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This paper proposes a fast two-stage variational Bayesian (VB) algorithm to estimate unrestricted panel spatial autoregressive models. Using Dirichlet-Laplace priors, we are able to uncover the spatial relationships between cross-sectional…

Econometrics · Economics 2023-08-23 Deborah Gefang , Stephen G. Hall , George S. Tavlas

The advantages of sequential Monte Carlo (SMC) are exploited to develop parameter estimation and model selection methods for GARCH (Generalized AutoRegressive Conditional Heteroskedasticity) style models. It provides an alternative method…

Applications · Statistics 2020-03-06 Dan Li , Adam Clements , Christopher Drovandi

The health impact of long-term exposure to air pollution is now routinely estimated using spatial ecological studies, due to the recent widespread availability of spatial referenced pollution and disease data. However, this areal unit study…

Applications · Statistics 2014-12-16 Duncan Lee , Christophe Sarran

This paper explores the versatility and depth of Bayesian modeling by presenting a comprehensive range of applications and methods, combining Markov chain Monte Carlo (MCMC) techniques and variational approximations. Covering topics such as…

Applications · Statistics 2025-02-18 Yifei Yan , Juan Sosa , Carlos A. Martínez

In many applications, survey data are collected from different survey centers in different regions. It happens that in some circumstances, response variables are completely observed while the covariates have missing values. In this paper,…

Methodology · Statistics 2020-07-07 Zhihua Ma , Guanyu Hu , Ming-Hui Chen

Bayesian model-based spatial clustering methods are widely used for their flexibility in estimating latent clusters with an unknown number of clusters while accounting for spatial proximity. Many existing methods are designed for clustering…

Methodology · Statistics 2025-08-13 Kun Huang , Huiyan Sang

The transmission dynamics of an epidemic are rarely homogeneous. Super-spreading events and super-spreading individuals are two types of heterogeneous transmissibility. Inference of super-spreading is commonly carried out on secondary case…

Quantitative Methods · Quantitative Biology 2025-01-23 Hannah Craddock , Simon EF Spencer , Xavier Didelot

Structured additive distributional regression models offer a versatile framework for estimating complete conditional distributions by relating all parameters of a parametric distribution to covariates. Although these models efficiently…

Methodology · Statistics 2023-11-14 Jana Kleinemeier , Nadja Klein

Most contemporary mortality models rely on extrapolating trends or past events. However, population dynamics will be significantly impacted by climate change, notably the influence of temperatures on mortality. In this paper, we introduce a…

Applications · Statistics 2025-02-04 Quentin Guibert , Gaëlle Pincemin , Frédéric Planchet

The EU Solvency II directive recommends insurance companies to pay more attention to the risk management methods. The sense of risk management is the ability to quantify risk and apply methods that reduce uncertainty. In life insurance, the…

Econometrics · Economics 2018-04-02 Kamil Jodź

Within the statistical literature, a significant gap exists in methods capable of modeling asymmetric multivariate spatial effects that elucidate the relationships underlying complex spatial phenomena. For such a phenomenon, observations at…

Methodology · Statistics 2024-04-10 Sjoerd Hermes , Joost van Heerwaarden , Pariya Behrouzi

Short-term disease forecasting at specific discrete spatial resolutions has become a high-impact decision-support tool in health planning. However, when the number of areas is very large obtaining predictions can be computationally…

Methodology · Statistics 2023-11-01 E. Orozco-Acosta , A. Riebler , A. Adin , M. D. Ugarte

Counterfactual explanations utilize feature perturbations to analyze the outcome of an original decision and recommend an actionable recourse. We argue that it is beneficial to provide several alternative explanations rather than a single…

Machine Learning · Computer Science 2023-01-24 Natraj Raman , Daniele Magazzeni , Sameena Shah

Self-exciting spatiotemporal Hawkes processes have found increasing use in the study of large-scale public health threats ranging from gun violence and earthquakes to wildfires and viral contagion. Whereas many such applications feature…

Methodology · Statistics 2021-07-14 Andrew J. Holbrook , Xiang Ji , Marc A. Suchard

The objective of disease mapping is to model data aggregated at the areal level. In some contexts, however, (e.g. residential histories, general practitioner catchment areas) when data is arising from a variety of sources, not necessarily…

Methodology · Statistics 2022-12-23 Marco Gramatica , Silvia Liverani , Peter Congdon

Disease mapping is an important statistical tool used by epidemiologists to assess geographic variation in disease rates and identify lurking environmental risk factors from spatial patterns. Such maps rely upon spatial models for…

Methodology · Statistics 2021-02-08 Leiwen Gao , Abhirup Datta , Sudipto Banerjee

Autoregressive cokriging models have been widely used to emulate multiple computer models with different levels of fidelity. The dependence structures are modeled via Gaussian processes at each level of fidelity, where covariance structures…

Statistics Theory · Mathematics 2020-11-03 Pulong Ma

Epidemic data often possess certain characteristics, such as the presence of many zeros, the spatial nature of the disease spread mechanism or environmental noise. This paper addresses these issues via suitable Bayesian modelling. In doing…

Applications · Statistics 2014-03-10 C. Malesios , N. Demiris , K. Kalogeropoulos , I. Ntzoufras

We introduce efficient Markov chain Monte Carlo methods for inference and model determination in multivariate and matrix-variate Gaussian graphical models. Our framework is based on the G-Wishart prior for the precision matrix associated…

Methodology · Statistics 2010-05-25 Adrian Dobra , Alex Lenkoski , Abel Rodriguez

We develop Bayesian nonparametric models for spatially indexed data of mixed type. Our work is motivated by challenges that occur in environmental epidemiology, where the usual presence of several confounding variables that exhibit complex…

Methodology · Statistics 2014-10-17 Georgios Papageorgiou , Sylvia Richardson , Nicky Best