English
Related papers

Related papers: Bayesian nonparametric generative modeling of larg…

200 papers

Heat waves resulting from prolonged extreme temperatures pose a significant risk to human health globally. Given the limitations of observations of extreme temperature, climate models are often used to characterize extreme temperature…

Methodology · Statistics 2020-05-08 Mark Risser

In this work we present full Bayesian inference for a new flexible nonseparable class of cross-covariance functions for multivariate spatial data. A Bayesian test is proposed for separability of covariance functions which is much more…

Methodology · Statistics 2017-07-24 Rafael S. Erbisti , Thais C. O. Fonseca , Mariane B. Alves

Model-based geostatistics (MBG) is a subfield of spatial statistics focused on predicting spatially continuous phenomena using data collected at discrete locations. Geostatistical models often rely on the assumptions of stationarity and…

Methodology · Statistics 2024-12-13 Olatunji Johnson , Bedilu A Ejigu , Ezra Gayawan

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

Geophysical and other natural processes often exhibit non-stationary covariances and this feature is important to take into account for statistical models that attempt to emulate the physical process. A convolution-based model is used to…

Methodology · Statistics 2017-11-23 Douglas Nychka , Dorit Hammerling , Mitchell Krock , Ashton Wiens

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

High resolution geospatial data are challenging because standard geostatistical models based on Gaussian processes are known to not scale to large data sizes. While progress has been made towards methods that can be computed more…

Methodology · Statistics 2020-12-03 Michele Peruzzi , David B. Dunson

In the study of natural and artificial complex systems, responses that are not completely determined by the considered decision variables are commonly modelled probabilistically, resulting in response distributions varying across decision…

Methodology · Statistics 2021-10-07 Athénaïs Gautier , David Ginsbourger , Guillaume Pirot

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

With extreme weather events becoming more common, the risk posed by surface water flooding is ever increasing. In this work we propose a model, and associated Bayesian inference scheme, for generating probabilistic (high-resolution…

This paper investigates Gaussian Markov random field approximations to nonstationary Gaussian fields using graph representations of stochastic partial differential equations. We establish approximation error guarantees building on the…

Methodology · Statistics 2021-04-28 Daniel Sanz-Alonso , Ruiyi Yang

We introduce a framework for updating large scale geospatial processes using a model-data synthesis method based on Bayesian hierarchical modelling. Two major challenges come from updating large-scale Gaussian process and modelling…

Applications · Statistics 2018-05-01 Zhe Sha , Jonathan Rougier , Maike Schumacher , Jonathan Bamber

Bayesian learning using Gaussian processes provides a foundational framework for making decisions in a manner that balances what is known with what could be learned by gathering data. In this dissertation, we develop techniques for…

Machine Learning · Statistics 2022-04-29 Alexander Terenin

Distribution data refers to a data set where each sample is represented as a probability distribution, a subject area receiving burgeoning interest in the field of statistics. Although several studies have developed…

Methodology · Statistics 2024-02-09 Ryo Okano , Masaaki Imaizumi

It has become increasingly common to collect high-dimensional binary response data; for example, with the emergence of new sampling techniques in ecology. In smaller dimensions, multivariate probit (MVP) models are routinely used for…

Methodology · Statistics 2022-10-26 Antik Chakraborty , Rihui Ou , David B. Dunson

Precipitation exceedance probabilities are widely used in engineering design, risk assessment, and floodplain management. While common approaches like NOAA Atlas 14 assume that extreme precipitation characteristics are stationary over time,…

Applications · Statistics 2025-02-05 Yuchen Lu , Ben Seiyon Lee , James Doss-Gollin

Bayesian methods are developed for the multivariate nonparametric regression problem where the domain is taken to be a compact Riemannian manifold. In terms of the latter, the underlying geometry of the manifold induces certain symmetries…

Statistics Theory · Mathematics 2007-06-13 Jean-François Angers , Peter T. Kim

We introduce a methodology for nonlinear inverse problems using a variational Bayesian approach where the unknown quantity is a spatial field. A structured Bayesian Gaussian process latent variable model is used both to construct a…

Machine Learning · Statistics 2019-02-20 Steven Atkinson , Nicholas Zabaras

Multivariate spatially-oriented data sets are prevalent in the environmental and physical sciences. Scientists seek to jointly model multiple variables, each indexed by a spatial location, to capture any underlying spatial association for…

Methodology · Statistics 2021-08-19 Lu Zhang , Sudipto Banerjee

Bayesian calibration of computer models tunes unknown input parameters by comparing outputs with observations. For model outputs that are distributed over space, this becomes computationally expensive because of the output size. To overcome…

Methodology · Statistics 2018-10-05 Kai-Lan Chang , Serge Guillas