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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

We develop a new Bayesian approach to estimating panel spatial autoregressive models with a known number of latent common factors, where N, the number of cross-sectional units, is much larger than T, the number of time periods. Without…

Econometrics · Economics 2025-10-28 Deborah Gefang , Stephen G Hall , George S. Tavlas

Recognizing the successes of treed Gaussian process (TGP) models as an interpretable and thrifty model for nonparametric regression, we seek to extend the model to classification. Both treed models and Gaussian processes (GPs) have,…

Methodology · Statistics 2010-09-28 Tamara Broderick , Robert B. Gramacy

Gaussian processes and random fields have a long history, covering multiple approaches to representing spatial and spatio-temporal dependence structures, such as covariance functions, spectral representations, reproducing kernel Hilbert…

Methodology · Statistics 2022-10-18 Finn Lindgren , David Bolin , Håvard Rue

We propose an interdisciplinary framework that combines Bayesian predictive inference, a well-established tool in Machine Learning, with Formal Methods rooted in the computer science community. Bayesian predictive inference allows for…

Computation · Statistics 2025-08-21 Laura Vana , Ennio Visconti , Laura Nenzi , Annalisa Cadonna , Gregor Kastner

Recent variational Bayes methods for geospatial regression, proposed as an alternative to computationally expensive Markov chain Monte Carlo (MCMC) sampling, have leveraged Nearest Neighbor Gaussian processes (NNGP) to achieve scalability.…

Computation · Statistics 2025-07-17 Jiafang Song , Abhirup Datta

Accurate modeling of spatial dependence is pivotal in analyzing spatial data, influencing parameter estimation and predictions. The spatial structure of the data significantly impacts valid statistical inference. Existing models for areal…

Methodology · Statistics 2025-12-11 Lucas da Cunha Godoy , Marcos Oliveira Prates , Jun Yan

Multivariate spatio-temporal data arise more and more frequently in a wide range of applications; however, there are relatively few general statistical methods that can readily use that incorporate spatial, temporal and variable…

Methodology · Statistics 2017-11-15 Elynn Yi Chen , Qiwei Yao , Rong Chen

Time-to-event models are commonly used to study associations between risk factors and disease outcomes in the setting of electronic health records (EHR). In recent years, focus has intensified on social determinants of health, highlighting…

Applications · Statistics 2025-11-26 Yueming Shen , Christian Pean , David Dunson , Samuel Berchuck

Surrogate models have become ubiquitous in science and engineering for their capability of emulating expensive computer codes, necessary to model and investigate complex phenomena. Bayesian emulators based on Gaussian processes adequately…

Computation · Statistics 2017-08-02 A. Garbuno-Inigo , F. A. DiazDelaO , K. M. Zuev

Identifying the active factors that have significant impacts on the output of the complex system is an important but challenging variable selection problem in computer experiments. In this paper, a Bayesian hierarchical Gaussian process…

Methodology · Statistics 2024-06-18 Xiao Yao , Ning Jianhui , Qin Hong

Spatiotemporal datasets, which consist of spatially-referenced time series, are ubiquitous in diverse applications, such as air pollution monitoring, disease tracking, and cloud-demand forecasting. As the scale of modern datasets increases,…

Machine Learning · Computer Science 2024-11-28 Feras Saad , Jacob Burnim , Colin Carroll , Brian Patton , Urs Köster , Rif A. Saurous , Matthew Hoffman

Bayesian hierarchical models have been demonstrated to provide efficient algorithms for finding sparse solutions to ill-posed inverse problems. The models comprise typically a conditionally Gaussian prior model for the unknown, augmented by…

Numerical Analysis · Mathematics 2023-03-31 Daniela Calvetti , Erkki Somersalo

The Gaussian process (GP) is a popular way to specify dependencies between random variables in a probabilistic model. In the Bayesian framework the covariance structure can be specified using unknown hyperparameters. Integrating over these…

Computation · Statistics 2010-11-01 Iain Murray , Ryan Prescott Adams

We introduce Latent Gaussian Process Regression which is a latent variable extension allowing modelling of non-stationary multi-modal processes using GPs. The approach is built on extending the input space of a regression problem with a…

Machine Learning · Statistics 2017-09-19 Erik Bodin , Neill D. F. Campbell , Carl Henrik Ek

Scientific and engineering problems often require the use of artificial intelligence to aid understanding and the search for promising designs. While Gaussian processes (GP) stand out as easy-to-use and interpretable learners, they have…

Machine Learning · Computer Science 2021-07-01 Liwei Wang , Suraj Yerramilli , Akshay Iyer , Daniel Apley , Ping Zhu , Wei Chen

Gaussian processes (GPs) are ubiquitously used in sciences and engineering as metamodels. Standard GPs, however, can only handle numerical or quantitative variables. In this paper, we introduce latent map Gaussian processes (LMGPs) that…

Machine Learning · Statistics 2021-10-13 Nicholas Oune , Ramin Bostanabad

Spatial transcriptomics has revolutionized tissue analysis by simultaneously mapping gene expression, spatial topography, and histological context across consecutive tissue sections, enabling systematic investigation of spatial…

Applications · Statistics 2025-10-24 Meng Zhou , Shuangge Ma , Mengyun Wu

Spatial modelling often uses Gaussian random fields to capture the stochastic nature of studied phenomena. However, this approach incurs significant computational burdens (O(n3)), primarily due to covariance matrix computations. In this…

Methodology · Statistics 2024-04-22 Joaquin Cavieres , Paula Moraga , Cole C. Monnahan

A model involving Gaussian processes (GPs) is introduced to simultaneously handle multi-task learning, clustering, and prediction for multiple functional data. This procedure acts as a model-based clustering method for functional data as…

Machine Learning · Computer Science 2023-01-24 Arthur Leroy , Pierre Latouche , Benjamin Guedj , Servane Gey