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Estimating causal effects in quasi-experiments with spatio-temporal panel data often requires adjusting for unmeasured confounding that varies across space and time. Gaussian Processes (GPs) offer a flexible, nonparametric modeling approach…

Methodology · Statistics 2025-07-08 Sofia L. Vega , Rachel C. Nethery

Gaussian process factor analysis (GPFA) is a latent variable modeling technique commonly used to identify smooth, low-dimensional latent trajectories underlying high-dimensional neural recordings. Specifically, researchers model spiking…

Machine Learning · Computer Science 2024-05-21 Yididiya Y. Nadew , Xuhui Fan , Christopher J. Quinn

We present an approximate Bayesian inference approach for estimating the intensity of an inhomogeneous Poisson process, where the intensity function is modelled using a Gaussian process (GP) prior via a sigmoid link function. Augmenting the…

Machine Learning · Statistics 2019-05-06 Christian Donner , Manfred Opper

Temporal point processes are the dominant paradigm for modeling sequences of events happening at irregular intervals. The standard way of learning in such models is by estimating the conditional intensity function. However, parameterizing…

Machine Learning · Computer Science 2020-01-24 Oleksandr Shchur , Marin Biloš , Stephan Günnemann

Events in spatiotemporal domains arise in numerous real-world applications, where uncovering event relationships and enabling accurate prediction are central challenges. Classical Poisson and Hawkes processes rely on restrictive parametric…

Machine Learning · Computer Science 2026-03-26 Zhitong Xu , Qiwei Yuan , Yinghao Chen , Yan Sun , Bin Shen , Shandian Zhe

This paper studies the Gibbs measure of an interacting particle system with a general interaction kernel at various temperature regimes. We are particularly interested in fine features of the convergence to the mean-field density as the…

Probability · Mathematics 2025-06-17 David Padilla-Garza

Gaussian process (GP) models provide a powerful tool for prediction but are computationally prohibitive using large data sets. In such scenarios, one has to resort to approximate methods. We derive an approximation based on a composite…

Machine Learning · Statistics 2018-02-02 Xiuming Liu , Dave Zachariah , Edith C. H. Ngai

Gaussian processes are the leading class of distributions on random functions, but they suffer from well known issues including difficulty scaling and inflexibility with respect to certain shape constraints (such as nonnegativity). Here we…

Boltzmann-Gibbs random fields are defined in terms of the exponential expression exp(-H), where H is a suitably defined energy functional of the field states x(s). This paper presents a new Boltzmann-Gibbs model which features local…

Mathematical Physics · Physics 2022-11-22 Dionissios T. Hristopulos

Additive Gaussian process (GP) models offer flexible tools for modelling complex non-linear relationships and interaction effects among covariates. While most studies have focused on predictive performance, relatively little attention has…

Methodology · Statistics 2025-10-30 Sahoko Ishida , Francesca Panero , Wicher Bergsma

Multi-type Markov point processes offer a flexible framework for modelling complex multi-type point patterns where it is pertinent to capture both interactions between points as well as large scale trends depending on observed covariates.…

Methodology · Statistics 2025-10-15 Ib Thorsgaard Jensen , Jean-François Coeurjolly , Rasmus Waagepetersen

Inter-domain Gaussian processes (GPs) allow for high flexibility and low computational cost when performing approximate inference in GP models. They are particularly suitable for modeling data exhibiting global structure but are limited to…

Machine Learning · Statistics 2020-11-03 Tim G. J. Rudner , Dino Sejdinovic , Yarin Gal

Gaussian processes (GPs) are Bayesian nonparametric models for function approximation with principled predictive uncertainty estimates. Deep Gaussian processes (DGPs) are multilayer generalizations of GPs that can represent complex marginal…

Machine Learning · Statistics 2024-09-20 Qiuxian Meng , Yongyou Zhang

The robust detection of statistical dependencies between the components of a complex system is a key step in gaining a network-based understanding of the system. Because of their simplicity and low computation cost, pairwise statistics are…

Statistics Theory · Mathematics 2019-08-01 Antoine Messager , Nicos Georgiou , Luc Berthouze

The Papangelou intensities of determinantal (or fermion) point processes are investigated. These exhibit a monotonicity property expressing the repulsive nature of the interaction, and satisfy a bound implying stochastic domination by a…

Probability · Mathematics 2010-03-16 Hans-Otto Georgii , Hyun Jae Yoo

Gaussian process (GP) modulated Cox processes are widely used to model point patterns. Existing approaches require a mapping (link function) between the unconstrained GP and the positive intensity function. This commonly yields solutions…

Machine Learning · Statistics 2019-03-01 Andrés F. López-Lopera , ST John , Nicolas Durrande

We study the problem of non-parametric Bayesian estimation of the intensity function of a Poisson point process. The observations are $n$ independent realisations of a Poisson point process on the interval $[0,T]$. We propose two related…

Methodology · Statistics 2020-03-31 Shota Gugushvili , Frank van der Meulen , Moritz Schauer , Peter Spreij

Doubly-stochastic point processes model the occurrence of events over a spatial domain as an inhomogeneous Poisson process conditioned on the realization of a random intensity function. They are flexible tools for capturing spatial…

Methodology · Statistics 2024-06-28 Si Cheng , Jon Wakefield , Ali Shojaie

Pairwise interactions between perturbations to a system can provide evidence for the causal dependencies of the underlying underlying mechanisms of a system. When observations are low dimensional, hand crafted measurements, detecting…

Machine Learning · Computer Science 2024-09-13 Zuheng , Xu , Moksh Jain , Ali Denton , Shawn Whitfield , Aniket Didolkar , Berton Earnshaw , Jason Hartford

The asymptotic behaviors of the integrated density of states $N(\lambda)$ of Schr\"odinger operators with nonpositive potentials associated with Gibbs point processes are studied. It is shown that for some Gibbs point processes, the leading…

Probability · Mathematics 2022-10-21 Yuta Nakagawa