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A number of problems in probability and statistics can be addressed using the multivariate normal (Gaussian) distribution. In the one-dimensional case, computing the probability for a given mean and variance simply requires the evaluation…

Numerical Analysis · Mathematics 2015-04-07 Sivaram Ambikasaran , Daniel Foreman-Mackey , Leslie Greengard , David W. Hogg , Michael O'Neil

Geospatial Foundation Models (GFMs) have emerged as powerful tools for extracting representations from Earth observation data, but their evaluation remains inconsistent and narrow. Existing works often evaluate on suboptimal downstream…

Observing system simulation experiments (OSSEs) have been widely used as a rigorous and cost-effective way to guide development of new observing systems, and to evaluate the performance of new data assimilation algorithms. Nature runs…

Methodology · Statistics 2018-09-05 Pulong Ma , Emily L. Kang , Amy Braverman , Hai Nguyen

3D Gaussian Splatting (3DGS) has become the de facto method of 3D representation in many vision tasks. This calls for the 3D understanding directly in this representation space. To facilitate the research in this direction, we first build…

Computer Vision and Pattern Recognition · Computer Science 2025-09-09 Qi Ma , Yue Li , Bin Ren , Nicu Sebe , Ender Konukoglu , Theo Gevers , Luc Van Gool , Danda Pani Paudel

Various natural phenomena exhibit spatial extremal dependence at short spatial distances. However, existing models proposed in the spatial extremes literature often assume that extremal dependence persists across the entire domain. This is…

Methodology · Statistics 2024-05-01 Arnab Hazra , Raphaël Huser , David Bolin

We propose a probabilistic model for inferring the multivariate function from multiple areal data sets with various granularities. Here, the areal data are observed not at location points but at regions. Existing regression-based models can…

Graphical models are commonly used tools for modeling multivariate random variables. While there exist many convenient multivariate distributions such as Gaussian distribution for continuous data, mixed data with the presence of discrete…

Machine Learning · Statistics 2014-04-30 Jianqing Fan , Han Liu , Yang Ning , Hui Zou

Approximation algorithms are widely used in many engineering problems. To obtain a data set for approximation a factorial design of experiments is often used. In such case the size of the data set can be very large. Therefore, one of the…

Methodology · Statistics 2014-07-04 Mikhail Belyaev , Evgeny Burnaev , Yermek Kapushev

This paper tackles the challenge of parameter calibration in stochastic models, particularly in scenarios where the likelihood function is unavailable in an analytical form. We introduce a gradient-based simulated parameter estimation…

Machine Learning · Statistics 2025-03-25 Zehao Li , Yijie Peng

We develop an efficient sampling approach for handling complex missing data patterns and a large number of missing observations in conditionally Gaussian state space models. Two important examples are dynamic factor models with unbalanced…

Econometrics · Economics 2023-02-08 Joshua C. C. Chan , Aubrey Poon , Dan Zhu

In this paper, we first propose a Bayesian neighborhood selection method to estimate Gaussian Graphical Models (GGMs). We show the graph selection consistency of this method in the sense that the posterior probability of the true model…

Applications · Statistics 2015-07-08 Zhixiang Lin , Tao Wang , Can Yang , Hongyu Zhao

We develop a Bayesian framework for variable selection in linear regression with autocorrelated errors, accommodating lagged covariates and autoregressive structures. This setting occurs in time series applications where responses depend on…

Methodology · Statistics 2025-08-18 Alokesh Manna , Sujit K. Ghosh

The decreasing cost and improved sensor and monitoring system technology (e.g. fiber optics and strain gauges) have led to more measurements in close proximity to each other. When using such spatially dense measurement data in Bayesian…

Methodology · Statistics 2023-08-21 Ioannis Koune , Arpad Rozsas , Arthur Slobbe , Alice Cicirello

We consider estimation of the parameters of a Gaussian Stochastic Process (GaSP), in the context of emulation (approximation) of computer models for which the outcomes are real-valued scalars. The main focus is on estimation of the GaSP…

Statistics Theory · Mathematics 2017-08-17 Mengyang Gu , Xiaojing Wang , James O. Berger

We study the estimation of the latent variable Gaussian graphical model (LVGGM), where the precision matrix is the superposition of a sparse matrix and a low-rank matrix. In order to speed up the estimation of the sparse plus low-rank…

Machine Learning · Statistics 2017-03-01 Pan Xu , Jian Ma , Quanquan Gu

We present the design and scalable implementation of an exascale climate emulator for addressing the escalating computational and storage requirements of high-resolution Earth System Model simulations. We utilize the spherical harmonic…

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

Cloud computing offers an opportunity to run compute-resource intensive climate models at scale by parallelising model runs such that datasets useful to the exoplanet community can be produced efficiently. To better understand the…

Efficient and effective modeling of complex systems, incorporating cloud physics and precipitation, is essential for accurate climate modeling and forecasting. However, simulating these systems is computationally demanding since…

Fluid Dynamics · Physics 2024-07-31 Nan Chen , Changhong Mou , Leslie M. Smith , Yeyu Zhang

Additive smooth models, such as Generalized additive models (GAMs) of location, scale, and shape (GAMLSS), are a popular choice for modeling experimental data. However, software available to fit such models is usually not tailored…

Methodology · Statistics 2025-06-17 Joshua Krause , Jelmer P. Borst , Jacolien van Rij