations and characterized by a covariance operator and a spatial…
The study of multivariate extremes is dominated by multivariate regular variation, although it is well known that this approach does not provide adequate distinction between random vectors whose components are not always simultaneously…
Large volumes of spatiotemporal data, characterized by high spatial and temporal variability, may experience structural changes over time. Unlike traditional change-point problems, each sequence in this context consists of function-valued…
Modeling nonstationarity that often prevails in extremal dependence of spatial data can be challenging, and typically requires bespoke or complex spatial models that are difficult to estimate. Inference for stationary and isotropic models…
In this paper we concentrate on an alternative modeling strategy for positive data that exhibit spatial or spatio-temporal dependence. Specifically we propose to consider stochastic processes obtained trough a monotone transformation of…
Structure inference is an important task for network data processing and analysis in data science. In recent years, quite a few approaches have been developed to learn the graph structure underlying a set of observations captured in a data…
Graphical models can represent a multivariate distribution in a convenient and accessible form as a graph. Causal models can be viewed as a special class of graphical models that not only represent the distribution of the observed system…