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Gaussian processes (GPs) are a popular model for spatially referenced data and allow descriptive statements, predictions at new locations, and simulation of new fields. Often a few parameters are sufficient to parameterize the covariance…

Machine Learning · Statistics 2021-01-01 Florian Gerber , Douglas W. Nychka

Spatial prediction problems often use Gaussian process models, which can be computationally burdensome in high dimensions. Specification of an appropriate covariance function for the model can be challenging when complex non-stationarities…

Methodology · Statistics 2024-09-13 Qi Wang , Paul A. Parker , Robert B. Lund

When classical particle filtering algorithms are used for maximum likelihood parameter estimation in nonlinear state-space models, a key challenge is that estimates of the likelihood function and its derivatives are inherently noisy. The…

Computation · Statistics 2017-11-30 Andreas Svensson , Fredrik Lindsten , Thomas B. Schön

We propose to use deep learning to estimate parameters in statistical models when standard likelihood estimation methods are computationally infeasible. We show how to estimate parameters from max-stable processes, where inference is…

Methodology · Statistics 2021-08-02 Amanda Lenzi , Julie Bessac , Johann Rudi , Michael L. Stein

Stochastic processes defined on integer valued state spaces are popular within the physical and biological sciences. These models are necessary for capturing the dynamics of small systems where the individual nature of the populations…

Machine Learning · Statistics 2024-04-15 Luke O'Loughlin , John Maclean , Andrew Black

In this paper, I show how neural networks can be used to simultaneously estimate all unknown parameters in a spatial point process model from an observed point pattern. The method can be applied to any point process model which it is…

Methodology · Statistics 2022-04-14 Ninna Vihrs

Reliable predictive uncertainty estimation plays an important role in enabling the deployment of neural networks to safety-critical settings. A popular approach for estimating the predictive uncertainty of neural networks is to define a…

Machine Learning · Statistics 2023-12-29 Tim G. J. Rudner , Zonghao Chen , Yee Whye Teh , Yarin Gal

In Hezaveh et al. 2017 we showed that deep learning can be used for model parameter estimation and trained convolutional neural networks to determine the parameters of strong gravitational lensing systems. Here we demonstrate a method for…

Cosmology and Nongalactic Astrophysics · Physics 2017-11-29 Laurence Perreault Levasseur , Yashar D. Hezaveh , Risa H. Wechsler

Simulation-based inference techniques are indispensable for parameter estimation of mechanistic and simulable models with intractable likelihoods. While traditional statistical approaches like approximate Bayesian computation and Bayesian…

Methodology · Statistics 2024-03-08 Ryan P. Kelly , David J. Nott , David T. Frazier , David J. Warne , Chris Drovandi

The likelihood ratio is a crucial quantity for statistical inference in science that enables hypothesis testing, construction of confidence intervals, reweighting of distributions, and more. Many modern scientific applications, however,…

High Energy Physics - Phenomenology · Physics 2024-12-11 Shahzar Rizvi , Mariel Pettee , Benjamin Nachman

Identifying the obstacle space is crucial for path planning. However, generating an accurate obstacle space remains a significant challenge due to various sources of uncertainty, including motion, behavior, and perception limitations. Even…

Robotics · Computer Science 2025-09-30 Jun Xiang , Jun Chen

A spatial point process can be characterized by an intensity function which predicts the number of events that occur across space. In this paper, we develop a method to infer predictive intensity intervals by learning a spatial model using…

Machine Learning · Statistics 2020-07-06 Muhammad Osama , Dave Zachariah , Petre Stoica

Learning the dynamics of spatiotemporal events is a fundamental problem. Neural point processes enhance the expressivity of point process models with deep neural networks. However, most existing methods only consider temporal dynamics…

Machine Learning · Computer Science 2024-12-10 Zihao Zhou , Xingyi Yang , Ryan Rossi , Handong Zhao , Rose Yu

Reliable probability estimation is of crucial importance in many real-world applications where there is inherent (aleatoric) uncertainty. Probability-estimation models are trained on observed outcomes (e.g. whether it has rained or not, or…

State-of-the-art neural network-based methods for learning summary statistics have delivered promising results for simulation-based likelihood-free parameter inference. Existing approaches require density estimation as a post-processing…

Spatial processes observed in various fields, such as climate and environmental science, often occur on a large scale and demonstrate spatial nonstationarity. Fitting a Gaussian process with a nonstationary Mat\'ern covariance is…

Machine Learning · Statistics 2023-06-21 Pratik Nag , Yiping Hong , Sameh Abdulah , Ghulam A. Qadir , Marc G. Genton , Ying Sun

In image segmentation, there is often more than one plausible solution for a given input. In medical imaging, for example, experts will often disagree about the exact location of object boundaries. Estimating this inherent uncertainty and…

Computer Vision and Pattern Recognition · Computer Science 2020-12-23 Miguel Monteiro , Loïc Le Folgoc , Daniel Coelho de Castro , Nick Pawlowski , Bernardo Marques , Konstantinos Kamnitsas , Mark van der Wilk , Ben Glocker

The topic of deep learning has seen a surge of interest in recent years both within and outside of the field of Statistics. Deep models leverage both nonlinearity and interaction effects to provide superior predictions in many cases when…

Methodology · Statistics 2020-09-18 Paul A. Parker , Scott H. Holan

Fitting regression models for intensity functions of spatial point processes is of great interest in ecological and epidemiological studies of association between spatially referenced events and geographical or environmental covariates.…

Methodology · Statistics 2023-04-25 Yongtao Guan , Abdollah Jalilian , Rasmus Waagepetersen

When the sample path of a Hawkes process is observed discretely, such that only the total event counts in disjoint time intervals are known, the likelihood function becomes intractable. To overcome the challenge of likelihood-based…

Methodology · Statistics 2025-06-24 Jason J. Lambe , Feng Chen , Tom Stindl , Tsz-Kit Jeffrey Kwan
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