Related papers: Modelling Big, Heterogeneous, Non-Gaussian Spatial…
FRK is an R software package for spatial/spatio-temporal modelling and prediction with large datasets. It facilitates optimal spatial prediction (kriging) on the most commonly used manifolds (in Euclidean space and on the surface of the…
Nonstationarity in spatial and spatio-temporal processes is ubiquitous in environmental datasets, but is not often addressed in practice, due to a scarcity of statistical software packages that implement nonstationary models. In this…
With the development of new remote sensing technology, large or even massive spatial datasets covering the globe become available. Statistical analysis of such data is challenging. This article proposes a semiparametric approach to model…
Datasets that exhibit non-Gaussian characteristics are common in many fields, while the current modeling framework and available software for non-Gaussian models is limited. We introduce Linear Latent Non-Gaussian Models (LLnGMs), a unified…
Gaussian processes (GP) are a popular and powerful tool for spatial modelling of data, especially data that quantify environmental processes. However, in stationary form, whether covariance is isotropic or anisotropic, GPs may lack the…
Gaussian process is a theoretically appealing model for nonparametric analysis, but its computational cumbersomeness hinders its use in large scale and the existing reduced-rank solutions are usually heuristic. In this work, we propose a…
Recently nonparametric functional model with functional responses has been proposed within the functional reproducing kernel Hilbert spaces (fRKHS) framework. Motivated by its superior performance and also its limitations, we propose a…
Bayesian hierarchical models with latent Gaussian layers have proven very flexible in capturing complex stochastic behavior and hierarchical structures in high-dimensional spatial and spatio-temporal data. Whereas simulation-based Bayesian…
Nonstationary and non-Gaussian spatial data are common in various fields, including ecology (e.g., counts of animal species), epidemiology (e.g., disease incidence counts in susceptible regions), and environmental science (e.g.,…
We present an R package bssm for Bayesian non-linear/non-Gaussian state space modelling. Unlike the existing packages, bssm allows for easy-to-use approximate inference based on Gaussian approximations such as the Laplace approximation and…
Gaussian processes (GPs) are well-known tools for modeling dependent data with applications in spatial statistics, time series analysis, or econometrics. In this article, we present the R package varycoef that implements estimation,…
Quantifying spatial and/or temporal associations in multivariate geolocated data of different types is achievable via spatial random effects in a Bayesian hierarchical model, but severe computational bottlenecks arise when spatial…
This paper describes and illustrates functionality of the spNNGP R package. The package provides a suite of spatial regression models for Gaussian and non-Gaussian point-referenced outcomes that are spatially indexed. The package implements…
1.) Spatio-temporal datasets that are difficult to analyze are common in ecological surveys. There are software packages available to analyze these datasets, but many of them require advanced coding skills. There is a growing need for easy…
Forecast reconciliation has become key to improving the accuracy and coherence of forecasts for linearly constrained multiple time series, such as hierarchical and grouped series. Yet, comprehensive software that jointly covers…
Recent years have seen a huge development in spatial modelling and prediction methodology, driven by the increased availability of remote-sensing data and the reduced cost of distributed-processing technology. It is well known that…
Spatial-temporal Gaussian process regression is a popular method for spatial-temporal data modeling. Its state-of-art implementation is based on the state-space model realization of the spatial-temporal Gaussian process and its…
Spatial statistics is a growing discipline providing important analytical techniques in a wide range of disciplines in the natural and social sciences. In the R package GWmodel, we introduce techniques from a particular branch of spatial…
This work develops a multivariate extension of the Fixed Rank Kriging (FRK) framework for spatial prediction in settings where multiple spatial processes may provide complementary information. The goal is to preserve the computational…
The solutions of Hamiltonian equations are known to describe the underlying phase space of a mechanical system. In this article, we propose a novel spatio-temporal model using a strategic modification of the Hamiltonian equations,…