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The widely recommended procedure of Bayesian model averaging is flawed in the M-open setting in which the true data-generating process is not one of the candidate models being fit. We take the idea of stacking from the point estimation…

Methodology · Statistics 2018-10-15 Yuling Yao , Aki Vehtari , Daniel Simpson , Andrew Gelman

We analyse and explain the increased generalisation performance of iterate averaging using a Gaussian process perturbation model between the true and batch risk surface on the high dimensional quadratic. We derive three phenomena…

Machine Learning · Statistics 2021-11-02 Diego Granziol , Xingchen Wan , Samuel Albanie , Stephen Roberts

Research on Poisson regression analysis for dependent data has been developed rapidly in the last decade. One of difficult problems in a multivariate case is how to construct a cross-correlation structure and at the meantime make sure that…

Methodology · Statistics 2017-10-05 A'yunin Sofro , Jian Qing Shi , Chunzheng Cao

Gaussian process regression is a frequently used statistical method for flexible yet fully probabilistic non-linear regression modeling. A common obstacle is its computational complexity which scales poorly with the number of observations.…

Methodology · Statistics 2026-03-10 Adam Gorm Hoffmann , Claus Thorn Ekstrøm , Andreas Kryger Jensen

The rapid worldwide spread of the severe acute respiratory syndrome (SARS) demonstrated the potential threat an infectious disease poses in a closely interconnected and interdependent world. Here we introduce a probabilistic model which…

Disordered Systems and Neural Networks · Physics 2009-11-10 L. Hufnagel , D. Brockmann , T. Geisel

In this paper, we introduce a novel theoretical framework for Gaussian process regression error analysis, leveraging a function-space decomposition. Based on this framework, we develop a weighted Jacobi iterative method that utilizes…

Numerical Analysis · Mathematics 2026-02-27 Tiantian Sun , Juan Zhang

We consider the problem of inference for the states and parameters of a continuous-time multitype branching process from partially observed time series data. Exact inference for this class of models, typically using sequential Monte Carlo,…

Methodology · Statistics 2025-12-01 Angus Lewis , Antonio Parrella , John Maclean , Andrew J. Black

We study a model for the spread of an infectious disease which incorporates spatial and temporal effects. The model is a delayed multi-type branching process in which types represent geographic regions while infected individuals reproduce…

Probability · Mathematics 2023-01-27 Andrew Hart , Servet Martínez

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…

Epidemics are inherently stochastic, and stochastic models provide an appropriate way to describe and analyse such phenomena. Given temporal incidence data consisting of, for example, the number of new infections or removals in a given time…

Methodology · Statistics 2024-05-24 Sam A. Whitaker , Andrew Golightly , Colin S. Gillespie , Theodore Kypraios

The multivariate adaptive regression spline (MARS) approach of Friedman (1991) and its Bayesian counterpart (Francom et al. 2018) are effective approaches for the emulation of computer models. The traditional assumption of Gaussian errors…

Methodology · Statistics 2024-07-23 Kellin Rumsey , Devin Francom , Andy Shen

When an agent, person, vehicle or robot is moving through an unknown environment without GNSS signals, online mapping of nonlinear terrains can be used to improve position estimates when the agent returns to a previously mapped area.…

Machine Learning · Computer Science 2025-05-22 Frida Marie Viset , Rudy Helmons , Manon Kok

Healthcare data, particularly in critical care settings, presents three key challenges for analysis. First, physiological measurements come from different sources but are inherently related. Yet, traditional methods often treat each…

Applications · Statistics 2025-12-01 Ali Akbar Septiandri , Deyu Ming , F. Alejandro DiazDelaO , Takoua Jendoubi , Samiran Ray

Tracking the spread of infectious disease during a pandemic has posed a great challenge to the governments and health sectors on a global scale. To facilitate informed public health decision-making, the concerned parties usually rely on…

Methodology · Statistics 2023-06-05 Tejasv Bedi , Yanxun Xu , Qiwei Li

Inference for spatial generalized linear mixed models (SGLMMs) for high-dimensional non-Gaussian spatial data is computationally intensive. The computational challenge is due to the high-dimensional random effects and because Markov chain…

Computation · Statistics 2018-10-09 Yawen Guan , Murali Haran

Stochastic epidemic models describe the dynamics of an epidemic as a disease spreads through a population. Typically, only a fraction of cases are observed at a set of discrete times. The absence of complete information about the time…

Computation · Statistics 2017-02-14 Jonathan Fintzi , Xiang Cui , Jon Wakefield , Vladimir N. Minin

Gaussian process regression is a powerful Bayesian nonlinear regression method. Recent research has enabled the capture of many types of observations using non-Gaussian likelihoods. To deal with various tasks in spatial modeling, we benefit…

Machine Learning · Statistics 2025-08-26 Yuta Shikuri

Maps have long been been used to visualise estimates of spatial variables, in particular disease burden and risk. Predictions made using a geostatistical model have uncertainty that typically varies spatially. However, this uncertainty is…

Applications · Statistics 2020-05-26 Aimee R Taylor , James A Watson , Caroline O Buckee

The Bayesian analysis of infectious disease surveillance data from multiple locations typically involves building and fitting a spatio-temporal model of how the disease spreads in the structured population. Here we present new generally…

Methodology · Statistics 2025-03-04 Matthew Adeoye , Xavier Didelot , Simon EF Spencer

For highly sensitive real-world predictive analytic applications such as healthcare and medicine, having good prediction accuracy alone is often not enough. These kinds of applications require a decision making process which uses…

Machine Learning · Computer Science 2018-04-02 Djordje Gligorijevic , Jelena Stojanovic , Zoran Obradovic