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This paper focuses on drawing inference on the causal impact of an intervention at a specific time point, as manifested in an outcome variable over time. We operate on the interrupted time series framework and expand on approaches such as…

Methodology · Statistics 2022-10-07 Gianluca Giudice , Sara Geneletti , Konstantinos Kalogeropoulos

This manuscript unites causal inference and spatial statistics, presenting novel insights for causal inference in spatial data analysis, and drawing from tools in spatial statistics to estimate causal effects. We introduce spatial causal…

Methodology · Statistics 2026-02-17 Georgia Papadogeorgou , Srijata Samanta

When analyzing animal movement, it is important to account for interactions between individuals. However, statistical models for incorporating interaction behavior in movement models are limited. We propose an approach that models dependent…

Applications · Statistics 2015-08-04 James C. Russell , Ephraim M. Hanks , Murali Haran

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

This study investigates the relationship between environmental sustainability policies and tourism flows across Italian provinces using a Spatial Durbin Error Model (SDEM) within a gravity framework. By incorporating both public and…

Applications · Statistics 2025-04-07 Riccardo Gianluigi Serio , Diego Giuliani , Maria Michela Dickson , Giuseppe Espa

The Poisson distribution is the probability distribution of the number of independent events in a given period of time. Although the Poisson distribution appears ubiquitously in various stochastic dynamics of gene expression, both as…

Statistical Mechanics · Physics 2024-10-02 Julian Lee

We address ourselves to a class of systems composed of two coupled subsystems without any intra-subsystem interaction: itinerant Fermions and localized Bosons on a lattice. Switching on an interaction between the two subsystems leads to…

Superconductivity · Physics 2009-10-31 T. Domanski , J. Ranninger

Selecting important spatial-dependent variables under the nonhomogeneous spatial Poisson process model is an important topic of great current interest. In this paper, we use the Deviance Information Criterion (DIC) and Logarithm of the…

Applications · Statistics 2019-10-16 Guanyu Hu , Fred Huffer , Ming-Hui Chen

Ambient concentrations of many pollutants are associated with emissions due to human activity, such as road transport and other combustion sources. In this paper we consider air pollution as a multi--level phenomenon within a Bayesian…

Applications · Statistics 2011-10-17 Gavin Shaddick , Haojie Yan , Danielle Vienneau

In the study of complex networks (systems), the scaling phenomenon of flow fluctuations refers to a certain power-law between the mean flux (activity) $<F_i>$ of the $i$th node and its variance $\sigma_i$ as $\sigma_i \propto < F_{i} >…

Data Analysis, Statistics and Probability · Physics 2009-05-08 Yudong Chen , Li Li , Yi Zhang , Jianming Hu

We discuss Bayesian forecasting of increasingly high-dimensional time series, a key area of application of stochastic dynamic models in the financial industry and allied areas of business. Novel state-space models characterizing sparse…

Methodology · Statistics 2022-06-07 Zoey Yi Zhao , Meng Xie , Mike West

This paper proposes a novel graphical model, termed the spatial dependence graph model, which captures the global dependence structure of different events that occur randomly in space. In the spatial dependence graph model, the edge set is…

Methodology · Statistics 2016-07-26 Matthias Eckardt

The building of mathematical and computer models of cities has a long history. The core elements are models of flows (spatial interaction) and the dynamics of structural evolution. In this article, we develop a stochastic model of urban…

Methodology · Statistics 2018-05-10 L. Ellam , M. Girolami , G. A. Pavliotis , A. Wilson

We model the unidentified aerial phenomena observed in France during the last 60 years as a spatial point pattern. We use some public information such as population density, rate of moisture or presence of airports to model the intensity of…

Applications · Statistics 2015-09-03 Thibault Laurent , Christine Thomas-Agnan , Michaël Vaillant

Many attempts to relate animal foraging patterns to landscape heterogeneity are focused on the analysis of foragers movements. Resource detection patterns in space and time are not commonly studied, yet they are tightly coupled to landscape…

Populations and Evolution · Quantitative Biology 2012-04-24 Octavio Miramontes , Denis Boyer , Frederic Bartumeus

The interconnected European Electricity Markets see considerable cross-border trade between different countries. In conjunction with the structure and technical characteristics of the power grid and its operating rules, the corresponding…

Physics and Society · Physics 2019-08-09 Mirko Schäfer , Fabian Hofmann , Hazem Abdel-Khalek , Anke Weidlich

Spatial confounding is a common issue in spatial regression models, occurring when spatially varying covariates correlate with the spatial effect included in the model. This dependence, particularly at high spatial frequencies, can…

Methodology · Statistics 2025-12-16 Isa Marques , Paul F. V. Wiemann

The European Union and Eurozone present an inquisitive case of strongly interconnected network with high degree of dependence among nodes. This research focused on investment network of European Union and its major trading partners for…

General Finance · Quantitative Finance 2018-01-01 Muhammad Mohsin Hakeem , Ken-ichi Suzuki

Bayesian learning has emerged as a compelling and vital research direction in the field of structural dynamics, offering a probabilistic lens to understand and refine the analysis of complex dynamical systems. This review meticulously…

Data Analysis, Statistics and Probability · Physics 2025-06-03 Wang-Ji Yan , Lin-Feng Mei , Yuan-Wei Yin , Jiang Mo , Costas Papadimitriou , Ka-Veng Yuen , Michael Beer

Accurate and efficient valuation of property is of utmost importance in a variety of settings, such as when securing mortgage finance to purchase a property, or where residential property taxes are set as a percentage of a property's resale…

Applications · Statistics 2023-08-16 Aoife K. Hurley , James Sweeney
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