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Inference methods in traditional statistics, machine learning and data mining assume that data is generated from an independent and identically distributed (iid) process. Spatial data exhibits behavior for which the iid assumption must be…

Economics · Quantitative Finance 2016-07-08 Somwrita Sarkar , Sanjay Chawla

A Poisson autoregressive (PAR) model accounting for discreteness and autocorrelation of count time series data is typically estimated in the state-space modelling framework through extended Kalman filter. However, because of the complex…

Methodology · Statistics 2025-03-05 Paolo Victor T. Redondo , Joseph Ryan G. Lansangan , Erniel B. Barrios

When modeling geo-spatial data, it is critical to capture spatial correlations for achieving high accuracy. Spatial Auto-Regression (SAR) is a common tool used to model such data, where the spatial contiguity matrix (W) encodes the spatial…

Computer Vision and Pattern Recognition · Computer Science 2016-10-18 Archith J. Bency , Swati Rallapalli , Raghu K. Ganti , Mudhakar Srivatsa , B. S. Manjunath

Researchers in urban and regional studies increasingly deal with spatial data that reflects geographic location and spatial relationships. As a framework for dealing with the unique nature of spatial data, various spatial regression models…

Econometrics · Economics 2025-06-17 Michael Balzer

In this work, we propose a deep learning-based method to perform semiparametric regression analysis for spatially dependent data. To be specific, we use a sparsely connected deep neural network with rectified linear unit (ReLU) activation…

Machine Learning · Statistics 2023-12-19 Kexuan Li , Jun Zhu , Anthony R. Ives , Volker C. Radeloff , Fangfang Wang

With the rapid advances of data acquisition techniques, spatio-temporal data are becoming increasingly abundant in a diverse array of disciplines. Here we develop spatio-temporal regression methodology for analyzing large amounts of…

Methodology · Statistics 2021-12-01 Ting Fung Ma , Fangfang Wang , Jun Zhu , Anthony R. Ives , Katarzyna E. Lewińska

Conditional autoregressive (CAR) models are commonly used to capture spatial correlation in areal unit data, and are typically specified as a prior distribution for a set of random effects, as part of a hierarchical Bayesian model. The…

Applications · Statistics 2012-05-17 Duncan Lee , Richard Mitchell

Autoregressive models are ubiquitous tools for the analysis of time series in many domains such as computational neuroscience and biomedical engineering. In these domains, data is, for example, collected from measurements of brain activity.…

Signal Processing · Electrical Eng. & Systems 2023-05-02 Jonas F. Haderlein , Andre D. H. Peterson , Anthony N. Burkitt , Iven M. Y. Mareels , David B. Grayden

This paper considers nonparametric estimation and inference in first-order autoregressive (AR(1)) models with deterministically time-varying parameters. A key feature of the proposed approach is to allow for time-varying stationarity in…

Econometrics · Economics 2024-11-04 Donald W. K. Andrews , Ming Li

Autoregressive (AR) models, the theoretical performance benchmark for learned lossless image compression, are often dismissed as impractical due to prohibitive computational cost. This work re-thinks this paradigm, introducing a framework…

Computer Vision and Pattern Recognition · Computer Science 2025-11-17 Daxin Li , Yuanchao Bai , Kai Wang , Wenbo Zhao , Junjun Jiang , Xianming Liu

The conditional autoregressive (CAR) model, simultaneous autoregressive (SAR) model, and its variants have become the predominant strategies for modeling regional or areal-referenced spatial data. The overwhelming wide-use of the CAR/SAR…

Methodology · Statistics 2024-10-18 Sudipto Saha , Jonathan R. Bradley

We study one particular type of multivariate spatial autoregression (MSAR) model with diverging dimensions in both responses and covariates. This makes the usual MSAR models no longer applicable due to the high computational cost. To…

Methodology · Statistics 2025-09-03 Jiaxin Shi , Xuening Zhu , Jing Zhou , Baichen Yu , Hansheng Wang

The autoregressive (AR) models are used to represent the time-varying random process in which output depends linearly on previous terms and a stochastic term (the innovation). In the classical version, the AR models are based on normal…

Methodology · Statistics 2021-11-15 Monika S. Dhull , Arun Kumar , Agnieszka Wylomanska

We introduce a new paradigm for AutoRegressive (AR) image generation, termed Set AutoRegressive Modeling (SAR). SAR generalizes the conventional AR to the next-set setting, i.e., splitting the sequence into arbitrary sets containing…

Computer Vision and Pattern Recognition · Computer Science 2024-10-15 Wenze Liu , Le Zhuo , Yi Xin , Sheng Xia , Peng Gao , Xiangyu Yue

The rapid growth of online network platforms generates large-scale network data and it poses great challenges for statistical analysis using the spatial autoregression (SAR) model. In this work, we develop a novel distributed estimation and…

Computation · Statistics 2023-11-29 Yimeng Ren , Zhe Li , Xuening Zhu , Yuan Gao , Hansheng Wang

The autoregressive Hilbertian model (ARH) was introduced in the early 90's by Denis Bosq. It was the subject of a vast literature and gave birth to numerous extensions. The model generalizes the classical multidimensional autoregressive…

Computation · Statistics 2020-08-26 Cl\'{e]ment Carré , André Mas

This paper considers the quantile regression approach for partially linear spatial autoregressive models with possibly varying coefficients. B-spline is employed for the approximation of varying coefficients. The instrumental variable…

Methodology · Statistics 2016-08-08 Xiaowen Dai , Shaoyang Li , Maozai Tian

Efficient estimation methods for simultaneous autoregressive (SAR) models with missing data in the response variable have been well-explored in the literature. A common practice is to introduce measurement error into SAR models to separate…

Methodology · Statistics 2024-10-10 Anjana Wijayawardhana , Thomas Suesse , David Gunawan

Spatial scan statistics are well-known methods for cluster detection and are widely used in epidemiology and medical studies for detecting and evaluating the statistical significance of disease hotspots. For the sake of simplicity, the…

Methodology · Statistics 2019-11-25 Mohamed-Salem Ahmed , Lionel Cucala , Michael Genin

Vector autoregressive models characterize a variety of time series in which linear combinations of current and past observations can be used to accurately predict future observations. For instance, each element of an observation vector…

Machine Learning · Statistics 2017-06-27 Eric C. Hall , Garvesh Raskutti , Rebecca Willett