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This paper introduces an R package for spatio-temporal prediction and forecasting for log-Gaussian Cox processes. The main computational tool for these models is Markov chain Monte Carlo and the new package, lgcp, therefore also provides an…

Computation · Statistics 2011-10-28 Benjamin M. Taylor , Tilman M. Davies , Barry S. Rowlingson , Peter J. Diggle

This document describes an infra-structure provided by the R package performanceEstimation that allows to estimate the predictive performance of different approaches (workflows) to predictive tasks. The infra-structure is generic in the…

Mathematical Software · Computer Science 2015-09-08 Luis Torgo

CircSpaceTime is the only R package currently available that implements Bayesian models for spatial and spatio-temporal interpolation of circular data. Such data are often found in applications where, among the many, wind directions, animal…

Applications · Statistics 2020-01-03 Giovanna Jona Lasinio , Mario Santoro , Gianluca Mastrantonio

The INLAMSM package for the R programming language provides a collection of multivariate spatial models for lattice data that can be used with package INLA for Bayesian inference. The multivariate spatial models include different structures…

We use Bayesian model selection paradigms, such as group least absolute shrinkage and selection operator priors, to facilitate generalized additive model selection. Our approach allows for the effects of continuous predictors to be…

Methodology · Statistics 2023-09-29 Virginia X. He , Matt P. Wand

BHAM is a freely avaible R pakcage that implments Bayesian hierarchical additive models for high-dimensional clinical and genomic data. The package includes functions that generalized additive model, and Cox additive model with the…

Computation · Statistics 2022-07-07 Boyi Guo , Nengjun Yi

A graphical model is a multivariate (potentially very high dimensional) probabilistic model, which is formed by combining lower dimensional components. Inference (computation of conditional probabilities) is based on message passing…

Computation · Statistics 2021-06-03 Mads Lindskou , Søren Højsgaard , Poul Svante Eriksen , Torben Tvedebrink

Recent advances in big data and analytics research have provided a wealth of large data sets that are too big to be analyzed in their entirety, due to restrictions on computer memory or storage size. New Bayesian methods have been developed…

Applications · Statistics 2014-09-30 Alexey Miroshnikov , Erin Conlon

Datasets that exhibit non-Gaussian characteristics are common in many fields, while the current modeling framework and available software for non-Gaussian models is limited. We introduce Linear Latent Non-Gaussian Models (LLnGMs), a unified…

Methodology · Statistics 2026-03-02 David Bolin , Xiaotian Jin , Alexandre B. Simas , Jonas Wallin

The package provides multivariate time series models for structural analysis, allowing one to extract latent signals such as trends or seasonality. Models are fitted using maximum likelihood estimation, allowing for non-stationarity, fixed…

Computation · Statistics 2022-01-07 Tucker S. McElroy , James A. Livsey

We present a theory-guided generalized Bayesian methodology for spatio-temporal raster data, which we use to train an ensemble of stochastic feed-forward neural networks with Gaussian-distributed weights. The methodology incorporates the…

Machine Learning · Statistics 2026-04-24 Leonardo Bardi , Imma Valentina Curato , Lorenzo Proietti

There is a large number of data archives and web services offering free access to multispectral satellite imagery. Images from multiple sources are increasingly combined to improve the spatio-temporal coverage of measurements while…

Computation · Statistics 2020-02-10 U. Pérez-Goya , M. Montesino-SanMartin , A. F. Militino , M. D. Ugarte

In spite of the interest in and appeal of convolution-based approaches for nonstationary spatial modeling, off-the-shelf software for model fitting does not as of yet exist. Convolution-based models are highly flexible yet notoriously…

Computation · Statistics 2017-02-07 Mark D. Risser , Catherine A. Calder

We present StructuralDecompose, an R package for modular and interpretable time series decomposition. Unlike existing approaches that treat decomposition as a monolithic process, StructuralDecompose separates the analysis into distinct…

Machine Learning · Computer Science 2025-10-07 Allen Daniel Sunny

Spatio-Temporal Graph Neural Networks (STGNNs) have emerged as a powerful tool for modeling dynamic graph-structured data across diverse domains. However, they often fail to generalize in Spatio-Temporal Out-of-Distribution (STOOD)…

Machine Learning · Computer Science 2025-10-14 Haoyu Zhang , Wentao Zhang , Hao Miao , Xinke Jiang , Yuchen Fang , Yifan Zhang

Gaussian processes (GPs) are sophisticated distributions to model functional data. Whilst theoretically appealing, they are computationally cumbersome except for small datasets. We implement two methods for scaling GP inference in Stan:…

Methodology · Statistics 2024-01-11 Till Hoffmann , Jukka-Pekka Onnela

Persistent monitoring of a spatiotemporal fluid process requires data sampling and predictive modeling of the process being monitored. In this paper we present PASST algorithm: Predictive-model based Adaptive Sampling of a Spatio-Temporal…

Robotics · Computer Science 2023-04-04 Sandeep Manjanna , Tom Z. Jiahao , M. Ani Hsieh

Nested data structures arise when observations are grouped into distinct units, such as patients within hospitals or students within schools. Accounting for this hierarchical organization is essential for valid inference, as ignoring it can…

Computation · Statistics 2025-08-14 Francesco Denti , Laura D'Angelo

We consider parallel computation for Gaussian process calculations to overcome computational and memory constraints on the size of datasets that can be analyzed. Using a hybrid parallelization approach that uses both threading (shared…

Regression models that incorporate smooth functions of predictor variables to explain the relationships with a response variable have gained widespread usage and proved successful in various applications. By incorporating smooth functions…

Computation · Statistics 2024-03-19 Natalya Pya Arnqvist