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Automated sensing instruments on satellites and aircraft have enabled the collection of massive amounts of high-resolution observations of spatial fields over large spatial regions. If these datasets can be efficiently exploited, they can…

Methodology · Statistics 2015-12-08 Matthias Katzfuss

Spatial confounding is how is called the confounding between fixed and spatial random effects. It has been widely studied and it gained attention in the past years in the spatial statistics literature, as it may generate unexpected results…

State-space models are used in a wide range of time series analysis formulations. Kalman filtering and smoothing are work-horse algorithms in these settings. While classic algorithms assume Gaussian errors to simplify estimation, recent…

Optimization and Control · Mathematics 2018-07-02 Jonathan Jonker , Aleksandr Y. Aravkin , James V. Burke , Gianluigi Pillonetto , Sarah Webster

Bayesian hierarchical models are increasingly popular for realistic modelling and analysis of complex data. This trend is accompanied by the need for flexible, general, and computationally efficient methods for model criticism and conflict…

Methodology · Statistics 2017-11-02 Egil Ferkingstad , Leonhard Held , Håvard Rue

Although spatial models for areal data are widely used in multilevel settings, the conditions under which spatial and nonspatial random effects yield equivalent posterior inference for regression coefficients have never been formally…

Methodology · Statistics 2026-05-12 Shuqi Lin , Joshua L. Warren

In many environmental applications involving spatially-referenced data, limitations on the number and locations of observations motivate the need for practical and efficient models for spatial interpolation, or kriging. A key component of…

Methodology · Statistics 2015-09-15 Mark D. Risser , Catherine A. Calder

The Integrated Nested Laplace Approximation (INLA) is a deterministic approach to Bayesian inference on latent Gaussian models (LGMs) and focuses on fast and accurate approximation of posterior marginals for the parameters in the models.…

Computation · Statistics 2021-03-05 Martin Outzen Berild , Sara Martino , Virgilio Gómez-Rubio , Håvard Rue

Model checking is essential to evaluate the adequacy of statistical models and the validity of inferences drawn from them. Particularly, hierarchical models such as latent Gaussian models (LGMs) pose unique challenges as it is difficult to…

Methodology · Statistics 2023-07-25 Rafael Cabral , David Bolin , Håvard Rue

The key operation in Bayesian inference, is to compute high-dimensional integrals. An old approximate technique is the Laplace method or approximation, which dates back to Pierre- Simon Laplace (1774). This simple idea approximates the…

Linear regression is common in astronomical analyses. I discuss a Bayesian hierarchical modeling of data with heteroscedastic and possibly correlated measurement errors and intrinsic scatter. The method fully accounts for time evolution.…

Instrumentation and Methods for Astrophysics · Physics 2015-10-12 Mauro Sereno

This article presents a re-structuring of spatial econometric models in a linear mixed model framework. To that end, it proposes low rank spatial econometric models that are robust to the existence of noise (i.e., measurement error), and…

Methodology · Statistics 2018-10-09 Daisuke Murakami , Hajime Seya , Daniel A. Griffith

Inverse problems with spatiotemporal observations are ubiquitous in scientific studies and engineering applications. In these spatiotemporal inverse problems, observed multivariate time series are used to infer parameters of physical or…

Methodology · Statistics 2022-04-26 Shiwei Lan , Shuyi Li , Mirjeta Pasha

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

We introduce a Bayesian Gaussian process latent variable model that explicitly captures spatial correlations in data using a parameterized spatial kernel and leveraging structure-exploiting algebra on the model covariance matrices for…

Machine Learning · Statistics 2018-05-23 Steven Atkinson , Nicholas Zabaras

Fitting spatio-temporal models for areal data is crucial in many fields such as cancer epidemiology. However, when data sets are very large, many issues arise. The main objective of this paper is to propose a general procedure to analyze…

Methodology · Statistics 2023-02-06 E. Orozco-Acosta , A. Adin , M. D. Ugarte

This paper develops a Bayesian framework for robust causal inference from longitudinal observational data. Many contemporary methods rely on structural assumptions, such as factor models, to adjust for unobserved confounding, but they can…

Methodology · Statistics 2025-11-20 Angelos Alexopoulos , Nikolaos Demiris

We introduce an extension of R-vine copula models for the purpose of spatial dependency modeling and model based prediction at unobserved locations. The newly derived spatial R-vine model combines the flexibility of vine copulas with the…

Methodology · Statistics 2014-03-17 Tobias Michael Erhardt , Claudia Czado , Ulf Schepsmeier

Generalized linear mixed models (GLMM) encompass large class of statistical models, with a vast range of applications areas. GLMM extends the linear mixed models allowing for different types of response variable. Three most common data…

Applications · Statistics 2017-04-25 Wagner Hugo Bonat , Paulo Justiniano Ribeiro , Silvia emiko Shimakura

In ecology we may find scenarios where the same phenomenon (species occurrence, species abundance, etc.) is observed using two different types of samplers. For instance, species data can be collected from scientific sampling with a…

This work extends the Integrated Nested Laplace Approximation (INLA) method to latent models outside the scope of latent Gaussian models, where independent components of the latent field can have a near-Gaussian distribution. The proposed…

Computation · Statistics 2016-08-14 Thiago G. Martins , Håvard Rue
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