Related papers: Latent Gaussian Models for High-Dimensional Spatia…
Diffusion models have been widely adopted in image generation, producing higher-quality and more diverse samples than generative adversarial networks (GANs). We introduce a latent diffusion model (LDM) for precipitation nowcasting -…
Obtaining high-resolution maps of precipitation data can provide key insights to stakeholders to assess a sustainable access to water resources at urban scale. Mapping a nonstationary, sparse process such as precipitation at very high…
We introduce a new approach to prediction in graphical models with latent-shift adaptation, i.e., where source and target environments differ in the distribution of an unobserved confounding latent variable. Previous work has shown that as…
The Dynamical Gaussian Process Latent Variable Models provide an elegant non-parametric framework for learning the low dimensional representations of the high-dimensional time-series. Real world observational studies, however, are often…
We develop a method for probabilistic prediction of extreme value hot-spots in a spatio-temporal framework, tailored to big datasets containing important gaps. In this setting, direct calculation of summaries from data, such as the minimum…
The Gaussian process state-space model (GPSSM) has attracted extensive attention for modeling complex nonlinear dynamical systems. However, the existing GPSSM employs separate Gaussian processes (GPs) for each latent state dimension,…
Inference on the extremal behaviour of spatial aggregates of precipitation is important for quantifying river flood risk. There are two classes of previous approach, with one failing to ensure self-consistency in inference across different…
We introduce a novel unsupervised learning method for time series data with latent dynamical structure: the recognition-parametrized Gaussian state space model (RP-GSSM). The RP-GSSM is a probabilistic model that learns Markovian Gaussian…
Extreme environmental events such as severe storms, drought, heat waves, flash floods, and abrupt species collapse have become more prevalent in the earth-atmosphere dynamic system in recent years. In order to fully understand the…
We propose a computationally efficient statistical method to obtain distributional properties of annual maximum 24 hour precipitation on a 1 km by 1 km regular grid over Iceland. A latent Gaussian model is built which takes into account…
We introduce Latent Space Distribution Matching (LSDM), a novel framework for semi-supervised generative modeling of conditional distributions. LSDM operates in two stages: (i) learning a low-dimensional latent space from both paired and…
Max-stable processes are a popular tool for the study of environmental extremes, and the extremal skew-$t$ process is a general model that allows for a flexible extremal dependence structure. For inference on max-stable processes with…
Deep learning models have achieved remarkable progress in precipitation prediction. However, they still face significant challenges in accurately capturing spatial details of radar images, particularly in regions of high precipitation…
Latent space models are powerful statistical tools for modeling and understanding network data. While the importance of accounting for uncertainty in network analysis has been well recognized, the current literature predominantly focuses on…
A new method is proposed for modelling the yearly maxima of sub-daily precipitation, with the aim of producing spatial maps of return level estimates. Yearly precipitation maxima are modelled using a Bayesian hierarchical model with a…
Monte Carlo maximum likelihood (MCML) provides an elegant approach to find maximum likelihood estimators (MLEs) for latent variable models. However, MCML algorithms are computationally expensive when the latent variables are…
Contextual optimization enhances decision quality by leveraging side information to improve predictions of uncertain parameters. However, existing approaches face significant challenges when dealing with multimodal or mixtures of…
Climate change has become a significant global concern due to its capacity to cause substantial disruption to daily life by increasing the frequency and intensity of extreme weather events. Given the rising trend of human interventions in…
Hidden Markov models (HMMs) are powerful tools for analysing time series data that depend on discrete underlying but unobserved states. As such, they have gained prominence across numerous empirical disciplines, in particular ecology,…
Clinical patient records are an example of high-dimensional data that is typically collected from disparate sources and comprises of multiple likelihoods with noisy as well as missing values. In this work, we propose an unsupervised…