Related papers: Variance partitioning in spatio-temporal disease m…
The Bayesian analysis of infectious disease surveillance data from multiple locations typically involves building and fitting a spatio-temporal model of how the disease spreads in the structured population. Here we present new generally…
A Bayesian approach to the classification problem is proposed in which random partitions play a central role. It is argued that the partitioning approach has the capacity to take advantage of a variety of large-scale spatial structures, if…
In this paper we set out general principles and develop geostatistical methods for the analysis of data from spatio-temporally referenced prevalence surveys. Our objective is to provide a tutorial guide that can be used in order to identify…
The vector quantization is a widely used method to map continuous representation to discrete space and has important application in tokenization for generative mode, bottlenecking information and many other tasks in machine learning. Vector…
The development of statistical approaches for the joint modelling of the temporal changes of imaging, biochemical, and clinical biomarkers is of paramount importance for improving the understanding of neurodegenerative disorders, and for…
Missing data is a common problem in real-world sensor data collection. The performance of various approaches to impute data degrade rapidly in the extreme scenarios of low data sampling and noisy sampling, a case present in many real-world…
The key idea of variational auto-encoders (VAEs) resembles that of traditional auto-encoder models in which spatial information is supposed to be explicitly encoded in the latent space. However, the latent variables in VAEs are vectors,…
We present a fully Bayesian statistical approach to the problem of compartmental modelling in the context of Positron Emission Tomography. We cluster homogeneous region of interest and perform kinetic parameter estimation simultaneously. A…
A generalization of Gy's theory for the variance of the fundamental sampling error is reviewed. Practical situations where the generalized model potentially leads to more accurate variance estimates are identified as: clustering of…
This paper describes and illustrates new functionality for fitting spatially varying coefficients models in the spBayes (version 0.4-2) R package. The new spSVC function uses a computationally efficient Markov chain Monte Carlo algorithm…
Interactions among multiple time series of positive random variables are crucial in diverse financial applications, from spillover effects to volatility interdependence. A popular model in this setting is the vector Multiplicative Error…
Variational autoencoders (VAEs) employ Bayesian inference to interpret sensory inputs, mirroring processes that occur in primate vision across both ventral (Higgins et al., 2021) and dorsal (Vafaii et al., 2023) pathways. Despite their…
Variable selection naturally arises as a useful subject when faced with data with massive predictor space. In addition to the massive dimensionality, the data may be characterized by intra-subject correlation, and cure fraction, which are…
The paper proposes a time-varying parameter global vector autoregressive (TVP-GVAR) framework for predicting and analysing developed region economic variables. We want to provide an easily accessible approach for the economy application…
Investigating relationships between response variables and covariates in areas such as environmental science, geoscience, and public health is an important endeavor. Based on a Bayesian mixture of finite mixtures model, we present a novel…
Inverse problems with spatiotemporal observations are ubiquitous in scientific studies and engineering applications. In these spatiotemporal inverse problems, observed multivariate time series are used to infer parameters of physical or…
Effectively modeling non-stationary dynamics in probabilistic multivariate time series(MTS) forecasting requires balancing expressiveness with robustness. Existing parametric approaches benefit from strong inductive biases but lack…
We consider the problem of learning a conditional Gaussian graphical model in the presence of latent variables. Building on recent advances in this field, we suggest a method that decomposes the parameters of a conditional Markov random…
Widely used deep latent variable models (DLVMs), in particular Variational Autoencoders (VAEs), employ overly simplistic priors on the latent space. To achieve strong clustering performance, existing methods that replace the standard normal…
We study learning problems in which the conditional distribution of the output given the input varies as a function of additional task variables. In varying-coefficient models with Gaussian process priors, a Gaussian process generates the…