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Approximate Bayesian inference for the class of latent Gaussian models can be achieved efficiently with integrated nested Laplace approximations (INLA). Based on recent reformulations in the INLA methodology, we propose a further extension…

Methodology · Statistics 2025-02-27 Shourya Dutta , Janet van Niekerk , Haavard Rue

Obtaining high-resolution maps of precipitation data can provide key insights to stakeholders to assess a sustainable access to water resources at urban scale. Mapping a nonstationary, sparse process such as precipitation at very high…

Applications · Statistics 2023-02-08 Jiachen Zhang , Matthew Bonas , Diogo Bolster , Geir-Arne Fuglstad , Stefano Castruccio

We propose a Bayesian model for mixed ordinal and continuous multivariate data to evaluate a latent spatial Gaussian process. Our proposed model can be used in many contexts where mixed continuous and discrete multivariate responses are…

Methodology · Statistics 2013-05-22 Erin M. Schliep , Jennifer A. Hoeting

Spatio-temporal point process models play a central role in the analysis of spatially distributed systems in several disciplines. Yet, scalable inference remains computa- tionally challenging both due to the high resolution modelling…

Machine Learning · Statistics 2015-07-07 Botond Cseke , Andrew Zammit Mangion , Tom Heskes , Guido Sanguinetti

Both marginal and dependence features must be described when modelling the extremes of a stationary time series. There are standard approaches to marginal modelling, but long- and short-range dependence of extremes may both appear. In…

Methodology · Statistics 2016-03-17 Thomas Lugrin , Anthony C. Davison , Jonathan A. Tawn

Many environmental processes exhibit weakening spatial dependence as events become more extreme. Well-known limiting models, such as max-stable or generalized Pareto processes, cannot capture this, which can lead to a preference for models…

Methodology · Statistics 2017-09-06 Raphaël G. Huser , Jennifer L. Wadsworth

This work proposes a scalable probabilistic latent variable model based on Gaussian processes (Lawrence, 2004) in the context of multiple observation spaces. We focus on an application in astrophysics where data sets typically contain both…

Astrophysics of Galaxies · Physics 2025-02-28 Vidhi Lalchand , Anna-Christina Eilers

We develop a unified statistical framework for attributing heatwaves as spatio-temporal phenomena under climate change. We quantify the impact of anthropogenic forcing on the probability and persistence of heatwaves not captured by standard…

Applications · Statistics 2026-04-30 Kamal Gasser , Johan Segers , Francesco Ragone

This paper presents a new model for characterising temporal dependence in exceedances above a threshold. The model is based on the class of trawl processes, which are stationary, infinitely divisible stochastic processes. The model for…

Methodology · Statistics 2017-12-19 Ragnhild C. Noven , Almut E. D. Veraart , Axel Gandy

A variational inference-based framework for training a multi-output Gaussian process latent variable model, specifically tailored to the tails-up spatio-temporal stream network, is developed. Training, given a censored observational data…

Methodology · Statistics 2026-05-21 Marno Basson , Tobias M. Louw , Theresa R. Smith

The impact of an extreme climate event depends strongly on its geographical scale. Max-stable processes can be used for the statistical investigation of climate extremes and their spatial dependencies on a continuous area. Most existing…

Methodology · Statistics 2023-06-14 Justus Contzen , Thorsten Dickhaus , Gerrit Lohmann

Max-stable processes are increasingly widely used for modelling complex extreme events, but existing fitting methods are computationally demanding, limiting applications to a few dozen variables. $r$-Pareto processes are mathematically…

Methodology · Statistics 2017-06-14 Raphaël de Fondeville , Anthony C. Davison

Modeling nonstationarity that often prevails in extremal dependence of spatial data can be challenging, and typically requires bespoke or complex spatial models that are difficult to estimate. Inference for stationary and isotropic models…

Methodology · Statistics 2026-04-21 Xuanjie Shao , Jordan Richards , Raphael Huser

This work extends the Integrated Nested Laplace Approximation (INLA) method to latent models outside the scope of latent Gaussian models, where independent components of the latent field can have a near-Gaussian distribution. The proposed…

Computation · Statistics 2016-08-14 Thiago G. Martins , Håvard Rue

Existing spatio-temporal Hawkes process models typically rely on either parametric or semiparametric assumptions, limiting the model's ability to capture complex endogenous and exogenous event dynamics. We propose a fully Bayesian…

Methodology · Statistics 2026-03-31 Wenqing Liu , Xenia Miscouridou , Déborah Sulem

Modern methods for quantifying and predicting species distribution play a crucial part in biodiversity conservation. Occupancy models are a popular choice for analyzing species occurrence data as they allow to separate the observational…

Methodology · Statistics 2024-03-19 Jafet Belmont , Sara Martino , Janine Illian , Håvard Rue

Intensive longitudinal studies are becoming progressively more prevalent across many social science areas, especially in psychology. New technologies like smart-phones, fitness trackers, and the Internet of Things make it much easier than…

Methodology · Statistics 2019-06-17 Yunxiao Chen , Siliang Zhang

We investigate the changing nature of the frequency, magnitude and spatial extent of extreme temperatures in Ireland from 1931 to 2022. We develop an extreme value model that captures spatial and temporal non-stationarity in extreme daily…

Methodology · Statistics 2023-04-03 Dáire Healy , Jonathan Tawn , Peter Thorne , Andrew Parnell

Monitoring daily weather fields is critical for climate science, agriculture, and environmental planning, yet fully probabilistic spatio-temporal models become computationally prohibitive at continental scale. We present a case study on…

Applications · Statistics 2026-02-12 Tim Gyger , Reinhard Furrer , Fabio Sigrist

In recent years, parametric models for max-stable processes have become a popular choice for modeling spatial extremes because they arise as the asymptotic limit of rescaled maxima of independent and identically distributed random…

Methodology · Statistics 2025-05-14 Carolin Forster , Marco Oesting
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