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Fully describing the entire data set is essential in multivariate risk assessment, since moderate levels of one variable can influence another, potentially leading it to be extreme. Additionally, modelling both non-extreme and extreme…

Methodology · Statistics 2025-03-11 Lídia M. André , Jonathan A. Tawn

Recent statistical methods fitted on large-scale GPS data can provide accurate estimations of the expected travel time between two points. However, little is known about the distribution of travel time, which is key to decision-making…

Methodology · Statistics 2023-03-21 Mohamad Elmasri , Aurelie Labbe , Denis Larocque , Laurent Charlin

Predicting travel times of vehicles in urban settings is a useful and tangible quantity of interest in the context of intelligent transportation systems. We address the problem of travel time prediction in arterial roads using data sampled…

Artificial Intelligence · Computer Science 2017-11-17 Avinash Achar , Venkatesh Sarangan , R Rohith , Anand Sivasubramaniam

This paper presents the first application of Gaussian Mixture Copula Models to the statistical modeling of driving scenarios for the safety validation of automated driving systems. Knowledge of the joint probability distribution of scenario…

Robotics · Computer Science 2026-01-27 Christian Reichenbächer , Philipp Rank , Jochen Hipp , Oliver Bringmann

Understanding the dynamics of traffic clusters is crucial for enhancing urban transportation systems, particularly in managing congestion and free-flow states. This study applies computational percolation theory to analyze the formation and…

Physics and Society · Physics 2025-07-30 Yongsung Kwon , Minjin Lee , Mi Jin Lee , Seung-Woo Son

In the setting of a recently developed cellular stochastic traffic flow model, it has shown that the joint per-cell vehicle densities, as a function of time, can be accurately approximated by a Gaussian process, which has the attractive…

Optimization and Control · Mathematics 2020-07-16 Michel Mandjes , Jaap Storm

This paper presents a new methodology for clustering multivariate time series leveraging optimal transport between copulas. Copulas are used to encode both (i) intra-dependence of a multivariate time series, and (ii) inter-dependence…

Machine Learning · Computer Science 2016-01-12 Gautier Marti , Frank Nielsen , Philippe Donnat

Regression analysis is one of the most popularly used statistical technique which only measures the direct effect of independent variables on dependent variable. Path analysis looks for both direct and indirect effects of independent…

Methodology · Statistics 2024-06-26 Alam Ali , Ashok Kumar Pathak , Mohd Arshad , Ayyub Sheikhi

Motivated by modern data forms such as images and multi-view data, the multi-attribute graphical model aims to explore the conditional independence structure among vectors. Under the Gaussian assumption, the conditional independence between…

Machine Learning · Statistics 2024-04-11 Qi Zhang , Bing Li , Lingzhou Xue

Joint multivariate longitudinal and time-to-event data are gaining increasing attention in the biomedical sciences where subjects are followed over time to monitor the progress of a disease or medical condition. In the insurance context,…

Methodology · Statistics 2019-02-12 Edward W. Frees , Catalina Bolancé , Montserrat Guillen , Emiliano Valdez

Simultaneous recordings from many neurons hide important information and the connections characterizing the network remain generally undiscovered despite the progresses of statistical and machine learning techniques. Discerning the presence…

Applications · Statistics 2019-03-21 Pietro Verzelli , Laura Sacerdote

We show how to construct the implied copula process of response values from a Bayesian additive regression tree (BART) model with prior on the leaf node variances. This copula process, defined on the covariate space, can be paired with any…

Methodology · Statistics 2026-01-14 Jan Martin Wenkel , Michael Stanley Smith , Nadja Klein

This paper presents a method for fitting a copula-driven generalized linear mixed models. For added flexibility, the skew-normal copula is adopted for fitting. The correlation matrix of the skew-normal copula is used to capture the…

Methodology · Statistics 2017-08-01 Kalyan Das , Mohamad Elmasri , Arusharka Sen

Urban resource scheduling is an important part of the development of a smart city, and transportation resources are the main components of urban resources. Currently, a series of problems with transportation resources such as unbalanced…

Machine Learning · Computer Science 2020-09-02 Dongjie Wang , Yan Yang , Shangming Ning

In route selection problems, the driver's personal preferences will determine whether she prefers a route with a travel time that has a relatively low mean and high variance over one that has relatively high mean and low variance. In…

Optimization and Control · Mathematics 2022-10-05 Rens Kamphuis , Michel Mandjes , Paulo Serra

Urban congestion at signalized intersections leads to significant delays, economic losses, and increased emissions. Existing deep learning models often lack spatial generalizability, rely on complex architectures, and struggle with…

Machine Learning · Computer Science 2025-05-16 Nooshin Yousefzadeh , Rahul Sengupta , Jeremy Dilmore , Sanjay Ranka

We propose a new copula model for replicated multivariate spatial data. Unlike classical models that assume multivariate normality of the data, the proposed copula is based on the assumption that some factors exist that affect the joint…

Applications · Statistics 2018-10-12 Pavel Krupskii , Marc G. Genton

This article proposes a graphical model that handles mixed-type, multi-group data. The motivation for such a model originates from real-world observational data, which often contain groups of samples obtained under heterogeneous conditions…

Methodology · Statistics 2023-01-02 Sjoerd Hermes , Joost van Heerwaarden , Pariya Behrouzi

Route-level travel time reliability requires characterizing the distribution of total travel time across correlated segments -- a problem where existing methods either assume independence (fast but miscalibrated) or model dependence via…

Applications · Statistics 2026-02-10 Vadim Sokolov , Refik Soyer

Generalized additive models for location, scale and shape (GAMLSS) are a popular extension to mean regression models where each parameter of an arbitrary distribution is modelled through covariates. While such models have been developed for…

Methodology · Statistics 2024-12-02 Lucas Kock , Nadja Klein