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Predicting a customer's propensity-to-pay at an early point in the revenue cycle can provide organisations many opportunities to improve the customer experience, reduce hardship and reduce the risk of impaired cash flow and occurrence of…

Machine Learning · Computer Science 2025-05-28 Md Abul Bashar , Astin-Walmsley Kieren , Heath Kerina , Richi Nayak

We develop a location analysis spatial model of firms' competition in multi-characteristics space, where consumers' opinions about the firms' products are distributed on multilayered networks. Firms do not compete on price but only on…

Physics and Society · Physics 2017-08-03 Antonios Garas , Athanasios Lapatinas

We present a scalable approach to performing approximate fully Bayesian inference in generic state space models. The proposed method is an alternative to particle MCMC that provides fully Bayesian inference of both the dynamic latent states…

Machine Learning · Statistics 2019-02-13 Marcel Hirt , Petros Dellaportas

Spatiotemporal processes have the potential to be one of the most influential factors governing how fisheries targeting sedentary species respond to harvesting. Despite this, management strategy evaluation often fails to account for space…

Populations and Evolution · Quantitative Biology 2021-09-07 Christopher D. Nottingham , Russell B. Millar

Latent state space models are a fundamental and widely used tool for modeling dynamical systems. However, they are difficult to learn from data and learned models often lack performance guarantees on inference tasks such as filtering and…

Machine Learning · Computer Science 2016-05-31 Wen Sun , Arun Venkatraman , Byron Boots , J. Andrew Bagnell

Beyond estimating parameters of interest from data, one of the key goals of statistical inference is to properly quantify uncertainty in these estimates. In Bayesian inference, this uncertainty is provided by the posterior distribution, the…

Machine Learning · Computer Science 2025-01-03 Daniela de Albuquerque , John Pearson

Variable clustering is important for explanatory analysis. However, only few dedicated methods for variable clustering with the Gaussian graphical model have been proposed. Even more severe, small insignificant partial correlations due to…

Applications · Statistics 2018-06-18 Daniel Andrade , Akiko Takeda , Kenji Fukumizu

Modern statistical applications involving large data sets have focused attention on statistical methodologies which are both efficient computationally and able to deal with the screening of large numbers of different candidate models. Here…

Methodology · Statistics 2014-02-26 David J. Nott , Minh-Ngoc Tran , Chenlei Leng

This paper describes the use of flexible Bayesian regression models for estimating a partially identified probability function. Our approach permits efficient sensitivity analysis concerning the posterior impact of priors on the partially…

Methodology · Statistics 2015-03-10 P. Richard Hahn , Jared S. Murray , Ioanna Manolopoulou

We introduce a Bayesian Gaussian process latent variable model that explicitly captures spatial correlations in data using a parameterized spatial kernel and leveraging structure-exploiting algebra on the model covariance matrices for…

Machine Learning · Statistics 2018-05-23 Steven Atkinson , Nicholas Zabaras

Two non-intrusive uncertainty propagation approaches are proposed for the performance analysis of engineering systems described by expensive-to-evaluate deterministic computer models with parameters defined as interval variables. These…

Signal Processing · Electrical Eng. & Systems 2022-02-15 Alice Cicirello , Filippo Giunta

A common issue when analyzing real-world complex systems is that the interactions between the elements often change over time: this makes it difficult to find optimal models that describe this evolution and that can be estimated from data,…

Statistical Finance · Quantitative Finance 2021-08-04 Carlo Campajola , Domenico Di Gangi , Fabrizio Lillo , Daniele Tantari

Airborne particulate matter (PM2.5) is a major public health concern in urban environments, where population density and emission sources exacerbate exposure risks. We present a novel Bayesian spatiotemporal fusion model to estimate monthly…

We consider monotonic, multiple regression for a set of contiguous regions (lattice data). The regression functions permissibly vary between regions and exhibit geographical structure. We develop new Bayesian non-parametric methodology…

Methodology · Statistics 2019-04-16 Christian Rohrbeck , Deborah Costain , Arnoldo Frigessi

In spatial statistics, it is often assumed that the spatial field of interest is stationary and its covariance has a simple parametric form, but these assumptions are not appropriate in many applications. Given replicate observations of a…

Methodology · Statistics 2020-12-14 Brian Kidd , Matthias Katzfuss

This study presents a comprehensive approach to optimizing inventory management under stochastic demand by leveraging Monte Carlo Simulation (MCS) with grid search and Bayesian optimization. By using a business case of historical demand…

Optimization and Control · Mathematics 2024-07-01 Sarit Maitra

Spatially misaligned data can be fused by using a Bayesian melding model that assumes that underlying all observations there is a spatially continuous Gaussian random field process. This model can be used, for example, to predict air…

Methodology · Statistics 2024-06-06 Ruiman Zhong , André Victor Ribeiro Amaral , Paula Moraga

We consider the information design problem in spatial resource competition settings. Agents gather at a location deciding whether to move to another location for possibly higher level of resources, and the utility each agent gets by moving…

Computer Science and Game Theory · Computer Science 2019-09-30 Pu Yang , Krishnamurthy Iyer , Peter Frazier

In employing spatial regression models for counts, we usually meet two issues. First, ignoring the inherent collinearity between covariates and the spatial effect would lead to causal inferences. Second, real count data usually reveal over…

Methodology · Statistics 2021-05-21 Mahsa Nadifar , Hossein Baghishani , Afshin Fallah

We present a proof-of-concept of a model comparison approach for analyzing spatio-temporal observations of interacting populations. Our model variants are a collection of structurally similar Bayesian networks. Their distinct Noisy-Or…

Methodology · Statistics 2024-10-08 Nat Kendal-Freedman , Joseph Victor Fiorillo Meleshko , Aaron Yip , Brian Ingalls
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