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Accurate modelling of the joint extremal dependence structure within a stationary time series is a challenging problem that is important in many applications.\ Several previous approaches to this problem are only applicable to certain types…

Methodology · Statistics 2023-03-09 Graeme Auld , Ioannis Papastathopoulos

Infection spread among individuals is modelled with a continuous time Markov chain, in which subject interactions depend on their distance in space. The well known SIR model and non local variants of the latter are then obtained as large…

Probability · Mathematics 2023-09-27 Franco Flandoli , Francesco Grotto , Andrea Papini , Cristiano Ricci

As a rule statistical measures are often vulnerable to the presence of outliers and spatial correlation coefficients, critical in the assessment of spatial data, remain susceptible to this inherent flaw. In contexts where data originates…

Methodology · Statistics 2024-02-13 Vincenzo Nardelli , Giuseppe Arbia

This paper extends Bayesian mortality projection models for multiple populations considering the stochastic structure and the effect of spatial autocorrelation among the observations. We explain high levels of overdispersion according to…

Methodology · Statistics 2021-03-08 Zhen Liu , Xiaoqian Sun , Yu-Bo Wang

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

Survival regression is widely used to model time-to-events data, to explore how covariates may influence the occurrence of events. Modern datasets often encompass a vast number of covariates across many subjects, with only a subset of the…

Methodology · Statistics 2024-09-18 Abhishek Mandal , Abhisek Chakraborty

Climate models have become an important tool in the study of climate and climate change, and ensemble experiments consisting of multiple climate-model runs are used in studying and quantifying the uncertainty in climate-model output.…

Applications · Statistics 2011-04-15 Stephan R. Sain , Reinhard Furrer , Noel Cressie

We investigate the spatial dynamics of two disease epidemics reaching a three-species cyclic model. Regardless of their species, all individuals are susceptible to being infected with two different pathogens, which spread through…

Populations and Evolution · Quantitative Biology 2024-06-05 J. Menezes , E. Rangel

We propose a novel frailty model with change points applying random effects to a Cox proportional hazard model to adjust the heterogeneity between clusters. Because the frailty model includes random effects, the parameters are estimated…

Methodology · Statistics 2023-01-12 Masahiro Kojima , Shunichiro Orihara

We address the problem of predicting spatio-temporal processes with temporal patterns that vary across spatial regions, when data is obtained as a stream. That is, when the training dataset is augmented sequentially. Specifically, we…

Machine Learning · Statistics 2018-06-25 Muhammad Osama , Dave Zachariah , Thomas B. Schön

We introduce a mixed-effects model to learn spatiotempo-ral patterns on a network by considering longitudinal measures distributed on a fixed graph. The data come from repeated observations of subjects at different time points which take…

By incorporating segregated spatial domain and individual-based linkage into the SIS (susceptible-infected-susceptible) model, we investigate the coupled effects of random walk and intragroup interaction on contagion. Compared with the…

Physics and Society · Physics 2015-05-05 Li-Xin Zhong , Wen-Juan Xu , Rong-Da Chen , Tian Qiu , Chen-Yang Zhong

Correlated data are ubiquitous in today's data-driven society. While regression models for analyzing means and variances of responses of interest are relatively well-developed, the development of these models for analyzing the correlations…

Methodology · Statistics 2023-06-13 Jie Hu , Yu Chen , Chenlei Leng , Cheng Yong Tang

Variable selection naturally arises as a useful subject when faced with data with massive predictor space. In addition to the massive dimensionality, the data may be characterized by intra-subject correlation, and cure fraction, which are…

Methodology · Statistics 2025-12-24 Richard Tawiah , Shu Kay Ng , Geoffrey J. McLachlan

Accurate prediction of spatially dependent functional data is critical for various engineering and scientific applications. In this study, a spatial functional deep neural network model was developed with a novel non-linear modeling…

Methodology · Statistics 2025-04-18 Merve Basaran , Ufuk Beyaztas , Han Lin Shang , Zaher Mundher Yaseen

In this paper, we model dependence between operational risks by allowing risk profiles to evolve stochastically in time and to be dependent. This allows for a flexible correlation structure where the dependence between frequencies of…

Risk Management · Quantitative Finance 2009-07-31 Gareth W. Peters , Pavel V. Shevchenko , Mario V. Wüthrich

The reliability of machine learning systems critically assumes that the associations between features and labels remain similar between training and test distributions. However, unmeasured variables, such as confounders, break this…

Machine Learning · Computer Science 2020-08-17 Megha Srivastava , Tatsunori Hashimoto , Percy Liang

Many events and policies (treatments) occur at specific spatial locations, with researchers interested in their effects on nearby units. I approach the spatial treatment setting from an experimental perspective: What ideal experiment would…

Econometrics · Economics 2026-04-27 Michael Pollmann

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

Accurate spatial prediction and rigorous uncertainty quantification are central to modern spatial epidemiology and environmental risk analysis. We introduce a statistically principled hybrid modelling framework that integrates the…

Methodology · Statistics 2026-04-15 Toba Temitope Bamidele , Ezra Gayawan , Femi Barnabas Adebola , Olatunji Johnson