Related papers: General Spatio-Temporal Factor Models for High-Dim…
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.,…
Consecutive frames in a video contain redundancy, but they may also contain relevant complementary information for the detection task. The objective of our work is to leverage this complementary information to improve detection. Therefore,…
We propose a unified framework to speed up the existing stochastic matrix factorization (SMF) algorithms via variance reduction. Our framework is general and it subsumes several well-known SMF formulations in the literature. We perform a…
We introduce a stochastic model of diffeomorphisms, whose action on a variety of data types descends to stochastic evolution of shapes, images and landmarks. The stochasticity is introduced in the vector field which transports the data in…
This paper develops the inferential theory for latent factor models estimated from large dimensional panel data with missing observations. We propose an easy-to-use all-purpose estimator for a latent factor model by applying principal…
We introduce a Modewise Additive Factor Model (MAFM) for matrix-valued time series that captures row-specific and column-specific latent effects through an additive structure, offering greater flexibility than multiplicative frameworks such…
Recent advancements in deep learning have led to the development of various models for long-term multivariate time-series forecasting (LMTF), many of which have shown promising results. Generally, the focus has been on…
General Circulation Models (GCMs) are widely used for future climate projections, but their coarse spatial resolution and systematic biases limit their direct use for impact studies. This limitation is particularly critical for wind-related…
Markov random fields (MRFs) are invaluable tools across diverse fields, and spatiotemporal MRFs (STMRFs) amplify their effectiveness by integrating spatial and temporal dimensions. However, modeling spatiotemporal data introduces additional…
Missing data is a pervasive issue in both scientific and engineering tasks, especially for the modeling of spatiotemporal data. This problem attracts many studies to contribute to data-driven solutions. Existing imputation solutions mainly…
We show how a recently introduced statistics [Patil et al, Phys. Rev. Lett. 81 5878 (2001)] provides a direct relationship between dimension and predictability in spatiotemporal chaotic systems. Regions of low dimension are identified as…
This work continues the development of the raytracing method of [1] for computing the scattered fields from metasurfaces characterized by locally periodic reflection and transmission coefficients. In this work, instead of describing the…
Very large time series are increasingly available from an ever wider range of IoT-enabled sensors deployed in different environments. Significant insights can be gained by mining temporal patterns from these time series. Unlike traditional…
We present a new method for estimating multivariate, second-order stationary Gaussian Random Field (GRF) models based on the Sparse Precision matrix Selection (SPS) algorithm, proposed by Davanloo et al. (2015) for estimating scalar GRF…
In this work we introduce a time- and memory-efficient method for structured prediction that couples neuron decisions across both space at time. We show that we are able to perform exact and efficient inference on a densely connected…
The efficient simulation of Gaussian random fields with flexible correlation structures is fundamental in spatial statistics, machine learning, and uncertainty quantification. In this work, we revisit the \emph{spectral turning-bands} (STB)…
We introduce a dynamic spatiotemporal volatility model that extends traditional approaches by incorporating spatial, temporal, and spatiotemporal spillover effects, along with volatility-specific observed and latent factors. The model…
In this paper an approach for decreasing the computational effort required for the split-step Fourier method (SSFM) is introduced. It is shown that using the sparsity property of the simulated signals, the compressive sampling algorithm can…
As a regression technique in spatial statistics, the spatiotemporally varying coefficient model (STVC) is an important tool for discovering nonstationary and interpretable response-covariate associations over both space and time. However,…
Spatial-temporal data modeling aims to mine the underlying spatial relationships and temporal dependencies of objects in a system. However, most existing methods focus on the modeling of spatial-temporal data in a single mode, lacking the…