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A generator of spatio-temporal pseudo-random Gaussian fields that satisfy the "proportionality of scales" property (Tsyroulnikov, 2001) is presented. The generator is based on a third-order in time stochastic differential equation with a…

Data Analysis, Statistics and Probability · Physics 2018-05-15 Michael Tsyrulnikov , Dmitry Gayfulin

Self-exciting spatiotemporal Hawkes processes have found increasing use in the study of large-scale public health threats ranging from gun violence and earthquakes to wildfires and viral contagion. Whereas many such applications feature…

Methodology · Statistics 2021-07-14 Andrew J. Holbrook , Xiang Ji , Marc A. Suchard

Determining subgroups that respond especially well (or poorly) to specific interventions (medical or policy) requires new supervised learning methods tailored specifically for causal inference. Bayesian Causal Forest (BCF) is a recent…

Machine Learning · Statistics 2022-09-16 Nikolay Krantsevich , Jingyu He , P. Richard Hahn

The dynamics of a rain forest is extremely complex involving births, deaths and growth of trees with complex interactions between trees, animals, climate, and environment. We consider the patterns of recruits (new trees) and dead trees…

Methodology · Statistics 2024-09-19 Abdollah Jalilian , Francisco Cuevas-Pacheco , Ganggang Xu , Rasmus Waagepetersen

The spatial structure of fluctuations in spatially inhomogeneous processes can be modeled in terms of Gibbs random fields. A local low energy estimator (LLEE) is proposed for the interpolation (prediction) of such processes at points where…

Data Analysis, Statistics and Probability · Physics 2012-04-12 D. T. Hristopulos

Wildfire propagation is a highly stochastic process where small changes in environmental conditions (such as wind speed and direction) can lead to large changes in observed behaviour. A traditional approach to quantify uncertainty in…

Machine Learning · Computer Science 2023-09-04 Andrew Bolt , Conrad Sanderson , Joel Janek Dabrowski , Carolyn Huston , Petra Kuhnert

Surrogate models are often used to replace costly-to-evaluate complex coastal codes to achieve substantial computational savings. In many of those models, the hydrometeorological forcing conditions (inputs) or flood events (outputs) are…

Machine Learning · Statistics 2021-11-04 A. F. López-Lopera , D. Idier , J. Rohmer , F. Bachoc

We study the spatio-temporal prediction problem and introduce a novel point-process-based prediction algorithm. Spatio-temporal prediction is extensively studied in Machine Learning literature due to its critical real-life applications such…

Machine Learning · Statistics 2021-03-17 Oguzhan Karaahmetoglu , Suleyman S. Kozat

Max-stable processes are the natural analogues of the generalized extreme-value distribution for the modelling of extreme events in space and time. Under suitable conditions, these processes are asymptotically justified models for maxima of…

Methodology · Statistics 2013-09-27 Raphaël Huser , A. C. Davison

We develop efficient simulation techniques for Bayesian inference on switching GARCH models. Our contribution to existing literature is manifold. First, we discuss different multi-move sampling techniques for Markov Switching (MS) state…

Statistics Theory · Mathematics 2012-12-24 Monica Billio , Roberto Casarin , Anthony Osuntuyi

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

A new discrete-time shot noise Cox process for spatiotemporal data is proposed. The random intensity is driven by a dependent sequence of latent gamma random measures. Some properties of the latent process are derived, such as an…

Methodology · Statistics 2023-08-17 Federico Bassetti , Roberto Casarin , Matteo Iacopini

Spatio-temporal systems exhibiting multi-scale behaviour are common in applications ranging from cyber-physical systems to systems biology, yet they present formidable challenges for computational modelling and analysis. Here we consider a…

Quantitative Methods · Quantitative Biology 2019-02-01 Michalis Michaelides , Jane Hillston , Guido Sanguinetti

This paper presents a novel approach in wildfire prediction through the integration of multisource spatiotemporal data, including satellite data, and the application of deep learning techniques. Specifically, we utilize an ensemble model…

Machine Learning · Computer Science 2025-01-07 Ayoub Jadouli , Chaker El Amrani

Intense wildfires impact nature, humans, and society, causing catastrophic damage to property and the ecosystem, as well as the loss of life. Forecasting wildfire front propagation is essential in order to support fire fighting efforts and…

Methodology · Statistics 2022-10-28 Myungsoo Yoo , Christopher K. Wikle

The level-set method is a prominent approach to modelling the evolution of a fire over time based on a characterised rate of spread. It however does not provide a direct means for assimilating new data and quantifying uncertainty. Fire…

Applications · Statistics 2022-06-20 Joel Janek Dabrowski , Carolyn Huston , James Hilton , Stephane Mangeon , Petra Kuhnert

An energy efficient use of large scale sensor networks necessitates activating a subset of possible sensors for estimation at a fusion center. The problem is inherently combinatorial; to this end, a set of iterative, randomized algorithms…

Information Theory · Computer Science 2017-09-13 Arpan Chattopadhyay , Urbashi Mitra

Modeling data with non-stationary covariance structure is important to represent heterogeneity in geophysical and other environmental spatial processes. In this work, we investigate a multistage approach to modeling non-stationary…

Methodology · Statistics 2020-02-05 Ashton Wiens , Douglas Nychka , William Kleibe

We investigate spatio-temporal event analysis using point processes. Inferring the dynamics of event sequences spatiotemporally has many practical applications including crime prediction, social media analysis, and traffic forecasting. In…

Machine Learning · Computer Science 2021-02-17 Fatih Ilhan , Suleyman Serdar Kozat

Modeling car-following behavior is fundamental to microscopic traffic simulation, yet traditional deterministic models often fail to capture the full extent of variability and unpredictability in human driving. While many modern approaches…

Applications · Statistics 2026-01-30 Chengyuan Zhang , Zhengbing He , Cathy Wu , Lijun Sun