English
Related papers

Related papers: Bayesian Inference for Spatial-Temporal Non-Gaussi…

200 papers

We develop Bayesian predictive stacking for geostatistical models, where the primary inferential objective is to provide inference on the latent spatial random field and conduct spatial predictions at arbitrary locations. We exploit…

Methodology · Statistics 2025-09-25 Lu Zhang , Wenpin Tang , Sudipto Banerjee

Building artificially intelligent geospatial systems requires rapid delivery of spatial data analysis on massive scales with minimal human intervention. Depending upon their intended use, data analysis can also involve model assessment and…

Methodology · Statistics 2026-05-15 Luca Presicce , Sudipto Banerjee

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

Quantifying spatial and/or temporal associations in multivariate geolocated data of different types is achievable via spatial random effects in a Bayesian hierarchical model, but severe computational bottlenecks arise when spatial…

Methodology · Statistics 2024-04-02 Michele Peruzzi , David B. Dunson

The paper describes the use of Bayesian regression for building time series models and stacking different predictive models for time series. Using Bayesian regression for time series modeling with nonlinear trend was analyzed. This approach…

Applications · Statistics 2022-01-07 Bohdan M. Pavlyshenko

When working with multimodal Bayesian posterior distributions, Markov chain Monte Carlo (MCMC) algorithms have difficulty moving between modes, and default variational or mode-based approximate inferences will understate posterior…

Methodology · Statistics 2021-11-19 Yuling Yao , Aki Vehtari , Andrew Gelman

Multivariate spatial fields are of interest in many applications, including climate model emulation. Not only can the marginal spatial fields be subject to nonstationarity, but the dependence structure among the marginal fields and between…

Methodology · Statistics 2023-11-21 Paul F. V. Wiemann , Matthias Katzfuss

Causal discovery and inference from observational data is an essential problem in statistics posing both modeling and computational challenges. These are typically addressed by imposing strict assumptions on the joint distribution such as…

Machine Learning · Statistics 2024-02-20 Enrico Giudice , Jack Kuipers , Giusi Moffa

Air pollution remains a major environmental risk factor that is often associated with adverse health outcomes. However, quantifying and evaluating its effects on human health is challenging due to the complex nature of exposure data. Recent…

Methodology · Statistics 2025-06-02 Soumyakanti Pan , Sudipto Banerjee

State-space models are successfully used in many areas of science, engineering and economics to model time series and dynamical systems. We present a fully Bayesian approach to inference \emph{and learning} (i.e. state estimation and system…

Machine Learning · Statistics 2013-12-18 Roger Frigola , Fredrik Lindsten , Thomas B. Schön , Carl E. Rasmussen

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 develop Bayesian nonparametric models for spatially indexed data of mixed type. Our work is motivated by challenges that occur in environmental epidemiology, where the usual presence of several confounding variables that exhibit complex…

Methodology · Statistics 2014-10-17 Georgios Papageorgiou , Sylvia Richardson , Nicky Best

This paper introduces a new sparse spatio-temporal structured Gaussian process regression framework for online and offline Bayesian inference. This is the first framework that gives a time-evolving representation of the interdependencies…

Machine Learning · Statistics 2018-08-01 Danil Kuzin , Olga Isupova , Lyudmila Mihaylova

Rapid developments in streaming data technologies have enabled real-time monitoring of human activity that can deliver high-resolution data on health variables over trajectories or paths carved out by subjects as they conduct their daily…

Methodology · Statistics 2024-09-11 Tomoya Wakayama , Sudipto Banerjee

Existing spatio-temporal Hawkes process models typically rely on either parametric or semiparametric assumptions, limiting the model's ability to capture complex endogenous and exogenous event dynamics. We propose a fully Bayesian…

Methodology · Statistics 2026-03-31 Wenqing Liu , Xenia Miscouridou , Déborah Sulem

Geographic Information Systems (GIS) and related technologies have generated substantial interest among statisticians with regard to scalable methodologies for analyzing large spatial datasets. A variety of scalable spatial process models…

Machine Learning · Statistics 2021-09-10 Sudipto Banerjee

Circular data arise in many areas of application. Recently, there has been interest in looking at circular data collected separately over time and over space. Here, we extend some of this work to the spatio-temporal setting, introducing…

Methodology · Statistics 2017-04-18 Gianluca Mastrantonio , Giovanna Jona Lasinio , Alan E. Gelfand

There is a growing interest in the so-called Bayesian Predictive Inference approach, which allows to perform Bayesian inference without specifying the likelihood and prior of the model, or the need of any MCMC. Instead, only a sequence of…

Statistics Theory · Mathematics 2025-09-30 Marco Battiston , Lorenzo Cappello

This manuscript develops computationally efficient online learning for multivariate spatiotemporal models. The method relies on matrix-variate Gaussian distributions, dynamic linear models, and Bayesian predictive stacking to efficiently…

Methodology · Statistics 2026-02-10 Luca Presicce , Sudipto Banerjee

For a Bayesian, real-time forecasting with the posterior predictive distribution can be challenging for a variety of time series models. First, estimating the parameters of a time series model can be difficult with sample-based approaches…

Applications · Statistics 2022-08-08 Taylor R. Brown
‹ Prev 1 2 3 10 Next ›