Related papers: Doubly stochastic models for replicated spatio-tem…
The behaviour of many real-world phenomena can be modelled by nonlinear dynamical systems whereby a latent system state is observed through a filter. We are interested in interacting subsystems of this form, which we model by a set of…
This paper is concerned with combined inference for point processes on the real line observed in a broken interval. For such processes, the classic history-based approach cannot be used. Instead, we adapt tools from sequential spatial point…
We study an open discrete-time queueing network that models the collection of data in a multi-hop sensor network. We assume data is generated at the sensor nodes as a discrete-time Bernoulli process. All nodes in the network maintain a…
This paper establishes the theoretical foundation for statistical applications of an intriguing new type of spatial point processes called critical point processes. These point processes, residing in Euclidean space, consist of the critical…
The efficient calculation of rare-event kinetics in complex dynamical systems, such as the rate and pathways of ligand dissociation from a protein, is a generally unsolved problem. Markov state models can systematically integrate ensembles…
The application of geostatistical and machine learning methods based on Gaussian processes to big space-time data is beset by the requirement for storing and numerically inverting large and dense covariance matrices. Computationally…
We consider the inverse scattering problem for time-harmonic acoustic waves in a medium with pointwise inhomogeneities. In the Foldy-Lax model, the estimation of the scatterers' locations and intensities from far field measurements can be…
Inspired by applications in sports where the skill of players or teams competing against each other varies over time, we propose a probabilistic model of pairwise-comparison outcomes that can capture a wide range of time dynamics. We…
A state-space model is a time-series model that has an unobserved latent process from which we take noisy measurements over time. The observations are conditionally independent given the latent process and the latent process itself is…
This paper considers stochastic hybrid stress quadrilateral finite element analysis of plane elasticity equations with stochastic Young's modulus and stochastic loads. Firstly, we apply Karhunen-Lo$\grave{e}$ve expansion to stochastic…
We develop an estimator for the high-dimensional covariance matrix of a locally stationary process with a smoothly varying trend and use this statistic to derive consistent predictors in non-stationary time series. In contrast to the…
Latent position models are widely used for the analysis of networks in a variety of research fields. In fact, these models possess a number of desirable theoretical properties, and are particularly easy to interpret. However, statistical…
Motivated by recent experiments we consider a stochastic lineshape theory for the case when the underlying process obeys power-law statistics, based on a generalized Anderson-Kubo oscillator model. We derive an analytical expression for the…
Using the white noise setting, in particular the Wick product, the Hermite transform, and the Kondratiev space, we present a new approach to study linear stochastic systems, where randomness is also included in the transfer function. We…
The dynamic emulation of non-linear deterministic computer codes where the output is a time series, possibly multivariate, is examined. Such computer models simulate the evolution of some real-world phenomenon over time, for example models…
Several researchers have described two-part models with patient-specific stochastic processes for analysing longitudinal semicontinuous data. In theory, such models can offer greater flexibility than the standard two-part model with…
We investigate nonlinear state-space models without a closed-form transition density, and propose reformulating such models over their latent noise variables rather than their latent state variables. In doing so the tractable noise density…
Recently, chaotic phenomena in laser dynamics have attracted much attention to its applied aspects, and a synchronization phenomenon, leader-laggard relationship, in time-delay coupled lasers has been used in reinforcement learning. In the…
Spatiotemporal data analysis is pivotal across various domains, such as transportation, meteorology, and healthcare. The data collected in real-world scenarios are often incomplete due to device malfunctions and network errors.…
The stopp R package deals with spatio-temporal point processes which might have occurred on the Euclidean space or on some specific linear networks such as roads of a city. The package contains functions to summarize, plot, and perform…