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A variational inference-based framework for training a multi-output Gaussian process latent variable model, specifically tailored to the tails-up spatio-temporal stream network, is developed. Training, given a censored observational data…

Methodology · Statistics 2026-05-21 Marno Basson , Tobias M. Louw , Theresa R. Smith

We present a non-parametric prognostic framework for individualized event prediction based on joint modeling of both longitudinal and time-to-event data. Our approach exploits a multivariate Gaussian convolution process (MGCP) to model the…

Machine Learning · Statistics 2023-07-04 Xubo Yue , Raed Kontar

Learning dynamical models from data is not only fundamental but also holds great promise for advancing principle discovery, time-series prediction, and controller design. Among various approaches, Gaussian Process State-Space Models…

Machine Learning · Computer Science 2025-10-20 Tengjie Zheng , Haipeng Chen , Lin Cheng , Shengping Gong , Xu Huang

We introduce Bayesian hierarchical models for predicting high-dimensional tabular survey data which can be distributed from one or multiple classes of distributions (e.g., Gaussian, Poisson, Binomial, etc.). We adopt a Bayesian…

Methodology · Statistics 2022-11-18 Saikat Nandy , Scott H. Holan , Jonathan R. Bradley , Christopher K. Wikle

Posterior sampling by Monte Carlo methods provides a more comprehensive solution approach to inverse problems than computing point estimates such as the maximum posterior using optimization methods, at the expense of usually requiring many…

Numerical Analysis · Mathematics 2024-11-28 Paolo Villani , Daniel Andrés-Arcones , Jörg F. Unger , Martin Weiser

We study the calibration of Gaussian process (GP) predictive distributions in the interpolation setting from a design-marginal perspective. Conditioning on the data and averaging over a design measure \mu, we formalize \mu-coverage for…

Machine Learning · Statistics 2025-12-08 Aurélien Pion , Emmanuel Vazquez

Geographic Information Systems (GIS) and related technologies have generated substantial interest among statisticians with regard to scalable methodologies for analyzing large spatial datasets. A variety of scalable spatial process models…

Machine Learning · Statistics 2021-09-10 Sudipto Banerjee

We introduce a methodology for nonlinear inverse problems using a variational Bayesian approach where the unknown quantity is a spatial field. A structured Bayesian Gaussian process latent variable model is used both to construct a…

Machine Learning · Statistics 2019-02-20 Steven Atkinson , Nicholas Zabaras

Prior specifications for hyperparameters of random fields in Bayesian spatial point process modelling can have a major impact on the statistical inference and the conclusions made. We consider fitting of log-Gaussian Cox processes to…

Methodology · Statistics 2017-09-21 Sigrunn H. Sørbye , Janine B. Illian , Daniel P. Simpson , David Burslem

We introduce a scalable approach to Gaussian process inference that combines spatio-temporal filtering with natural gradient variational inference, resulting in a non-conjugate GP method for multivariate data that scales linearly with…

Machine Learning · Computer Science 2021-11-03 Oliver Hamelijnck , William J. Wilkinson , Niki A. Loppi , Arno Solin , Theodoros Damoulas

Response time has attracted increased interest in educational and psychological assessment for, e.g., measuring test takers' processing speed, improving the measurement accuracy of ability, and understanding aberrant response behavior. Most…

Methodology · Statistics 2023-06-22 Ick Hoon Jin , Jonghyun Yun , Hyunjoo Kim , Minjeong Jeon

In many applications involving spatial point patterns, we find evidence of inhibition or repulsion. The most commonly used class of models for such settings are the Gibbs point processes. A recent alternative, at least to the statistical…

Computation · Statistics 2016-08-29 Shinichiro Shirota , Alan. E. Gelfand

The design of an experiment can be always be considered at least implicitly Bayesian, with prior knowledge used informally to aid decisions such as the variables to be studied and the choice of a plausible relationship between the…

Methodology · Statistics 2017-01-03 David C. Woods , Antony M. Overstall , Maria Adamou , Timothy W. Waite

Spatial-temporal Gaussian process regression is a popular method for spatial-temporal data modeling. Its state-of-art implementation is based on the state-space model realization of the spatial-temporal Gaussian process and its…

Systems and Control · Electrical Eng. & Systems 2022-09-27 Junpeng Zhang , Yue Ju , Biqiang Mu , Renxin Zhong , Tianshi Chen

We propose Bayesian methods for Gaussian graphical models that lead to sparse and adaptively shrunk estimators of the precision (inverse covariance) matrix. Our methods are based on lasso-type regularization priors leading to parsimonious…

Methodology · Statistics 2013-10-07 Rajesh Talluri , Veerabhadran Baladandayuthapani , Bani K. Mallick

The log-Gaussian Cox process is a flexible and popular class of point pattern models for capturing spatial and space-time dependence for point patterns. Model fitting requires approximation of stochastic integrals which is implemented…

Computation · Statistics 2018-10-24 Shinichiro Shirota , Sudipto Banerjee

Distance sampling is a widely used method for estimating wildlife population abundance. The fact that conventional distance sampling methods are partly design-based constrains the spatial resolution at which animal density can be estimated…

Methodology · Statistics 2017-06-23 Y. Yuan , F. E. Bachl , F. Lindgren , D. L. Brochers , J. B. Illian , S. T. Buckland , H. Rue , T. Gerrodette

The Cox proportional hazard model is one of the most popular tools in analyzing time-to-event data in public health studies. When outcomes observed in clinical data from different regions yield a varying pattern correlated with location, it…

Applications · Statistics 2020-02-20 Yishu Xue , Elizabeth D. Schifano , Guanyu Hu

Gaussian processes (GPs) are well-known tools for modeling dependent data with applications in spatial statistics, time series analysis, or econometrics. In this article, we present the R package varycoef that implements estimation,…

Computation · Statistics 2021-06-07 Jakob A. Dambon , Fabio Sigrist , Reinhard Furrer

The Cox regression model is a commonly used model in survival analysis. In public health studies, clinical data are often collected from medical service providers of different locations. There are large geographical variations in the…

Applications · Statistics 2021-07-30 Jinjian Mu , Qingyang Liu , Lynn Kuo , Guanyu Hu