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Stochastic Differential Equations (SDEs) are used as statistical models in many disciplines. However, intractable likelihood functions for SDEs make inference challenging, and we need to resort to simulation-based techniques to estimate and…

Methodology · Statistics 2014-08-12 Grant Schneider , Peter F. Craigmile , Radu Herbei

Extreme precipitation events occurring over large spatial domains pose substantial threats to societies because they can trigger compound flooding, landslides, and infrastructure failures across wide areas. A hybrid framework for spatial…

Applications · Statistics 2025-09-15 Zimu Wang , Yifan Wu , Daning Bi

Policy targets evolve faster than the Coupled Model Intercomparison Project cycles, complicating adaptation and mitigation planning that must often contend with outdated projections. Climate model output emulators address this gap by…

Atmospheric and Oceanic Physics · Physics 2026-04-14 Shahine Bouabid , Andre Nogueira Souza , Raffaele Ferrari

In this paper, we propose a dimension reduction model for spatially dependent variables. Namely, we investigate an extension of the \emph{inverse regression} method under strong mixing condition. This method is based on estimation of the…

Statistics Theory · Mathematics 2008-12-18 Jean-Michel Loubes , Anne-Françoise Yao

The crossed random effects model is widely used, finding applications in various fields such as longitudinal studies, e-commerce, and recommender systems, among others. However, these models encounter scalability challenges, as the…

Methodology · Statistics 2025-10-21 Disha Ghandwani , Swarnadip Ghosh , Trevor Hastie , Art B. Owen

In modern computer experiment applications, one often encounters the situation where various models of a physical system are considered, each implemented as a simulator on a computer. An important question in such a setting is determining…

Methodology · Statistics 2023-05-08 John C. Yannotty , Thomas J. Santner , Richard J. Furnstahl , Matthew T. Pratola

Analyzing massive spatial datasets using Gaussian process model poses computational challenges. This is a problem prevailing heavily in applications such as environmental modeling, ecology, forestry and environmental heath. We present a…

Methodology · Statistics 2021-12-07 Suman Majumder , Yawen Guan , Brian J. Reich , Arvind K. Saibaba

This work introduces the Supervised Expectation-Maximization Framework (SEMF), a versatile and model-agnostic approach for generating prediction intervals with any ML model. SEMF extends the Expectation-Maximization algorithm, traditionally…

Machine Learning · Statistics 2025-09-30 Ilia Azizi , Marc-Olivier Boldi , Valérie Chavez-Demoulin

The aim of this paper is to propose diffusion strategies for distributed estimation over adaptive networks, assuming the presence of spatially correlated measurements distributed according to a Gaussian Markov random field (GMRF) model. The…

Systems and Control · Computer Science 2015-06-22 Paolo Di Lorenzo

Skewness is often present in a wide range of spatial prediction problems, and modeling it in the spatial context remains a challenging problem. In this study a skew-Gaussian random field is considered. The skew-Gaussian random field is…

Methodology · Statistics 2014-02-06 Kjartan Rimstad , Henning Omre

Gaussian processes provide a flexible framework for spatial prediction, but their computational cost limits applicability to large-scale data with large sample size $n$. Predictive processes (PPs), a popular low-rank approximation, mitigate…

Methodology · Statistics 2026-03-23 Nicolas Bianco , Nadja Klein

The recently proposed non-Gaussian Mat\'{e}rn random field models, generated through Stochastic Partial differential equations (SPDEs), are extended by considering the class of Generalized Hyperbolic processes as noise forcings. The models…

Applications · Statistics 2013-07-25 David Bolin , Jonas Wallin

There has been a great deal of recent interest in the development of spatial prediction algorithms for very large datasets and/or prediction domains. These methods have primarily been developed in the spatial statistics community, but there…

Computation · Statistics 2022-11-10 Ranadeep Daw , Christopher K. Wikle

Repeated series of experiments by checking of a prediction concerning capability of gravitational field generation at braking of charged massive particles in the substance are conducted. The prediction was made within the framework of the…

General Physics · Physics 2007-05-23 Tsipenyuk D. Yu

Spatial confounding is how is called the confounding between fixed and spatial random effects. It has been widely studied and it gained attention in the past years in the spatial statistics literature, as it may generate unexpected results…

Geographic Information Systems (GIS) and related technologies have generated substantial interest among statisticians with regard to scalable methodologies for analyzing large spatial datasets. A variety of scalable spatial process models…

Machine Learning · Statistics 2021-09-10 Sudipto Banerjee

Gaussian processes (GPs) are a ubiquitous tool for geostatistical modeling with high levels of flexibility and interpretability, and the ability to make predictions at unseen spatial locations through a process called Kriging. Estimation of…

Machine Learning · Statistics 2024-11-12 Brandon R. Feng , Reetam Majumder , Brian J. Reich , Mohamed A. Abba

We develop Bayesian predictive stacking for geostatistical models, where the primary inferential objective is to provide inference on the latent spatial random field and conduct spatial predictions at arbitrary locations. We exploit…

Methodology · Statistics 2025-09-25 Lu Zhang , Wenpin Tang , Sudipto Banerjee

With the advancement of technology and the arrival of miniaturized environmental sensors that offer greater performance, the idea of building mobile network sensing for air quality has quickly emerged to increase our knowledge of air…

Factorizing low-rank matrices is a problem with many applications in machine learning and statistics, ranging from sparse PCA to community detection and sub-matrix localization. For probabilistic models in the Bayes optimal setting, general…

Information Theory · Computer Science 2018-12-07 Jean Barbier , Mohamad Dia , Nicolas Macris , Florent Krzakala , Lenka Zdeborová