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This paper develops forecasting methodology and application of new classes of dynamic models for time series of non-negative counts. Novel univariate models synthesise dynamic generalized linear models for binary and conditionally Poisson…

Methodology · Statistics 2022-06-07 Lindsay Berry , Mike West

This work introduces Bayesian quantile regression modeling framework for the analysis of longitudinal count data. In this model, the response variable is not continuous and hence an artificial smoothing of counts is incorporated. The…

Methodology · Statistics 2023-06-19 Sanket Jantre

Count time series are widely encountered in practice. As with continuous valued data, many count series have seasonal properties. This paper uses a recent advance in stationary count time series to develop a general seasonal count time…

Methodology · Statistics 2021-11-23 Jiajie Kong , Robert Lund

We put forward a new Bayesian modeling strategy for spatiotemporal count data that enables efficient posterior sampling. Most previous models for such data decompose logarithms of the response Poisson rates into fixed effects and spatial…

Methodology · Statistics 2025-07-29 Yifan Cheng , Cheng Li

Time series of counts arise in a variety of forecasting applications, for which traditional models are generally inappropriate. This paper introduces a hierarchical Bayesian formulation applicable to count time series that can easily…

Machine Learning · Statistics 2014-05-16 Nicolas Chapados

Count-valued time series data are routinely collected in many application areas. We are particularly motivated to study the count time series of daily new cases, arising from COVID-19 spread. We propose two Bayesian models, a time-varying…

Methodology · Statistics 2021-03-10 Arkaprava Roy , Sayar Karmakar

We propose a flexible nonparametric Bayesian modelling framework for multivariate time series of count data based on tensor factorisations. Our models can be viewed as infinite state space Markov chains of known maximal order with…

Methodology · Statistics 2023-11-13 Zhongzhen Wang , Petros Dellaportas , Ioannis Kosmidis

We introduce a new dynamical system for sequentially observed multivariate count data. This model is based on the gamma--Poisson construction---a natural choice for count data---and relies on a novel Bayesian nonparametric prior that ties…

Machine Learning · Statistics 2017-01-23 Aaron Schein , Mingyuan Zhou , Hanna Wallach

In this paper, a Bayesian method for piecewise regression is adapted to handle counting processes data distributed as Poisson. A numerical code in Mathematica is developed and tested analyzing simulated data. The resulting method is…

Data Analysis, Statistics and Probability · Physics 2017-02-21 Diego Sevilla

Data on count processes arise in a variety of applications, including longitudinal, spatial and imaging studies measuring count responses. The literature on statistical models for dependent count data is dominated by models built from…

Methodology · Statistics 2013-10-08 Antonio Canale , David B. Dunson

In employing spatial regression models for counts, we usually meet two issues. First, ignoring the inherent collinearity between covariates and the spatial effect would lead to causal inferences. Second, real count data usually reveal over…

Methodology · Statistics 2021-05-21 Mahsa Nadifar , Hossein Baghishani , Afshin Fallah

Many of the data, particularly in medicine and disease mapping are count. Indeed, the under or overdispersion problem in count data distrusts the performance of the classical Poisson model. For taking into account this problem, in this…

Methodology · Statistics 2021-05-19 Mahsa Nadifar , Hossein Baghishani , Thomas Kneib , Afshin Fallah

We study the problem of modeling and inference for spatio-temporal count processes. Our approach uses parsimonious parameterisations of multivariate autoregressive count time series models, including possible regression on covariates. We…

Methodology · Statistics 2024-11-14 Steffen Maletz , Konstantinos Fokianos , Roland Fried

The appropriateness of the Poisson model is frequently challenged when examining spatial count data marked by unbalanced distributions, over-dispersion, or under-dispersion. Moreover, traditional parametric models may inadequately capture…

Methodology · Statistics 2025-03-26 Mahsa Nadifar , Andriette Bekker , Mohammad Arashi , Abel Ramoelo

This paper develops the theory and methods for modeling a stationary count time series via Gaussian transformations. The techniques use a latent Gaussian process and a distributional transformation to construct stationary series with very…

Methodology · Statistics 2021-07-20 Yisu Jia , Stefanos Kechagias , James Livsey , Robert Lund , Vladas Pipiras

A gamma process dynamic Poisson factor analysis model is proposed to factorize a dynamic count matrix, whose columns are sequentially observed count vectors. The model builds a novel Markov chain that sends the latent gamma random variables…

Machine Learning · Statistics 2015-12-31 Ayan Acharya , Joydeep Ghosh , Mingyuan Zhou

Although linear regression models are fundamental tools in statistical science, the estimation results can be sensitive to outliers. While several robust methods have been proposed in frequentist frameworks, statistical inference is not…

Methodology · Statistics 2020-07-15 Shintaro Hashimoto , Shonosuke Sugasawa

In this paper, we introduce the notion of Gaussian processes indexed by probability density functions for extending the Mat\'ern family of covariance functions. We use some tools from information geometry to improve the efficiency and the…

Methodology · Statistics 2020-11-09 A. Fradi , Y. Feunteun , C. Samir , M. Baklouti , F. Bachoc , J-M. Loubes

Event counts are response variables with non-negative integer values representing the number of times that an event occurs within a fixed domain such as a time interval, a geographical area or a cell of a contingency table. Analysis of…

The analysis of count data is commonly done using Poisson models. Negative binomial models are a straightforward and readily motivated generalization for the case of overdispersed data, i.e., when the observed variance is greater than…

Methodology · Statistics 2016-01-06 Christian Röver , Stefan Andreas , Tim Friede
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