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This paper presents the application of a new semi-analytical method of linear regression for Poisson count data to COVID-19 events. The regression is based on the Bonamente and Spence (2022) maximum-likelihood solution for the best-fit…

Methodology · Statistics 2023-06-29 M. Bonamente

Bayesian nonparametric methods are a popular choice for analysing survival data due to their ability to flexibly model the distribution of survival times. These methods typically employ a nonparametric prior on the survival function that is…

Methodology · Statistics 2022-02-22 Edwin Fong , Brieuc Lehmann

We propose a new model for nonstationary integer-valued time series which is particularly suitable for data with a strong trend. In contrast to popular Poisson-INGARCH models, but in line with classical GARCH models, we propose to pick the…

Statistics Theory · Mathematics 2024-03-28 Anne Leucht , Michael H. Neumann

Network estimation and variable selection have been extensively studied in the statistical literature, but only recently have those two challenges been addressed simultaneously. In this paper, we seek to develop a novel method to…

Methodology · Statistics 2024-06-11 Nathan Osborne , Christine B. Peterson , Marina Vannucci

Abundance data are used in ecology for species monitoring and conservation. These count data often display several specific characteristics like numerous missing data, high variance, and a high proportion of zeros, particularly when…

Random fields are useful mathematical tools for representing natural phenomena with complex dependence structures in space and/or time. In particular, the Gaussian random field is commonly used due to its attractive properties and…

This article presents a new continuous-time modelling framework for multivariate time series of counts which have an infinitely divisible marginal distribution. The model is based on a mixed moving average process driven by L\'{e}vy noise -…

Methodology · Statistics 2016-08-11 Almut E. D. Veraart

For the challenging task of modeling multivariate time series, we propose a new class of models that use dependent Mat\'ern processes to capture the underlying structure of data, explain their interdependencies, and predict their unknown…

Machine Learning · Statistics 2015-02-13 Alexander Vandenberg-Rodes , Babak Shahbaba

In this paper, we propose a Bayesian Graphical LASSO for correlated countable data and apply it to spatial crime data. In the proposed model, we assume a Gaussian Graphical Model for the latent variables which dominate the potential risks…

Methodology · Statistics 2020-06-08 Sho Ichigozaki , Takahiro Kawashima , Hayaru Shouno

Over the past 10 years Bayesian methods have rapidly grown more popular as several computationally intensive statistical algorithms have become feasible with increased computer power. In this paper, we begin with a general description of…

Astrophysics · Physics 2016-02-19 David A. van Dyk , Alanna Connors , Vinay L. Kashyap , Aneta Siemiginowska

In this paper, we develop a method to model and estimate several, _dependent_ count processes, using granular data. Specifically, we develop a multivariate Cox process with shot noise intensities to jointly model the arrival process of…

Risk Management · Quantitative Finance 2021-08-19 Benjamin Avanzi , Gregory Clive Taylor , Bernard Wong , Xinda Yang

Analysing age-specific mortality, fertility, and migration patterns is a crucial task in demography with significant policy relevance. In practice, such analysis is challenging when studying a large number of subpopulations, due to small…

Applications · Statistics 2025-05-29 Gregor Zens

We propose testing procedures for the hypothesis that a given set of discrete observations may be formulated as a particular time series of counts with a specific conditional law. The new test statistics incorporate the empirical…

Statistics Theory · Mathematics 2014-10-24 Šárka Hudecová , Marie Hušková , Simos G. Meintanis

With rapid development of techniques to measure brain activity and structure, statistical methods for analyzing modern brain-imaging play an important role in the advancement of science. Imaging data that measure brain function are usually…

Methodology · Statistics 2023-01-05 Haoyi Fu , Lu Tang , Ori Rosen , Alison E. Hipwell , Theodore J. Huppert , Robert T. Krafty

Recent crash frequency studies incorporate spatiotemporal correlations, but these studies have two key limitations: i) none of these studies accounts for temporal variation in model parameters; and ii) Gibbs sampler suffers from convergence…

Applications · Statistics 2020-08-11 Prasad Buddhavarapu , Prateek Bansal , Jorge A. Prozzi

Fast variational approximate algorithms are developed for Bayesian semiparametric regression when the response variable is a count, i.e. a non-negative integer. We treat both the Poisson and Negative Binomial families as models for the…

Methodology · Statistics 2013-09-18 Jan Luts , Matt P. Wand

We propose a novel Bayesian approach to modelling nonlinear alignments of time series based on latent shared information. We apply the method to the real-world problem of finding common structure in the sensor data of wind turbines…

Machine Learning · Statistics 2018-05-24 Markus Kaiser , Clemens Otte , Thomas Runkler , Carl Henrik Ek

We propose a novel Bayesian framework for the joint modeling of survey point and variance estimates for count data. The approach incorporates an induced prior distribution on the modeled true variance that sets it equal to the generating…

Methodology · Statistics 2022-10-27 Terrance D. Savitsky , Julie Gershunskaya , Mark Crankshaw

The standard approach to Bayesian inference is based on the assumption that the distribution of the data belongs to the chosen model class. However, even a small violation of this assumption can have a large impact on the outcome of a…

Methodology · Statistics 2015-06-22 Jeffrey W. Miller , David B. Dunson

The Cox model is an indispensable tool for time-to-event analysis, particularly in biomedical research. However, medicine is undergoing a profound transformation, generating data at an unprecedented scale, which opens new frontiers to study…

Methodology · Statistics 2023-03-07 Alexander W. Jung , Moritz Gerstung