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This paper develops a unified and computationally efficient method for change-point estimation along the time dimension in a non-stationary spatio-temporal process. By modeling a non-stationary spatio-temporal process as a piecewise…

Methodology · Statistics 2023-10-09 Zifeng Zhao , Ting Fung Ma , Wai Leong Ng , Chun Yip Yau

Model-based approaches bear great promise for decision making of agents interacting with the physical world. In the context of spatial environments, different types of problems such as localisation, mapping, navigation or autonomous…

Machine Learning · Statistics 2019-06-21 Atanas Mirchev , Baris Kayalibay , Maximilian Soelch , Patrick van der Smagt , Justin Bayer

Joint modeling of spatially-oriented dependent variables is commonplace in the environmental sciences, where scientists seek to estimate the relationships among a set of environmental outcomes accounting for dependence among these outcomes…

Methodology · Statistics 2021-03-22 Lu Zhang , Sudipto Banerjee , Andrew O. Finley

High resolution satellite image sequences are multidimensional signals composed of spatio-temporal patterns associated to numerous and various phenomena. Bayesian methods have been previously proposed in (Heas and Datcu, 2005) to code the…

Computer Vision and Pattern Recognition · Computer Science 2007-09-20 Patrick Héas , Mihai Datcu

We introduce temporal multimodal multivariate learning, a new family of decision making models that can indirectly learn and transfer online information from simultaneous observations of a probability distribution with more than one peak or…

Spatio-temporal areal data can be seen as a collection of time series which are spatially correlated according to a specific neighboring structure. Incorporating the temporal and spatial dimension into a statistical model poses challenges…

We address tracking and prediction of multiple moving objects in visual data streams as inference and sampling in a disentangled latent state-space model. By encoding objects separately and including explicit position information in the…

Machine Learning · Statistics 2019-10-15 Adnan Akhundov , Maximilian Soelch , Justin Bayer , Patrick van der Smagt

Inverse problems with spatiotemporal observations are ubiquitous in scientific studies and engineering applications. In these spatiotemporal inverse problems, observed multivariate time series are used to infer parameters of physical or…

Methodology · Statistics 2022-04-26 Shiwei Lan , Shuyi Li , Mirjeta Pasha

We introduce Spatio-Temporal Momentum strategies, a class of models that unify both time-series and cross-sectional momentum strategies by trading assets based on their cross-sectional momentum features over time. While both time-series and…

Portfolio Management · Quantitative Finance 2023-12-08 Wee Ling Tan , Stephen Roberts , Stefan Zohren

We propose a probabilistic model for inferring the multivariate function from multiple areal data sets with various granularities. Here, the areal data are observed not at location points but at regions. Existing regression-based models can…

Spatiotemporal dynamics models are fundamental for various domains, from heat propagation in materials to oceanic and atmospheric flows. However, currently available neural network-based spatiotemporal modeling approaches fall short when…

Machine Learning · Computer Science 2025-02-11 Valerii Iakovlev , Harri Lähdesmäki

Comprehensively and flexibly capturing the complex spatio-temporal dependencies of human motion is critical for multi-person motion prediction. Existing methods grapple with two primary limitations: i) Inflexible spatiotemporal…

Computer Vision and Pattern Recognition · Computer Science 2025-12-29 Zheng Yin , Chengjian Li , Xiangbo Shu , Meiqi Cao , Rui Yan , Jinhui Tang

In the realm of large-scale spatiotemporal data, abrupt changes are commonly occurring across both spatial and temporal domains. This study aims to address the concurrent challenges of detecting change points and identifying spatial…

Methodology · Statistics 2025-05-05 Zerui Zhang , Xin Wang , Xin Zhang , Jing Zhang

Uncertainty in the prediction of future weather is commonly assessed through the use of forecast ensembles that employ a numerical weather prediction model in distinct variants. Statistical postprocessing can correct for biases in the…

Applications · Statistics 2016-06-16 Annette Möller , Thordis L. Thorarinsdottir , Alex Lenkoski , Tilmann Gneiting

Dirichlet processes and their extensions have reached a great popularity in Bayesian nonparametric statistics. They have also been introduced for spatial and spatio-temporal data, as a tool to analyze and predict surfaces. A popular…

Statistics Theory · Mathematics 2023-03-31 Clara Grazian

Many scientific applications involve mixed spatially indexed outcomes of heterogeneous types that are driven by shared latent mechanisms. Modeling such data is challenging due to complex, nonlinear, and potentially nonstationary spatial…

Methodology · Statistics 2026-03-10 Yeseul Jeon , Kyeong Eun Lee , Joon Jin Song

This paper investigates the problem of informative path planning for a mobile robotic sensor network in spatially temporally distributed mapping. The robots are able to gather noisy measurements from an area of interest during their…

In many data-driven applications, collecting data from different sources is increasingly desirable for enhancing performance. In this paper, we are interested in the problem of probabilistic forecasting with multi-source time series. We…

Machine Learning · Computer Science 2023-02-23 Tian Guo

We present a fully Bayesian statistical approach to the problem of compartmental modelling in the context of Positron Emission Tomography. We cluster homogeneous region of interest and perform kinetic parameter estimation simultaneously. A…

Spatial generalized linear mixed-effects models are popularly used to analyze spatially indexed univariate responses. However, with modern technology, it is common to observe vector-valued mixed-type responses, e.g., a combination of…

Methodology · Statistics 2026-04-23 Arghya Mukherjee , Arnab Hazra , Dootika Vats
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