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Non-Gaussian spatial and spatio-temporal data are becoming increasingly prevalent, and their analysis is needed in a variety of disciplines. FRK is an R package for spatial/spatio-temporal modelling and prediction with very large data sets…

Computation · Statistics 2022-11-22 Matthew Sainsbury-Dale , Andrew Zammit-Mangion , Noel Cressie

Continuous-time trajectory representations are a powerful tool that can be used to address several issues in many practical simultaneous localization and mapping (SLAM) scenarios, like continuously collected measurements distorted by robot…

Robotics · Computer Science 2017-05-18 Jing Dong , Byron Boots , Frank Dellaert

A Gaussian process (GP) is a powerful and widely used regression technique. The main building block of a GP regression is the covariance kernel, which characterizes the relationship between pairs in the random field. The optimization to…

Numerical Analysis · Mathematics 2022-01-05 Vahid Keshavarzzadeh , Shandian Zhe , Robert M. Kirby , Akil Narayan

Spatially varying coefficients (SVC) models allow for marginal effects to be non-stationary over space and thus offer a higher degree of flexibility with respect to standard geostatistical models with external drift. At the same time, SVC…

Methodology · Statistics 2025-11-27 Yacine Mohamed Idir , Thomas Romary

Gaussian processes regression models are an appealing machine learning method as they learn expressive non-linear models from exemplar data with minimal parameter tuning and estimate both the mean and covariance of unseen points. However,…

Machine Learning · Computer Science 2020-08-25 Vladimir Joukov , Dana Kulić

Technological developments and open data policies have made large, global environmental datasets accessible to everyone. For analysing such datasets, including spatiotemporal correlations using traditional models based on Gaussian processes…

Computation · Statistics 2020-07-01 Marius Appel , Edzer Pebesma

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

Subspace-valued functions arise in a wide range of problems, including parametric reduced order modeling (PROM). In PROM, each parameter point can be associated with a subspace, which is used for Petrov-Galerkin projections of large system…

Statistics Theory · Mathematics 2021-07-13 Ruda Zhang , Simon Mak , David Dunson

In this contribution we deal with the problem of learning an undirected graph which encodes the conditional dependence relationship between variables of a complex system, given a set of observations of this system. This is a very central…

Methodology · Statistics 2019-07-26 Daniela De Canditiis , Armando Guardasole

This paper presents a new approach for Gaussian process (GP) regression for large datasets. The approach involves partitioning the regression input domain into multiple local regions with a different local GP model fitted in each region.…

Machine Learning · Computer Science 2018-07-10 Chiwoo Park , Daniel Apley

Adaptive learning is necessary for non-stationary environments where the learning machine needs to forget past data distribution. Efficient algorithms require a compact model update to not grow in computational burden with the incoming data…

Machine Learning · Computer Science 2023-07-11 Vanessa Gómez-Verdejo , Emilio Parrado-Hernández , Manel Martínez-Ramón

Gaussian processes (GPs) are flexible, probabilistic, nonparametric models widely used in fields such as spatial statistics and machine learning. A drawback of Gaussian processes is their computational cost, with $O(N^3)$ time and $O(N^2)$…

Computation · Statistics 2026-05-20 Filippo Rambelli , Fabio Sigrist

Some scenarios require the computation of a predictive distribution of a new value evaluated on an objective function conditioned on previous observations. We are interested on using a model that makes valid assumptions on the objective…

Machine Learning · Computer Science 2021-01-21 Lucia Asencio-Martín , Eduardo C. Garrido-Merchán

Many datasets are in the form of tables of binned data. Performing regression on these data usually involves either reading off bin heights, ignoring data from neighbouring bins or interpolating between bins thus over or underestimating the…

Machine Learning · Statistics 2019-05-21 Michael Thomas Smith , Mauricio A Alvarez , Neil D Lawrence

We propose to learn latent graphical models when data have mixed variables and missing values. This model could be used for further data analysis, including regression, classification, ranking etc. It also could be used for imputing missing…

Methodology · Statistics 2015-11-17 Xiao Li , Jinzhu Jia , Yuan Yao

Scalable Gaussian process (GP) inference is essential for sequential decision-making tasks, yet improving GP scalability remains a challenging problem with many open avenues of research. This paper focuses on iterative GPs, where iterative…

Machine Learning · Computer Science 2025-11-21 Alan Yufei Dong , Jihao Andreas Lin , José Miguel Hernández-Lobato

Gaussian processes (GPs) are very widely used for modeling of unknown functions or surfaces in applications ranging from regression to classification to spatial processes. Although there is an increasingly vast literature on applications,…

Methodology · Statistics 2017-06-28 Lizhen Lin , Mu Niu , Pokman Cheung , David Dunson

We propose a new model for regression and dependence analysis when addressing spatial data with possibly heavy tails and an asymmetric marginal distribution. We first propose a stationary process with $t$ marginals obtained through scale…

Statistics Theory · Mathematics 2019-12-20 M. Bevilacqua , C. Caamaño , R. B. Arellano Valle , V. Morales-Onñate

Modeling and inferring spatial relationships and predicting missing values of environmental data are some of the main tasks of geospatial statisticians. These routine tasks are accomplished using multivariate geospatial models and the…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-04-06 Mary Lai O. Salvaña , Sameh Abdulah , Huang Huang , Hatem Ltaief , Ying Sun , Marc G. Genton , David E. Keyes

We propose efficient computational methods to fit multivariate Gaussian additive models, where the mean vector and the covariance matrix are allowed to vary with covariates, in an empirical Bayes framework. To guarantee the…

Computation · Statistics 2025-04-07 Vincenzo Gioia , Matteo Fasiolo , Ruggero Bellio , Simon N. Wood
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