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This work addresses the problem of segmentation in time series data with respect to a statistical parameter of interest in Bayesian models. It is common to assume that the parameters are distinct within each segment. As such, many Bayesian…

Signal Processing · Electrical Eng. & Systems 2019-01-18 Alireza Ahrabian

We present a Bayesian method for the identification and classification of objects from sets of astronomical catalogs, given a predefined classification scheme. Identification refers here to the association of entries in different catalogs…

Instrumentation and Methods for Astrophysics · Physics 2015-06-15 Jörg P. Rachen

Change points in real-world systems mark significant regime shifts in system dynamics, possibly triggered by exogenous or endogenous factors. These points define regimes for the time evolution of the system and are crucial for understanding…

Machine Learning · Statistics 2025-09-30 Ioanna-Yvonni Tsaknaki , Fabrizio Lillo , Piero Mazzarisi

I introduce a general, Bayesian method for modelling univariate time series data assumed to be drawn from a continuous, stochastic process. The method accommodates arbitrary temporal sampling, and takes into account measurement…

Instrumentation and Methods for Astrophysics · Physics 2012-10-24 C. A. L. Bailer-Jones

This paper addresses the issue of detecting change-points in multivariate time series. The proposed approach differs from existing counterparts by making only weak assumptions on both the change-points structure across series, and the…

Methodology · Statistics 2014-07-14 Flore Harlé , Florent Chatelain , Cédric Gouy-Pailler , Sophie Achard

We present a method that models the evolution of an unbounded number of time series clusters by switching among an unknown number of regimes with linear dynamics. We develop a Bayesian non-parametric approach using a hierarchical Dirichlet…

Machine Learning · Statistics 2025-10-09 Adrián Pérez-Herrero , Paulo Félix , Jesús Presedo , Carl Henrik Ek

A Bayesian approach is developed to analyze change points in multivariate time series and space-time data. The methodology is used to assess the impact of extended inundation on the ecosystem of the Gulf Plains bioregion in northern…

Methodology · Statistics 2013-06-21 Chris Strickland , Robert Burdett , Robert Denham , Robert Kohn , Kerrie Mengersen

We present a new method, "kairosis", for aggregating probability forecasts made over a time period of a single outcome determined at the end of that period. Informed by work on Bayesian change-point detection, we begin by constructing for…

Applications · Statistics 2025-03-31 Zane Hassoun , Ben Powell , Niall MacKay

I discuss various aspects of archeoastronomy concentrating on physical artifacts (i.e., not including ethno-archeoastronomy) focusing on the period that ended about 2000 years ago. I present examples of artifacts interpreted as showing the…

History and Philosophy of Physics · Physics 2011-03-30 Noah Brosch

Star-galaxy classification is one of the most fundamental data-processing tasks in survey astronomy, and a critical starting point for the scientific exploitation of survey data. For bright sources this classification can be done with…

Instrumentation and Methods for Astrophysics · Physics 2013-07-30 Marc Henrion , Daniel J. Mortlock , David J. Hand , Axel Gandy

Changes in the timescales at which complex systems evolve are essential to predicting critical transitions and catastrophic failures. Disentangling the timescales of the dynamics governing complex systems remains a key challenge. With this…

Methodology · Statistics 2024-03-11 Giona Casiraghi , Georges Andres

Recent advances have allowed for both morphological fossil evidence and molecular sequences to be integrated into a single combined inference of divergence dates under the rule of Bayesian probability. In particular the fossilized…

Populations and Evolution · Quantitative Biology 2016-05-04 Alexei J. Drummond , Tanja Stadler

We deal with estimation of multiple dipoles from combined MEG and EEG time--series. We use a sequential Monte Carlo algorithm to characterize the posterior distribution of the number of dipoles and their locations. By considering three test…

Quantitative Methods · Quantitative Biology 2017-06-20 Filippo Rossi , Gianvittorio Luria , Sara Sommariva , Alberto Sorrentino

Bayesian phylogenetic inference is currently done via Markov chain Monte Carlo (MCMC) with simple proposal mechanisms. This hinders exploration efficiency and often requires long runs to deliver accurate posterior estimates. In this paper,…

Machine Learning · Statistics 2024-05-24 Cheng Zhang , Frederick A. Matsen

The design of reliable indicators to anticipate critical transitions in complex systems is an im portant task in order to detect a coming sudden regime shift and to take action in order to either prevent it or mitigate its consequences. We…

Data Analysis, Statistics and Probability · Physics 2022-12-14 Martin Heßler , Oliver Kamps

A prevailing viewpoint in palaeoclimate science is that a single palaeoclimate record contains insufficient information to discriminate between most competing explanatory models. Results we present here suggest the contrary. Using SMC^2…

Applications · Statistics 2018-01-25 Jake Carson , Michel Crucifix , Simon Preston , Richard D. Wilkinson

Although the applications of Non-Homogeneous Poisson Processes to model and study the threshold overshoots of interest in different time series of measurements have proven to provide good results, they needed to be complemented with an…

Applications · Statistics 2023-09-15 Biviana Marcela Suárez-Sierra , Arrigo Coen , Carlos Alberto Taimal

The advent of Generative Artificial Intelligence (GAI) has heralded an inflection point that changed how society thinks about knowledge acquisition. While GAI cannot be fully trusted for decision-making, it may still provide valuable…

Methodology · Statistics 2025-05-20 Sean O'Hagan , Veronika Ročková

Directional data emerges in a wide array of applications, ranging from atmospheric sciences to medical imaging. Modeling such data, however, poses unique challenges by virtue of their being constrained to non-Euclidean spaces like…

Statistics Theory · Mathematics 2019-07-10 Subhadip Pal , Subhajit Sengupta , Riten Mitra , Arunava Banerjee

An important task for any large-scale organization is to prepare forecasts of key performance metrics. Often these organizations are structured in a hierarchical manner and for operational reasons, projections of these metrics may have been…

Applications · Statistics 2017-11-15 Julie Novak , Scott McGarvie , Beatriz Etchegaray Garcia