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We present a structured additive regression approach to model conditional densities given scalar covariates, where only samples of the conditional distributions are observed. This links our approach to distributional regression models for…

Methodology · Statistics 2025-10-17 Eva-Maria Maier , Alexander Fottner , Sonja Greven , Almond Stöcker

This review article focuses on regularised estimation procedures applicable to geostatistical and spatial econometric models. These methods are particularly relevant in the case of big geospatial data for dimensionality reduction or model…

Methodology · Statistics 2026-04-30 Philipp Otto , Alessandro Fassò , Paolo Maranzano

We address the problem of predicting spatio-temporal processes with temporal patterns that vary across spatial regions, when data is obtained as a stream. That is, when the training dataset is augmented sequentially. Specifically, we…

Machine Learning · Statistics 2018-06-25 Muhammad Osama , Dave Zachariah , Thomas B. Schön

Change-point processes are one flexible approach to model long time series. We propose a method to uncover which model parameter truly vary when a change-point is detected. Given a set of breakpoints, we use a penalized likelihood approach…

Econometrics · Economics 2024-02-09 Arnaud Dufays , Aristide Houndetoungan , Alain Coën

Spatial statistical models are commonly used in geographical scenarios to ensure spatial variation is captured effectively. However, spatial models and cluster algorithms can be complicated and expensive. This paper pursues three main…

Penalized generalized estimating equations with Elastic Net or L2-Smoothly Clipped Absolute Deviation penalization are proposed to simultaneously select the most important variables and estimate their effects for longitudinal Gaussian data…

Methodology · Statistics 2012-11-26 Adriaan Blommaert , Niel Hens , Philippe Beutels

Among the main goals in multiple change point problems are the estimation of the number and positions of the change points, as well as the regime structure in the clusters induced by those changes. The product partition model (PPM) is a…

Methodology · Statistics 2021-08-11 Ricardo C. Pedroso , Rosangela H. Loschi , Fernando Andrés Quintana

There has been a growing interest in anomaly detection problems recently, whilst their focuses are mostly on anomalies taking place on the time index. In this work, we investigate a new anomaly-in-mean problem in multidimensional spatial…

Methodology · Statistics 2025-10-29 Baiyu Wang , Chao Zheng

We put forward a new Bayesian modeling strategy for spatiotemporal count data that enables efficient posterior sampling. Most previous models for such data decompose logarithms of the response Poisson rates into fixed effects and spatial…

Methodology · Statistics 2025-07-29 Yifan Cheng , Cheng Li

We consider the problem of estimating parameters of stochastic differential equations (SDEs) with discrete-time observations that are either completely or partially observed. The transition density between two observations is generally…

Methodology · Statistics 2015-09-09 Libo Sun , Chihoon Lee , Jennifer A. Hoeting

Over the past decades, linear mixed models have attracted considerable attention in various fields of applied statistics. They are popular whenever clustered, hierarchical or longitudinal data are investigated. Nonetheless, statistical…

Methodology · Statistics 2021-09-20 Katarzyna Reluga , María José Lombardía , Stefan Andreas Sperlich

Feature selection procedures for spatial point processes parametric intensity estimation have been recently developed since more and more applications involve a large number of covariates. In this paper, we investigate the setting where the…

Methodology · Statistics 2017-12-29 Achmad Choiruddin , Jean-François Coeurjolly , Frédérique Letué

Finite Gaussian mixture models provide a powerful and widely employed probabilistic approach for clustering multivariate continuous data. However, the practical usefulness of these models is jeopardized in high-dimensional spaces, where…

Methodology · Statistics 2022-05-13 Alessandro Casa , Andrea Cappozzo , Michael Fop

As the role played by statistical and computational sciences in climate and environmental modelling and prediction becomes more important, Machine Learning researchers are becoming more aware of the relevance of their work to help tackle…

Machine Learning · Statistics 2020-12-23 Federico Amato , Fabian Guignard , Sylvain Robert , Mikhail Kanevski

This paper introduces area-level Poisson mixed models with temporal and SAR(1) spatially correlated random effects. Small area predictors of the proportions and counts of a dichotomic variable are derived from the new models and the…

Methodology · Statistics 2020-12-02 M. Boubeta , M. J. Lombardía , F. Marey-Pérez , D. Morales

Modeling the complex relationships between multiple categorical response variables as a function of predictors is a fundamental task in the analysis of categorical data. However, existing methods can be difficult to interpret and may lack…

Methodology · Statistics 2024-10-08 Hongru Zhao , Aaron J. Molstad , Adam J. Rothman

We consider efficient estimation of flexible transformation models with interval-censored data. To reduce the dimension of semi-parametric models, the unknown monotone transformation function is approximated via monotone splines. A…

Methodology · Statistics 2019-12-30 Minggen Lu , Yan Liu , Chin-Shang Li , Jianguo Sun

The observations in many applications consist of counts of discrete events, such as photons hitting a detector, which cannot be effectively modeled using an additive bounded or Gaussian noise model, and instead require a Poisson noise…

Optimization and Control · Mathematics 2011-10-13 Zachary T. Harmany , Roummel F. Marcia , Rebecca M. Willett

Registration of multivariate functional data involves handling of both cross-component and cross-observation phase variations. Allowing for the two phase variations to be modelled as general diffeomorphic time warpings, in this work we…

Methodology · Statistics 2022-07-25 Xiaohan Guo , Sebastian Kurtek , Karthik Bharath

The appropriateness of the Poisson model is frequently challenged when examining spatial count data marked by unbalanced distributions, over-dispersion, or under-dispersion. Moreover, traditional parametric models may inadequately capture…

Methodology · Statistics 2025-03-26 Mahsa Nadifar , Andriette Bekker , Mohammad Arashi , Abel Ramoelo