Related papers: Bayesian estimation of the functional spatial lag …
Rainfall is an essential hydrological component, and most of the economic activities of an agrarian country like Bangladesh depend on rainfall. An accurate rainfall forecast can help make necessary decisions and reduce the damages caused by…
We consider the problem of signal estimation in a generalized linear model (GLM). GLMs include many canonical problems in statistical estimation, such as linear regression, phase retrieval, and 1-bit compressed sensing. Recent work has…
State-space models have been used in many applications, including econometrics, engineering, medical research, etc. The maximum likelihood estimation (MLE) of the static parameter of general state-space models is not straightforward because…
In analyses of spatially-referenced data, researchers often have one of two goals: to quantify relationships between a response variable and covariates while accounting for residual spatial dependence or to predict the value of a response…
Distributed Lag Models (DLMs) and similar regression approaches such as MIDAS have been used for many decades in econometrics and more recently to investigate how poor air quality adversely affects human health. In this paper we describe…
Longitudinal item response data are common in social science, educational science, and psychology, among other disciplines. Studying the time-varying relationships between items is crucial for educational assessment or designing marketing…
Latent space models (LSMs) are often used to analyze dynamic (time-varying) networks that evolve in continuous time. Existing approaches to Bayesian inference for these models rely on Markov chain Monte Carlo algorithms, which cannot handle…
We develop a Bayesian approach to estimate weight matrices in spatial autoregressive (or spatial lag) models. Datasets in regional economic literature are typically characterized by a limited number of time periods T relative to spatial…
The spatial linear mixed model (SLMM) consists of fixed and spatial random effects that may be linearly dependent. Partially motivated as a means to address potential issues with confounding, the Restricted spatial regression (RSR) model…
We present a novel Bayesian spatial disaggregation model for count data, providing fast and flexible inference at high resolution. First, it incorporates non-linear covariate effects using penalized splines, a flexible approach that is not…
The frequentist method of simulated minimum distance (SMD) is widely used in economics to estimate complex models with an intractable likelihood. In other disciplines, a Bayesian approach known as Approximate Bayesian Computation (ABC) is…
Prominent features of simulated moving bed (SMB) chromatography processes in the downstream processing is based on the determination of operating conditions. However, effects of different types of uncertainties have to be studied and…
Models defined by stochastic differential equations (SDEs) allow for the representation of random variability in dynamical systems. The relevance of this class of models is growing in many applied research areas and is already a standard…
We present a scalable approach to performing approximate fully Bayesian inference in generic state space models. The proposed method is an alternative to particle MCMC that provides fully Bayesian inference of both the dynamic latent states…
Recent works have successfully applied Large Language Models (LLMs) to function modeling tasks. However, the reasons behind this success remain unclear. In this work, we propose a new evaluation framework to comprehensively assess LLMs'…
We study maximum likelihood estimation for spatial generalized linear mixed models with Gaussian process approximations using a stochastic Newton-Raphson algorithm. We consider two Gaussian Process approximations in this context: spectral…
Cortical surface fMRI (cs-fMRI) has recently grown in popularity versus traditional volumetric fMRI, as it allows for more meaningful spatial smoothing and is more compatible with the common assumptions of isotropy and stationarity in…
We study the class of state-space models and perform maximum likelihood estimation for the model parameters. We consider a stochastic approximation expectation-maximization (SAEM) algorithm to maximize the likelihood function with the…
The recently developed semi-parametric generalized linear model (SPGLM) offers more flexibility as compared to the classical GLM by including the baseline or reference distribution of the response as an additional parameter in the model.…
Probabilistic modeling of multidimensional spatiotemporal data is critical to many real-world applications. As real-world spatiotemporal data often exhibits complex dependencies that are nonstationary and nonseparable, developing effective…