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Related papers: Spatio-temporal stick-breaking process

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Complex systems span multiple spatial and temporal scales, making their dynamics challenging to understand and predict. This challenge is especially daunting when one wants to study localized and/or rare events. Advances in dynamical…

Atmospheric and Oceanic Physics · Physics 2025-09-22 Chenyu Dong , Gabriele Messori , Davide Faranda , Adriano Gualandi , Valerio Lucarini , Gianmarco Mengaldo

Time series prediction is a widespread and well studied problem with applications in many domains (medical, geoscience, network analysis, finance, econometry etc.). In the case of multivariate time series, the key to good performances is to…

Machine Learning · Computer Science 2022-02-09 Darko Drakulic , Jean-Marc Andreoli

A family of random probabilities is defined and studied. This family contains the Dirichlet process as a special case, corresponding to an inner point in the appropriate parameter space. The extension makes it possible to have random means…

Statistics Theory · Mathematics 2026-04-21 Nils Lid Hjort

Recent innovations in diffusion probabilistic models have paved the way for significant progress in image, text and audio generation, leading to their applications in generative time series forecasting. However, leveraging such abilities to…

Machine Learning · Computer Science 2025-11-07 Yuansan Liu , Sudanthi Wijewickrema , Dongting Hu , Christofer Bester , Stephen O'Leary , James Bailey

Homogeneous fragmentations describe the evolution of a unit mass that breaks down randomly into pieces as time passes. They can be thought of as continuous time analogs of a certain type of branching random walks, which suggests the use of…

Probability · Mathematics 2007-05-23 Jean Bertoin , Alain Rouault

Recently developed survival analysis methods improve upon existing approaches by predicting the probability of event occurrence in each of a number pre-specified (discrete) time intervals. By avoiding placing strong parametric assumptions…

Machine Learning · Statistics 2023-10-25 Jimmy Hickey , Ricardo Henao , Daniel Wojdyla , Michael Pencina , Matthew M. Engelhard

Dependent nonparametric processes extend distributions over measures, such as the Dirichlet process and the beta process, to give distributions over collections of measures, typically indexed by values in some covariate space. Such models…

Machine Learning · Statistics 2012-11-21 Nicholas J. Foti , Sinead Williamson

Stochastic Spatio-Temporal processes are prevalent across domains ranging from modeling of plasma to the turbulence in fluids to the wave function of quantum systems. This letter studies a measure-theoretic description of such systems by…

Optimization and Control · Mathematics 2021-05-25 George I. Boutselis , Ethan N. Evans , Marcus A. Pereira , Evangelos A. Theodorou

This article deals with the spatio-temporal sensors deployment in order to maximize detection probability of an intelligent and randomly moving target in an area under surveillance. Our work is based on the rare events simulation framework.…

Neural and Evolutionary Computing · Computer Science 2017-02-24 Chouchane Mathieu , Paris Sébastien , Le Gland François , Ouladsine Mustapha

Circular data arise in many areas of application. Recently, there has been interest in looking at circular data collected separately over time and over space. Here, we extend some of this work to the spatio-temporal setting, introducing…

Methodology · Statistics 2017-04-18 Gianluca Mastrantonio , Giovanna Jona Lasinio , Alan E. Gelfand

This paper is concerned with combined inference for point processes on the real line observed in a broken interval. For such processes, the classic history-based approach cannot be used. Instead, we adapt tools from sequential spatial point…

Methodology · Statistics 2015-06-04 M. N. M. van Lieshout

Spatio-temporal hierarchical modeling is an extremely attractive way to model the spread of crime or terrorism data over a given region, especially when the observations are counts and must be modeled discretely. The spatio-temporal…

Applications · Statistics 2017-09-27 Nicholas J. Clark , Philip M. Dixon

This paper investigates the modeling of an important class of degradation data, which are collected from a spatial domain over time; for example, the surface quality degradation. Like many existing time-dependent stochastic degradation…

Methodology · Statistics 2017-12-29 Xiao Liu , Kyongmin Yeo , Jayant Kalagnanam

We consider the stochastic ranking process with space-time dependent jump rates for the particles. The process is a simplified model of the time evolution of the rankings such as sales ranks at online bookstores. We prove that the joint…

Probability · Mathematics 2013-01-01 Tetsuya Hattori , Seiichiro Kusuoka

We consider the task of modeling a dependent sequence of random partitions. It is well-known that a random measure in Bayesian nonparametrics induces a distribution over random partitions. The community has therefore assumed that the best…

Methodology · Statistics 2021-08-03 Garritt L. Page , Fernando A. Quintana , David B. Dahl

We consider the problem of clustering grouped data with possibly non-exchangeable groups whose dependencies can be characterized by a known directed acyclic graph. To allow the sharing of clusters among the non-exchangeable groups, we…

We construct a class of discontinuous superprocesses with dependent spatial motion and general branching mechanism. The process arises as the weak limit of critical interacting-branching particle systems where the spatial motions of the…

Probability · Mathematics 2008-07-02 Hui He

A new approach on the joint estimation of partially exchangeable observations is presented by constructing pairwise dependence between $m$ random density functions, each of which is modeled as a mixture of geometric stick breaking…

This paper presents a kriging method for spatial prediction of temporal intensity functions, for situations where a temporal point process is observed at different spatial locations. Assuming that several replications of the processes are…

Methodology · Statistics 2021-07-02 Daniel Gervini

To understand biological diversification, it is important to account for large-scale processes that affect the evolutionary history of groups of co-distributed populations of organisms. Such events predict temporally clustered divergences…

Populations and Evolution · Quantitative Biology 2014-08-11 Jamie R. Oaks