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Influenced mixed moving average fields are a versatile modeling class for spatio-temporal data. However, their predictive distribution is not generally known. Under this modeling assumption, we define a novel spatio-temporal embedding and a…

Machine Learning · Statistics 2024-08-05 Imma Valentina Curato , Orkun Furat , Lorenzo Proietti , Bennet Stroeh

The presence of temporal correlations in random movement trajectories is a widespread phenomenon across biological, chemical and physical systems. The ubiquity of persistent and anti-persistent motion in many natural and synthetic systems…

Statistical Mechanics · Physics 2024-07-03 Daniel Marris , Luca Giuggioli

Bayesian inference with stochastic models is often difficult because their likelihood functions involve high-dimensional integrals. Approximate Bayesian Computation (ABC) avoids evaluating the likelihood function and instead infers model…

Elephant random walk is a special type of random walk that incorporates the memory of the past to determine its future steps. The probability of this walk taking a particular step (+1 or -1) at a time point, conditioned on the entire…

Probability · Mathematics 2026-05-19 Krishanu Maulik , Parthanil Roy , Tamojit Sadhukhan

The characterization of cattle demographics and especially movements is an essential component in the modeling of dynamics in cattle systems, yet for cattle systems of the United States (US), this is missing. Through a large-scale maximum…

Applications · Statistics 2014-08-20 Phillip Schumm , Caterina Scoglio , H Morgan Scott

State space models contain time-indexed parameters, termed states, as well as static parameters, simply termed parameters. The problem of inferring both static parameters as well as states simultaneously, based on time-indexed observations,…

Computation · Statistics 2021-05-28 Anthony Ebert , Pierre Pudlo , Kerrie Mengersen , Paul Wu , Christopher Drovandi

Attributing a positive value \tau_x to each x in Z^d, we investigate a nearest-neighbour random walk which is reversible for the measure with weights (\tau_x), often known as "Bouchaud's trap model". We assume that these weights are…

Probability · Mathematics 2015-05-18 Jean-Christophe Mourrat

We consider an evolving system for which a sequence of observations is being made, with each observation revealing additional information about current and past states of the system. We suppose each observation is made without error, but…

Computation · Statistics 2021-03-10 Valentina Di Marco , Jonathan Keith

We consider a random walker whose motion is tethered around a focal point. We use two models that exhibit the same spatial dependence in the steady state but widely different dynamics. In one case, the walker is subject to a deterministic…

Statistical Mechanics · Physics 2019-01-11 Luca Giuggioli , Shamik Gupta , Matt Chase

A novel first-order moving-average model for analyzing time series observed at irregularly spaced intervals is introduced. Two definitions are presented, which are equivalent under Gaussianity. The first one relies on normally distributed…

Statistics Theory · Mathematics 2021-05-14 Cesar Ojeda , Wilfredo Palma , Susana Eyheramendy , Felipe Elorrieta

The explosion of data on animal behavior in more natural contexts highlights the fact that these behaviors exhibit correlations across many time scales. But there are major challenges in analyzing these data: records of behavior in single…

Neurons and Cognition · Quantitative Biology 2024-01-23 William Bialek , Joshua W. Shaevitz

Random walks with memory typically involve rules where a preference for either revisiting or avoiding those sites visited in the past are introduced somehow. Such effects have a direct consequence on the statistics of first-passage and…

Statistical Mechanics · Physics 2019-07-03 Daniel Campos , Vicenç Méndez

This paper studies theory and inference related to a class of time series models that incorporates nonlinear dynamics. It is assumed that the observations follow a one-parameter exponential family of distributions given an accompanying…

Statistics Theory · Mathematics 2012-04-19 Richard A. Davis , Heng Liu

Animal-vehicle collisions (AVCs) are common around the world and result in considerable loss of animal and human life, as well as significant property damage and regular insurance claims. Understanding their occurrence in relation to…

Applications · Statistics 2021-06-15 Krishna Murthy Gurumurthy , Zili Li , Kara M. Kockelman , Prateek Bansal

Human motion detection is getting considerable attention in the field of Artificial Intelligence (AI) driven healthcare systems. Human motion can be used to provide remote healthcare solutions for vulnerable people by identifying particular…

Signal Processing · Electrical Eng. & Systems 2020-08-07 William Taylor , Syed Aziz Shah , Kia Dashtipour , Adnan Zahid , Qammer H. Abbasi , Muhammad Ali Imran

We consider the problem of approximate Bayesian parameter inference in non-linear state-space models with intractable likelihoods. Sequential Monte Carlo with approximate Bayesian computations (SMC-ABC) is one approach to approximate the…

Computation · Statistics 2017-06-14 Johan Dahlin , Mattias Villani , Thomas B. Schön

Approximate Bayesian Computation has been successfully used in population genetics to bypass the calculation of the likelihood. These methods provide accurate estimates of the posterior distribution by comparing the observed dataset to a…

Many real-world datasets, such as healthcare, climate, and economics, are often collected as irregular time series, which poses challenges for accurate modeling. In this paper, we propose the Amortized Control of continuous State Space…

Machine Learning · Statistics 2025-03-03 Byoungwoo Park , Hyungi Lee , Juho Lee

New methods for modeling animal movement based on telemetry data are developed regularly. With advances in telemetry capabilities, animal movement models are becoming increasingly sophisticated. Despite a need for population-level…

Time perception - how humans and animals perceive the passage of time - forms the basis for important cognitive skills such as decision-making, planning, and communication. In this work, we propose a framework for examining the mechanisms…

Systems and Control · Electrical Eng. & Systems 2023-11-08 Inês Lourenço , Robert Mattila , Rodrigo Ventura , Bo Wahlberg