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This paper considers a first-order autoregressive panel data model with individual-specific effects and heterogeneous autoregressive coefficients defined on the interval (-1,1], thus allowing for some of the individual processes to have…

Econometrics · Economics 2024-06-26 M. Hashem Pesaran , Liying Yang

We consider the problem of detecting jumps in an otherwise smoothly evolving trend whilst the covariance and higher-order structures of the system can experience both smooth and abrupt changes over time. The number of jump points is allowed…

Methodology · Statistics 2023-12-27 Weichi Wu , Zhou Zhou

We provide probabilistic and computational results on Markovian multivariate Hawkes processes and induced population processes. By applying the Markov property, we characterize in closed form a joint transform, bijective to the probability…

Probability · Mathematics 2025-08-08 R. S. Karim , R. J. A. Laeven , M , M. Mandjes

In this paper, we construct time periodic doubly connected solutions for the 3D quasi-geostrophic model in the patch setting. More specifically, we prove the existence of nontrivial $m$-fold doubly connected rotating patches bifurcating…

Analysis of PDEs · Mathematics 2022-06-22 C. García , T. Hmidi , J. Mateu

Many real-world objects can be modeled as a stream of events on the nodes of a graph. In this paper, we propose a class of graphical event models named temporal point process graphical models for representing the temporal dependencies among…

Methodology · Statistics 2021-10-25 Yalong Lyu , Huiyuan Wang , Wei Lin

Score-based diffusion models have recently emerged as state-of-the-art generative models for a variety of data modalities. Nonetheless, it remains unclear how to adapt these models to generate long multivariate time series. Viewing a time…

Machine Learning · Computer Science 2025-02-28 Barbora Barancikova , Zhuoyue Huang , Cristopher Salvi

This paper proposes a novel graphical model, termed the spatial dependence graph model, which captures the global dependence structure of different events that occur randomly in space. In the spatial dependence graph model, the edge set is…

Methodology · Statistics 2016-07-26 Matthias Eckardt

Collecting multiple longitudinal measurements and time-to-event outcomes is a common practice in clinical and epidemiological studies, often focusing on exploring associations between them. Joint modeling is the standard analytical tool for…

Methodology · Statistics 2024-12-10 Taban Baghfalaki , Reza Hashemi , Catherine Helmer , Helene Jacqmin-Gadda

This paper reviews developments in statistics for spatial point processes obtained within roughly the last decade. These developments include new classes of spatial point process models such as determinantal point processes, models…

Methodology · Statistics 2016-09-06 Jesper Møller , Rasmus Waagepetersen

This paper proposes a log-linear model for the latent intensity functions of a replicated spatio-temporal point process. By simultaneously fitting correlated spatial and temporal Karhunen-Lo\`eve expansions, the model produces spatial and…

Methodology · Statistics 2019-03-25 Daniel Gervini

Manifold models provide low-dimensional representations that are useful for processing and analyzing data in a transformation-invariant way. In this paper, we study the problem of learning smooth pattern transformation manifolds from image…

Computer Vision and Pattern Recognition · Computer Science 2013-05-20 Elif Vural , Pascal Frossard

The analysis of spatial point patterns that occur in the network domain have recently gained much attraction and various intensity functions and measures have been proposed. However, the linkage of spatial network statistics to regression…

Applications · Statistics 2016-07-25 Matthias Eckardt , Jorge Mateu

We view the locations and times of a collection of crime events as a space-time point pattern. So, with either a nonhomogeneous Poisson process or with a more general Cox process, we need to specify a space-time intensity. For the latter,…

Applications · Statistics 2016-11-29 Shinichiro Shirota , Alan E. Gelfand

We study noisy calcium imaging data, with a focus on the classification of spike traces. As raw traces obscure the true temporal structure of neuron's activity, we performed a tuned filtering of the calcium concentration using two methods:…

Neurons and Cognition · Quantitative Biology 2024-09-17 Arianna Burzacchi , Nicoletta D'Angelo , David Payares-Garcia , Jorge Mateu

Spatio-temporal point process (STPP) is a stochastic collection of events accompanied with time and space. Due to computational complexities, existing solutions for STPPs compromise with conditional independence between time and space,…

Machine Learning · Computer Science 2023-06-27 Yuan Yuan , Jingtao Ding , Chenyang Shao , Depeng Jin , Yong Li

The paper studies processes defined on time domains structured as oriented spatial graphs (or metric graphs, or oriented branched 1-manifolds). This setting can be used, for example, for forecasting models involving branching scenarios. For…

Information Theory · Computer Science 2022-05-13 Nikolai Dokuchaev

Many astrophysical phenomena are time-varying, in the sense that their intensity, energy spectrum, and/or the spatial distribution of the emission suddenly change. This paper develops a method for modeling a time series of images. Under the…

Instrumentation and Methods for Astrophysics · Physics 2021-03-24 Cong Xu , Hans Moritz Günther , Vinay L. Kashyap , Thomas C. M. Lee , Andreas Zezas

Colloidal systems offer unique opportunities for the study of phase formation and structure since their characteristic length scales are accessible to visible light. As a model system the two dimensional assembly of colloidal magnetic and…

Soft Condensed Matter · Physics 2018-11-12 Hauke Carstensen , Vassilios Kapaklis , Max Wolff

We consider the problem of locating a jump discontinuity (change-point) in a smooth parametric regression model with a bounded covariate. It is assumed that one can sample the covariate at different values and measure the corresponding…

Statistics Theory · Mathematics 2009-08-14 Yan Lan , Moulinath Banerjee , George Michailidis

Persistent homology provides a robust methodology to infer topological structures from point cloud data. Here we explore the persistent homology of point clouds embedded into a probabilistic setting, exploiting the theory of point…

Probability · Mathematics 2023-08-07 Daniel Spitz , Anna Wienhard