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Bayesian methods and software for spatial data analysis are generally now well established in the scientific community. Despite the wide application of spatial models, the analysis of multivariate spatial data using R-INLA has not been…

State-space models (SSMs) are powerful probabilistic tools for modeling time-varying systems with latent dynamics. Inference in SSMs involves the estimation of latent states and parameters. In this work, we focus on parameter inference,…

Computation · Statistics 2026-05-22 Kostas Tsampourakis , Víctor Elvira

To account for measurement error (ME) in explanatory variables, Bayesian approaches provide a flexible framework, as expert knowledge about unobserved covariates can be incorporated in the prior distributions. However, given the analytic…

Methodology · Statistics 2013-08-19 Stefanie Muff , Andrea Riebler , Havard Rue , Philippe Saner , Leonhard Held

Self-Exciting models are statistical models of count data where the probability of an event occurring is influenced by the history of the process. In particular, self-exciting spatio-temporal models allow for spatial dependence as well as…

Computation · Statistics 2017-09-29 Nicholas J. Clark , Philip M. Dixon

Aiming to deliver improved precipitation simulations for hydrological impact assessment studies, we develop a methodology for modelling and simulating high-dimensional spatial precipitation extremes, focusing on both their marginal…

Applications · Statistics 2024-10-01 Silius M. Vandeskog , Raphaël Huser , Oddbjørn Bruland , Sara Martino

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

The Laplace approximation (LA) has been proposed as a method for approximating the marginal likelihood of statistical models with latent variables. However, the approximate maximum likelihood estimators (MLEs) based on the LA are often…

Methodology · Statistics 2022-07-21 Jeongseop Han , Youngjo Lee

A very common way to estimate the parameters of a hidden Markov model (HMM) is the relatively straightforward computation of maximum likelihood (ML) estimates. For this task, most users rely on user-friendly implementation of the estimation…

Computation · Statistics 2022-05-10 Timothée Bacri , Geir D. Berentsen , Jan Bulla , Sondre Hølleland

Rare cancers affect millions of people worldwide each year. However, estimating incidence or mortality rates associated with rare cancers presents important difficulties and poses new statistical methodological challenges. In this paper, we…

Methodology · Statistics 2025-07-30 Garazi Retegui , Jaione Etxeberria , María Dolores Ugarte

1 - Spatial confounding is a phenomenon that has been studied extensively in recent years in the statistical literature to describe and mitigate apparent inconsistencies between the results obtained by regression models with and without…

Regression models for circular variables are less developed, since the concept of building a linear predictor from linear combinations of covariates and various random effects, breaks the circular nature of the variable. In this paper, we…

Methodology · Statistics 2026-02-10 Xiang Ye , Janet Van Niekerk , Haavard Rue

We propose a spatio-temporal data-fusion framework for point data and gridded data with variables observed on different spatial supports. A latent Gaussian field with a Mat\'ern-SPDE prior provides a continuous space representation, while…

Methodology · Statistics 2025-11-19 Weiyue Zheng , Andrew Elliott , Claire Miller , Marian Scott

Statistical models that involve latent Markovian state processes have become immensely popular tools for analysing time series and other sequential data. However, the plethora of model formulations, the inconsistent use of terminology, and…

Methodology · Statistics 2025-06-04 Sina Mews , Jan-Ole Koslik , Roland Langrock

Comparing mathematical models offers a means to evaluate competing scientific theories. However, exact methods of model calibration are not applicable to many probabilistic models which simulate high-dimensional spatio-temporal data.…

Quantitative Methods · Quantitative Biology 2026-01-13 Robert A McDonald , Helen M Byrne , Heather A Harrington , Thomas Thorne , Bernadette J Stolz

Traffic flow estimation (TFE) is crucial for urban intelligent traffic systems. While traditional on-road detectors are hindered by limited coverage and high costs, cloud computing and data mining of vehicular network data, such as driving…

Artificial Intelligence · Computer Science 2024-07-12 Doncheng Yuan , Jianzhe Xue , Jinshan Su , Wenchao Xu , Haibo Zhou

Non-Gaussian spatial and spatio-temporal data are becoming increasingly prevalent, and their analysis is needed in a variety of disciplines. FRK is an R package for spatial/spatio-temporal modelling and prediction with very large data sets…

Computation · Statistics 2022-11-22 Matthew Sainsbury-Dale , Andrew Zammit-Mangion , Noel Cressie

Gaussian random field (GRF) models are widely used in spatial statistics to capture spatially correlated error. We investigate the results of replacing Gaussian processes with Laplace moving averages (LMAs) in spatial generalized linear…

Applications · Statistics 2019-07-26 Adam Walder , Ephraim M. Hanks

Longitudinal analysis of sequential radiological images is hampered by a fundamental data challenge: how to effectively model a sequence of high-resolution images captured at irregular time intervals. This data structure contains…

Computer Vision and Pattern Recognition · Computer Science 2025-10-23 Zhengbo Zhou , Dooman Arefan , Margarita Zuley , Shandong Wu

The Lema\'itre-Toman-Bondi (LTB) models have reported to suffer from incompatibility with cosmological observations and fine-tuning of the observer's location. Further analysis of these issues indicates that they could be resolved by models…

Cosmology and Nongalactic Astrophysics · Physics 2016-01-21 Peter Sundell , Iiro Vilja

This work has been motivated by the challenge of the 2017 conference on Extreme-Value Analysis (EVA2017), with the goal of predicting daily precipitation quantiles at the $99.8\%$ level for each month at observed and unobserved locations.…

Methodology · Statistics 2018-02-06 Thomas Opitz , Raphaël Huser , Haakon Bakka , Håvard Rue