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Multivariate Gaussian processes (GPs) offer a powerful probabilistic framework to represent complex interdependent phenomena. They pose, however, significant computational challenges in high-dimensional settings, which frequently arise in…

We express the classic ARMA time-series model as a directed graphical model. In doing so, we find that the deterministic relationships in the model make it effectively impossible to use the EM algorithm for learning model parameters. To…

Applications · Statistics 2012-08-10 Bo Thiesson , David Maxwell Chickering , David Heckerman , Christopher Meek

Variables contained within the global oceans can detect and reveal the effects of the warming climate as the oceans absorb huge amounts of solar energy. Hence, information regarding the joint spatial distribution of ocean variables is…

Applications · Statistics 2026-03-03 Mary Lai Salvana , Jian Cao , Mikyoung Jun

Real-world time series often exhibit complex interdependencies that cannot be captured in isolation. Global models that model past data from multiple related time series globally while producing series-specific forecasts locally are now…

Machine Learning · Computer Science 2024-05-14 Abishek Sriramulu , Christoph Bergmeir , Slawek Smyl

This article introduces novel and practicable Bayesian factor analysis frameworks that are computationally feasible for moderate to large spatiotemporal data. Previous Bayesian analysis of spatiotemporal data has utilized a Bayesian factor…

Methodology · Statistics 2025-02-18 Yifan Cheng , Cheng Li

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

Local climate information is crucial for impact assessment and decision-making, yet coarse global climate simulations cannot capture small-scale phenomena. Current statistical downscaling methods infer these phenomena as temporally…

Machine Learning · Computer Science 2025-09-24 Jonathan Schmidt , Luca Schmidt , Felix Strnad , Nicole Ludwig , Philipp Hennig

The current availability of soil moisture data over large areas comes from satellite remote sensing technologies (i.e., radar-based systems), but these data have coarse resolution and often exhibit large spatial information gaps. Where data…

Machine Learning · Computer Science 2019-05-22 Danny Rorabaugh , Mario Guevara , Ricardo Llamas , Joy Kitson , Rodrigo Vargas , Michela Taufer

Accurate and robust weather forecasting remains a fundamental challenge due to the inherent spatio-temporal complexity of atmospheric systems. In this paper, we propose a novel self-supervised learning framework that leverages…

Machine Learning · Computer Science 2025-11-04 Yao Liu

A functional time series approach is proposed for investigating spatial correlation in daily maximum temperature forecast errors for 111 cities spread across the U.S. The modelling of spatial correlation is most fruitful for longer forecast…

Methodology · Statistics 2021-11-23 Phillip A. Jang , David S. Matteson

This paper proposes a physical-statistical modeling approach for spatio-temporal data arising from a class of stochastic convection-diffusion processes. Such processes are widely found in scientific and engineering applications where…

Applications · Statistics 2020-08-07 Xiao Liu , Kyongmin Yeo , Siyuan Lu

The growing field of large-scale time domain astronomy requires methods for probabilistic data analysis that are computationally tractable, even with large datasets. Gaussian Processes are a popular class of models used for this purpose…

Instrumentation and Methods for Astrophysics · Physics 2017-11-15 Daniel Foreman-Mackey , Eric Agol , Sivaram Ambikasaran , Ruth Angus

Global Climate Models (GCMs) are the primary tool to simulate climate evolution and assess the impacts of climate change. However, they often operate at a coarse spatial resolution that limits their accuracy in reproducing local-scale…

Atmospheric and Oceanic Physics · Physics 2023-08-04 Jose González-Abad , Álex Hernández-García , Paula Harder , David Rolnick , José Manuel Gutiérrez

This work develops a block aggregation approach to spatial estimation and prediction when the response is observed at a coarse spatial scale, for example as counts of events in administrative areas, or blocks, while covariates are available…

Uncertainty is an inherent characteristic of biological and geospatial data which is almost made by measurement error in the observed values of the quantity of interest. Ignoring measurement error can lead to biased estimates and inflated…

Applications · Statistics 2018-11-16 Vahid Tadayon

Ambient air pollution poses significant health and environmental challenges. Exposure to high concentrations of PM$_{2.5}$ have been linked to increased respiratory and cardiovascular hospital admissions, more emergency department visits…

Applications · Statistics 2026-02-27 Zeinab Mohamed , Wenlong Gong

Spatial data display correlation between observations collected at neighboring locations. Generally, machine and deep learning methods either do not account for this correlation or do so indirectly through correlated features and thereby…

Methodology · Statistics 2024-10-08 Matthew J. Heaton , Andrew Millane , Jake S. Rhodes

We investigate spatial confounding in the presence of multivariate disease dependence. In the "analysis model perspective" of spatial confounding, adding a spatially dependent random effect can lead to significant variance inflation of the…

Methodology · Statistics 2026-02-13 Kyle Lin Wu , Sudipto Banerjee

Continuously indexed datasets with multiple variables have become ubiquitous in the geophysical, ecological, environmental and climate sciences, and pose substantial analysis challenges to scientists and statisticians. For many years,…

Methodology · Statistics 2015-07-30 Marc G. Genton , William Kleiber

Projection of changes in extreme indices of climate variables such as temperature and precipitation are critical to assess the potential impacts of climate change on human-made and natural systems, including critical infrastructures and…

Computer Vision and Pattern Recognition · Computer Science 2020-09-24 Nidhin Harilal , Udit Bhatia , Mayank Singh