Related papers: Bayesian model-based spatiotemporal survey design …

We generalize the log Gaussian Cox process (LGCP) framework to model multiple correlated point data jointly. The observations are treated as realizations of multiple LGCPs, whose log intensities are given by linear combinations of latent…

In this paper, we propose a doubly stochastic spatial point process model with both aggregation and repulsion. This model combines the ideas behind Strauss processes and log Gaussian Cox processes. The likelihood for this model is not…

Survey sampling plays an important role in the efficient allocation and management of resources. The essence of survey sampling lies in acquiring a sample of data points from a population and subsequently using this sample to estimate the…

We introduce a novel adaptive Gaussian Process Regression (GPR) methodology for efficient construction of surrogate models for Bayesian inverse problems with expensive forward model evaluations. An adaptive design strategy focuses on…

Sampling-based planning is the predominant paradigm for motion planning in robotics. Most sampling-based planners use a global random sampling scheme to guarantee probabilistic completeness. However, most schemes are often inefficient as…

We consider the problem of sampling from a product-of-experts-type model that encompasses many standard prior and posterior distributions commonly found in Bayesian imaging. We show that this model can be easily lifted into a novel latent…

Gaussian process is a theoretically appealing model for nonparametric analysis, but its computational cumbersomeness hinders its use in large scale and the existing reduced-rank solutions are usually heuristic. In this work, we propose a…

Gaussian processes (GPs) are widely used in nonparametric regression, classification and spatio-temporal modeling, motivated in part by a rich literature on theoretical properties. However, a well known drawback of GPs that limits their use…

With the growing capabilities of Geographic Information Systems (GIS) and user-friendly software, statisticians today routinely encounter geographically referenced data containing observations from a large number of spatial locations and…

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…

In the study of natural and artificial complex systems, responses that are not completely determined by the considered decision variables are commonly modelled probabilistically, resulting in response distributions varying across decision…

Recent advances in data collection technologies have led to the emergence of massive spatial datasets, with measurements obtained at millions of spatial locations. Geostatistical models typically employ Gaussian processes (GPs) to capture…

Gaussian graphical models are used for determining conditional relationships between variables. This is accomplished by identifying off-diagonal elements in the inverse-covariance matrix that are non-zero. When the ratio of variables (p) to…

Data-driven Model Predictive Control (MPC), where the system model is learned from data with machine learning, has recently gained increasing interests in the control community. Gaussian Processes (GP), as a type of statistical models, are…

Spatio-temporal point process models play a central role in the analysis of spatially distributed systems in several disciplines. Yet, scalable inference remains computa- tionally challenging both due to the high resolution modelling…

A new algorithm is developed to tackle the issue of sampling non-Gaussian model parameter posterior probability distributions that arise from solutions to Bayesian inverse problems. The algorithm aims to mitigate some of the hurdles faced…

We study Spatial Logistic Gaussian Process (SLGP) models for non-parametric estimation of probability density fields using scattered samples of heterogeneous sizes. SLGPs are examined from the perspective of random measures and their…

Bayesian optimization (BO) has established itself as a leading strategy for efficiently optimizing expensive-to-evaluate functions. Existing BO methods mostly rely on Gaussian process (GP) surrogate models and are not applicable to…

In this article, we develop fully Bayesian, copula-based, spatial-statistical models for large, noisy, incomplete, and non-Gaussian spatial data. Our approach includes novel constructions of copulas that accommodate a spatial-random-effects…

In this paper we introduce a novel model for Gaussian process (GP) regression in the fully Bayesian setting. Motivated by the ideas of sparsification, localization and Bayesian additive modeling, our model is built around a recursive…