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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

We propose a new \textit{quadratic programming-based} method of approximating a nonstandard density using a multivariate Gaussian density. Such nonstandard densities usually arise while developing posterior samplers for unobserved…

Econometrics · Economics 2023-02-14 Abhishek K. Umrawal , Joshua C. C. Chan

A popular approach to semi-supervised learning proceeds by endowing the input data with a graph structure in order to extract geometric information and incorporate it into a Bayesian framework. We introduce new theory that gives appropriate…

Machine Learning · Statistics 2020-01-14 Nicolas Garcia Trillos , Zachary Kaplan , Thabo Samakhoana , Daniel Sanz-Alonso

The Gaussian process is an indispensable tool for spatial data analysts. The onset of the "big data" era, however, has lead to the traditional Gaussian process being computationally infeasible for modern spatial data. As such, various…

The location, timing, and abundance of gene expression (both mRNA and proteins) within a tissue define the molecular mechanisms of cell functions. Recent technology breakthroughs in spatial molecular profiling, including imaging-based…

Applications · Statistics 2020-12-10 Qiwei Li , Minzhe Zhang , Yang Xie , Guanghua Xiao

The Mat\'ern covariance function is a popular choice for modeling dependence in spatial environmental data. Standard Mat\'ern covariance models are, however, often computationally infeasible for large data sets. In this work, recent results…

Computation · Statistics 2015-03-19 David Bolin , Finn Lindgren

Analyzing massive spatial datasets using Gaussian process model poses computational challenges. This is a problem prevailing heavily in applications such as environmental modeling, ecology, forestry and environmental heath. We present a…

Methodology · Statistics 2021-12-07 Suman Majumder , Yawen Guan , Brian J. Reich , Arvind K. Saibaba

This study demonstrates how to use the "spmoran" package implementing scalable spatial regression models for Gaussian and non-Gaussian data. Implemented models include spatially varying coefficient models, models with group effects, spatial…

Other Statistics · Statistics 2024-01-24 Daisuke Murakami

A Bayesian multivariate model with a structured covariance matrix for multi-way nested data is proposed. This flexible modeling framework allows for positive and for negative associations among clustered observations, and generalizes the…

Methodology · Statistics 2024-08-27 Stef Baas , Richard J. Boucherie , Jean-Paul Fox

Statistical learning theory provides the foundation to applied machine learning, and its various successful applications in computer vision, natural language processing and other scientific domains. The theory, however, does not take into…

Machine Learning · Statistics 2021-02-18 Júlio Hoffimann , Maciel Zortea , Breno de Carvalho , Bianca Zadrozny

Throughout the life sciences we routinely seek to interpret measurements and observations using parameterised mechanistic mathematical models. A fundamental and often overlooked choice in this approach involves relating the solution of a…

Quantitative Methods · Quantitative Biology 2023-11-10 Ryan J. Murphy , Oliver J. Maclaren , Matthew J. Simpson

Spatial processes observed in various fields, such as climate and environmental science, often occur on a large scale and demonstrate spatial nonstationarity. Fitting a Gaussian process with a nonstationary Mat\'ern covariance is…

Machine Learning · Statistics 2023-06-21 Pratik Nag , Yiping Hong , Sameh Abdulah , Ghulam A. Qadir , Marc G. Genton , Ying Sun

In image reconstruction, an accurate quantification of uncertainty is of great importance for informed decision making. Here, the Bayesian approach to inverse problems can be used: the image is represented through a random function that…

Numerical Analysis · Mathematics 2025-04-24 Jonas Latz , Aretha L. Teckentrup , Simon Urbainczyk

The ability to obtain reliable point estimates of model parameters is of crucial importance in many fields of physics. This is often a difficult task given that the observed data can have a very high number of dimensions. In order to…

Cosmology and Nongalactic Astrophysics · Physics 2021-12-15 Janis Fluri , Aurelien Lucchi , Tomasz Kacprzak , Alexandre Refregier , Thomas Hofmann

The primary science driver for 3D galaxy surveys is their potential to constrain cosmological parameters. Forecasts of these surveys' effectiveness typically assume Gaussian statistics for the underlying matter density, despite the fact…

Cosmology and Nongalactic Astrophysics · Physics 2015-10-27 Andrew Repp , István Szapudi , Julien Carron , Melody Wolk

Spatial transcriptomics measures the expression of thousands of genes in a tissue sample while preserving its spatial structure. This class of technologies has enabled the investigation of the spatial variation of gene expressions and their…

Methodology · Statistics 2025-10-23 Andrea Sottosanti , Davide Risso , Francesco Denti

This paper considers the objective comparison of stochastic models to solve inverse problems, more specifically image restoration. Most often, model comparison is addressed in a supervised manner, that can be time-consuming and partly…

Computation · Statistics 2020-10-14 Benjamin Harroué , Jean-François Giovannelli , Marcelo Pereyra

We develop Bayesian models for density regression with emphasis on discrete outcomes. The problem of density regression is approached by considering methods for multivariate density estimation of mixed scale variables, and obtaining…

Methodology · Statistics 2019-08-14 Georgios Papageorgiou

This work develops a block aggregation approach to spatial estimation and prediction when the response is observed at a coarse spatial scale, for example as counts of events in administrative areas, or blocks, while covariates are available…

This work presents the spatial error model with heteroskedasticity, which allows the joint modeling of the parameters associated with both the mean and the variance, within a traditional approach to spatial econometrics. The estimation…

Methodology · Statistics 2024-11-21 J. D. Toloza , O. O. Melo , N. A. Cruz
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