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We consider the problem of model selection in Gaussian Markov fields in the sample deficient scenario. In many practically important cases, the underlying networks are embedded into Euclidean spaces. Using the natural geometric structure,…

Machine Learning · Statistics 2018-10-31 Ilya Soloveychik , Vahid Tarokh

Multivariate geostatistics is based on modelling all covariances between all possible combinations of two or more variables at any sets of locations in a continuously indexed domain. Multivariate spatial covariance models need to be built…

Methodology · Statistics 2016-10-10 Noel Cressie , Andrew Zammit-Mangion

We develop a Bayesian graphical modeling framework for functional data for correlated multivariate random variables observed over a continuous domain. Our method leads to graphical Markov models for functional data which allows the graphs…

Models that capture the spatial and temporal dynamics are applicable in many science fields. Non-separable spatio-temporal models were introduced in the literature to capture these features. However, these models are generally complicated…

Methodology · Statistics 2020-05-13 Douglas R. M. Azevedo , Marcos O. Prates , Michael R. Willig

A Bayesian multivariate model with a structured covariance matrix for multi-way nested data is proposed. This flexible modeling framework allows for positive and for negative associations among clustered observations, and generalizes the…

Methodology · Statistics 2024-08-27 Stef Baas , Richard J. Boucherie , Jean-Paul Fox

Models with dimension more than the available sample size are now commonly used in various applications. A sensible inference is possible using a lower-dimensional structure. In regression problems with a large number of predictors, the…

Statistics Theory · Mathematics 2025-11-25 Sayantan Banerjee , Ismaël Castillo , Subhashis Ghosal

Building spatial process models that capture nonstationary behavior while delivering computationally efficient inference is challenging. Nonstationary spatially varying kernels (see, e.g., Paciorek, 2003) offer flexibility and richness, but…

Methodology · Statistics 2025-07-01 Sébastien Coube-Sisqueille , Sudipto Banerjee , Benoît Liquet

This article introduces novel and practicable Bayesian factor analysis frameworks that are computationally feasible for moderate to large spatiotemporal data. Previous Bayesian analysis of spatiotemporal data has utilized a Bayesian factor…

Methodology · Statistics 2025-02-18 Yifan Cheng , Cheng Li

Turbulent flows have historically presented formidable challenges to predictive computational modeling. Traditional numerical simulations often require vast computational resources, making them infeasible for numerous engineering…

Fluid Dynamics · Physics 2023-11-15 Han Gao , Xu Han , Xiantao Fan , Luning Sun , Li-Ping Liu , Lian Duan , Jian-Xun Wang

Univariate or multivariate ordinal responses are often assumed to arise from a latent continuous parametric distribution, with covariate effects which enter linearly. We introduce a Bayesian nonparametric modeling approach for univariate…

Methodology · Statistics 2016-09-21 Maria DeYoreo , Athanasios Kottas

The purpose of this paper is to provide a discussion, with illustrating examples, on Bayesian forecasting for dynamic generalized linear models (DGLMs). Adopting approximate Bayesian analysis, based on conjugate forms and on Bayes linear…

Methodology · Statistics 2008-02-05 K. Triantafyllopoulos

Recent technological advances have enabled researchers in a variety of fields to collect accurately geocoded data for several variables simultaneously. In many cases it may be most appropriate to jointly model these multivariate spatial…

Methodology · Statistics 2015-05-29 Maria A. Terres , Montserrat Fuentes , Dean Hesterberg , Matthew Polizzotto

Nonstationary and non-Gaussian spatial data are common in various fields, including ecology (e.g., counts of animal species), epidemiology (e.g., disease incidence counts in susceptible regions), and environmental science (e.g.,…

Methodology · Statistics 2024-04-01 Remy MacDonald , Benjamin Seiyon Lee

The goal of system identification is to learn about underlying physics dynamics behind the time-series data. To model the probabilistic and nonparametric dynamics model, Gaussian process (GP) have been widely used; GP can estimate the…

Machine Learning · Statistics 2018-11-22 Young-Jin Park , Han-Lim Choi

Gaussian graphical models are widely used to infer dependence structures. Bayesian methods are appealing to quantify uncertainty associated with structural learning, i.e., the plausibility of conditional independence statements given the…

Methodology · Statistics 2025-11-05 Deborah Sulem , Jack Jewson , David Rossell

Statistical estimates from survey samples have traditionally been obtained via design-based estimators. In many cases, these estimators tend to work well for quantities such as population totals or means, but can fall short as sample sizes…

Methodology · Statistics 2020-09-15 Paul A. Parker , Scott H. Holan , Ryan Janicki

We consider monotonic, multiple regression for a set of contiguous regions (lattice data). The regression functions permissibly vary between regions and exhibit geographical structure. We develop new Bayesian non-parametric methodology…

Methodology · Statistics 2019-04-16 Christian Rohrbeck , Deborah Costain , Arnoldo Frigessi

We propose a method for inference in generalised linear mixed models (GLMMs) and several extensions of these models. First, we extend the GLMM by allowing the distribution of the random components to be non-Gaussian, that is, assuming an…

Methodology · Statistics 2021-07-27 Jeanett S. Pelck , Rodrigo Labouriau

Environmental processes resolved at a sufficiently small scale in space and time will inevitably display non-stationary behavior. Such processes are both challenging to model and computationally expensive when the data size is large.…

Applications · Statistics 2020-08-21 Amanda Lenzi , Stefano Castruccio , Haavard Rue , Marc G. Genton

Variational inference techniques based on inducing variables provide an elegant framework for scalable posterior estimation in Gaussian process (GP) models. Besides enabling scalability, one of their main advantages over sparse…

Machine Learning · Statistics 2021-02-24 Simone Rossi , Markus Heinonen , Edwin V. Bonilla , Zheyang Shen , Maurizio Filippone