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Gaussian graphical models (GGMs) are well-established tools for probabilistic exploration of dependence structures using precision matrices. We develop a Bayesian method to incorporate covariate information in this GGMs setup in a nonlinear…

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

Berger et al. (2001) and Ren et al. (2012) derived noninformative priors for Gaussian process models of spatially correlated data using the reference prior approach (Berger, Bernardo, 1991). The priors have good statistical properties and…

Methodology · Statistics 2023-07-19 Ryan Burn

Due to rapid data growth, statistical analysis of massive datasets often has to be carried out in a distributed fashion, either because several datasets stored in separate physical locations are all relevant to a given problem, or simply to…

Computation · Statistics 2016-02-08 Matthias Katzfuss , Dorit Hammerling

We introduce a scalable Gaussian process (GP) framework with deep product kernels for data-driven learning of parametrized spatio-temporal fields over fixed or parameter-dependent domains. The proposed framework learns a continuous…

Machine Learning · Computer Science 2026-03-03 Srinath Dama , Prasanth B. Nair

In economic development, there are often regions that share similar economic characteristics, and economic models on such regions tend to have similar covariate effects. In this paper, we propose a Bayesian clustered regression for…

Econometrics · Economics 2020-06-30 Zhihua Ma , Yishu Xue , Guanyu Hu

Many scientific applications involve mixed spatially indexed outcomes of heterogeneous types that are driven by shared latent mechanisms. Modeling such data is challenging due to complex, nonlinear, and potentially nonstationary spatial…

Methodology · Statistics 2026-03-10 Yeseul Jeon , Kyeong Eun Lee , Joon Jin Song

The rapid development of high-throughput technologies has enabled the generation of data from biological or disease processes that span multiple layers, like genomic, proteomic or metabolomic data, and further pertain to multiple sources,…

Machine Learning · Statistics 2022-01-25 Subhabrata Majumdar , George Michailidis

A novel extrapolation method is proposed for longitudinal forecasting. A hierarchical Gaussian process model is used to combine nonlinear population change and individual memory of the past to make prediction. The prediction error is…

Methodology · Statistics 2014-08-25 Leo L. Duan , John P. Clancy , Rhonda D. Szczesniak

Gaussian process regression is a powerful Bayesian nonlinear regression method. Recent research has enabled the capture of many types of observations using non-Gaussian likelihoods. To deal with various tasks in spatial modeling, we benefit…

Machine Learning · Statistics 2025-08-26 Yuta Shikuri

This paper develops a simple two-stage variational Bayesian algorithm to estimate panel spatial autoregressive models, where N, the number of cross-sectional units, is much larger than T, the number of time periods without restricting the…

Econometrics · Economics 2023-09-08 Deborah Gefang , Stephen G. Hall , George S. Tavlas

Making inferences from data streams is a pervasive problem in many modern data analysis applications. But it requires to address the problem of continuous model updating and adapt to changes or drifts in the underlying data generating…

Machine Learning · Computer Science 2017-07-11 Andres Masegosa , Thomas D. Nielsen , Helge Langseth , Dario Ramos-Lopez , Antonio Salmeron , Anders L. Madsen

Graphical models describe associations between variables through the notion of conditional independence. Gaussian graphical models are a widely used class of such models where the relationships are formalized by non-null entries of the…

Methodology · Statistics 2023-08-08 Sagnik Bhadury , Riten Mitra , Jeremy T. Gaskins

In many applications, data can be heterogeneous in the sense of spanning latent groups with different underlying distributions. When predictive models are applied to such data the heterogeneity can affect both predictive performance and…

Machine Learning · Statistics 2022-05-04 Thomas Lartigue , Sach Mukherjee

The logistic specification has been used extensively in non-Bayesian statistics to model the dependence of discrete outcomes on the values of specified covariates. Because the likelihood function is globally weakly concave estimation by…

Computation · Statistics 2013-04-17 John Geweke , Garland Durham , Huaxin Xu

The appropriateness of the Poisson model is frequently challenged when examining spatial count data marked by unbalanced distributions, over-dispersion, or under-dispersion. Moreover, traditional parametric models may inadequately capture…

Methodology · Statistics 2025-03-26 Mahsa Nadifar , Andriette Bekker , Mohammad Arashi , Abel Ramoelo

Bayesian hierarchical linear models provide a natural framework to analyze nested and clustered data. Classical estimation with Markov chain Monte Carlo produces well calibrated posterior distributions but becomes computationally expensive…

Methodology · Statistics 2025-12-16 Cristian Parra-Aldana , Juan Sosa

Within the past two decades, Gaussian process regression has been increasingly used for modeling dynamical systems due to some beneficial properties such as the bias variance trade-off and the strong connection to Bayesian mathematics. As…

Systems and Control · Electrical Eng. & Systems 2021-02-11 Thomas Beckers

Understanding the spatial distribution of animals, during all their life phases, as well as how the distributions are influenced by environmental covariates, is a fundamental requirement for the effective management of animal populations.…

Applications · Statistics 2020-10-26 Soraia Pereira , Raquel Menezes , Maria Manuel Angélico , Tiago Marques

We develop a Bayesian framework for variable selection in linear regression with autocorrelated errors, accommodating lagged covariates and autoregressive structures. This setting occurs in time series applications where responses depend on…

Methodology · Statistics 2025-08-18 Alokesh Manna , Sujit K. Ghosh
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