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In longitudinal studies, time-varying covariates are often endogenous, meaning their values depend on both their own history and that of the outcome variable. This violates key assumptions of Generalized Linear Mixed Effects Models (GLMMs),…

Recent years have seen a huge development in spatial modelling and prediction methodology, driven by the increased availability of remote-sensing data and the reduced cost of distributed-processing technology. It is well known that…

Computation · Statistics 2020-02-18 Andrew Zammit-Mangion , Jonathan Rougier

Gaussian Process state-space models capture complex temporal dependencies in a principled manner by placing a Gaussian Process prior on the transition function. These models have a natural interpretation as discretized stochastic…

Machine Learning · Computer Science 2022-02-24 Krista Longi , Jakob Lindinger , Olaf Duennbier , Melih Kandemir , Arto Klami , Barbara Rakitsch

Gaussian processes provide a flexible framework for forecasting, removing noise, and interpreting long temporal datasets. State space modelling (Kalman filtering) enables these non-parametric models to be deployed on long datasets by…

Machine Learning · Computer Science 2018-11-19 Arno Solin , James Hensman , Richard E. Turner

Estimating causal effects in quasi-experiments with spatio-temporal panel data often requires adjusting for unmeasured confounding that varies across space and time. Gaussian Processes (GPs) offer a flexible, nonparametric modeling approach…

Methodology · Statistics 2025-07-08 Sofia L. Vega , Rachel C. Nethery

Joint modeling of longitudinal and survival data has become increasingly important in medical research, particularly for understanding disease progression in chronic conditions where both repeated biomarker measurements and time-to-event…

Methodology · Statistics 2025-12-30 Nithisha Suryadevara , Vivek Reddy Srigiri

In recent years, the growing availability of biomedical datasets featuring numerous longitudinal covariates has motivated the development of several multi-step methods for the dynamic prediction of survival outcomes. These methods employ…

Methodology · Statistics 2026-01-14 Mirko Signorelli , Sophie Retif

We make use of Kronecker structure for scaling Gaussian Process models to large-scale, heterogeneous, clinical data sets. Repeated measures, commonly performed in clinical research, facilitate computational acceleration for nonlinear…

Methodology · Statistics 2024-08-29 Owen Thomas , Leiv Rønneberg

The Gaussian process is an indispensable tool for spatial data analysts. The onset of the "big data" era, however, has lead to the traditional Gaussian process being computationally infeasible for modern spatial data. As such, various…

Despite the growing availability of sensing and data in general, we remain unable to fully characterise many in-service engineering systems and structures from a purely data-driven approach. The vast data and resources available to capture…

Machine Learning · Computer Science 2023-09-20 Elizabeth J Cross , Timothy J Rogers , Daniel J Pitchforth , Samuel J Gibson , Matthew R Jones

Scalable spatial GPs for massive datasets can be built via sparse Directed Acyclic Graphs (DAGs) where a small number of directed edges is sufficient to flexibly characterize spatial dependence. The DAG can be used to devise fast algorithms…

Methodology · Statistics 2025-03-31 Michele Peruzzi , Sudipto Banerjee , David B. Dunson , Andrew O. Finley

We provide forecasts for mortality rates by using two different approaches. First we employ dynamic non-linear logistic models based on Heligman-Pollard formula. Second, we assume that the dynamics of the mortality rates can be modelled…

Applications · Statistics 2019-01-29 Angelos Alexopoulos , Petros Dellaportas , Jonathan J. Forster

In order to better model high-dimensional sequential data, we propose a collaborative multi-output Gaussian process dynamical system (CGPDS), which is a novel variant of GPDSs. The proposed model assumes that the output on each dimension is…

Machine Learning · Statistics 2019-06-11 Jing Zhao , Jingjing Fei , Shiliang Sun

Cohort effects are important factors in determining the evolution of human mortality for certain countries. Extensions of dynamic mortality models with cohort features have been proposed in the literature to account for these factors under…

Statistical Finance · Quantitative Finance 2019-02-20 Man Chung Fung , Gareth W. Peters , Pavel V. Shevchenko

Gaussian processes are popular and flexible models for spatial, temporal, and functional data, but they are computationally infeasible for large datasets. We discuss Gaussian-process approximations that use basis functions at multiple…

Methodology · Statistics 2020-12-22 Matthias Katzfuss , Wenlong Gong

\noindent The modal age at death is an increasingly used measure for understanding longevity and mortality patterns. However, existing estimation methods focus on point estimates, overlooking the inherent variability and uncertainty in…

Applications · Statistics 2025-10-07 Silvio C. Patricio , Paola Vazquez-Castillo

The joint modeling of longitudinal and time-to-event data is an active area of statistics research that has received a lot of attention in the recent years. More recently, a new and attractive application of this type of models has been to…

In public health applications, spatial data collected are often recorded at different spatial scales and over different correlated variables. Spatial change of support is a key inferential problem in these applications and have become…

Methodology · Statistics 2024-03-28 Shijie Zhou , Jonathan R. Bradley

Multivariate spatially-oriented data sets are prevalent in the environmental and physical sciences. Scientists seek to jointly model multiple variables, each indexed by a spatial location, to capture any underlying spatial association for…

Methodology · Statistics 2021-08-19 Lu Zhang , Sudipto Banerjee

Multi-model ensemble analysis integrates information from multiple climate models into a unified projection. However, existing integration approaches based on model averaging can dilute fine-scale spatial information and incur bias from…

Applications · Statistics 2023-04-12 Trevor Harris , Bo Li , Ryan Sriver