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The Gaussian random field (GRF) and the Gaussian Markov random field (GMRF) have been widely used to accommodate spatial dependence under the generalized linear mixed model framework. These models have limitations rooted in the symmetry and…
Generative modeling of spatio-temporal fields is crucial for a variety of applications, including stochastic weather generators and climate-model surrogates. However, many such fields exhibit complex dependence structures that vary across…
Discrete time spatial time series data arise routinely in meteorological and environmental studies. Inference and prediction associated with them are mostly carried out using any of the several variants of the linear state space model that…
Nonstationary and non-Gaussian spatial data are common in various fields, including ecology (e.g., counts of animal species), epidemiology (e.g., disease incidence counts in susceptible regions), and environmental science (e.g.,…
Modeling a precipitation field is challenging due to its intermittent and highly scale-dependent nature. Motivated by the features of high-frequency precipitation data from a network of rain gauges, we propose a threshold space-time $t$…
Probabilistic inference in high-dimensional state-space models is computationally challenging. For many spatiotemporal systems, however, prior knowledge about the dependency structure of state variables is available. We leverage this…
Studying the effects of air-pollution on health is a key area in environmental epidemiology. An accurate estimation of air-pollution effects requires spatio-temporally resolved datasets of air-pollution, especially, Fine Particulate Matter…
Modern IoT deployments for environmental sensing produce high volume spatiotemporal data to support downstream tasks such as forecasting, typically powered by machine learning models. While existing filtering and strategic deployment…
Spatial Gaussian fields (SGFs) are widely employed in modeling the distributions of marine megafauna, yet they traditionally rely on assumptions of isotropy and stationarity, conditions that often prove unrealistic in complex ecological…
The literature on Gaussian graphical models (GGMs) contains two equally rich and equally significant domains of research efforts and interests. The first research domain relates to the problem of graph determination. That is, the underlying…
A generator of spatio-temporal pseudo-random Gaussian fields that satisfy the "proportionality of scales" property (Tsyroulnikov, 2001) is presented. The generator is based on a third-order in time stochastic differential equation with a…
Multivariate spatial fields are of interest in many applications, including climate model emulation. Not only can the marginal spatial fields be subject to nonstationarity, but the dependence structure among the marginal fields and between…
Gaussian Markov random fields (GMRFs) are probabilistic graphical models widely used in spatial statistics and related fields to model dependencies over spatial structures. We establish a formal connection between GMRFs and convolutional…
We provide a novel approach to model space-time random fields where the temporal argument is decomposed into two parts. The former captures the linear argument, which is related, for instance, to the annual evolution of the field. The…
Statistical modeling of dependent directional data remains relatively underexplored, particularly in high-dimensional spatial settings. Existing approaches for spatial angular data primarily rely on wrapped Gaussian process (WGP) models,…
We present an improved model and theory for time-causal and time-recursive spatio-temporal receptive fields, obtained by a combination of Gaussian receptive fields over the spatial domain and first-order integrators or equivalently…
A non-stationary spatial Gaussian random field (GRF) is described as the solution of an inhomogeneous stochastic partial differential equation (SPDE), where the covariance structure of the GRF is controlled by the coefficients in the SPDE.…
Gaussian random fields (GRFs) constitute an important part of spatial modelling, but can be computationally infeasible for general covariance structures. An efficient approach is to specify GRFs via stochastic partial differential equations…
Gaussian Markov random fields (GMRFs) are frequently used as computationally efficient models in spatial statistics. Unfortunately, it has traditionally been difficult to link GMRFs with the more traditional Gaussian random field models as…
Spatiotemporal forecasting is critical in applications such as traffic prediction, climate modeling, and environmental monitoring. However, the prevalence of missing data in real-world sensor networks significantly complicates this task. In…