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We present a Bayesian non-parametric way of inferring stochastic differential equations for both regression tasks and continuous-time dynamical modelling. The work has high emphasis on the stochastic part of the differential equation, also…

Machine Learning · Statistics 2020-06-29 Martin Jørgensen , Marc Peter Deisenroth , Hugh Salimbeni

In this article, we develop fully Bayesian, copula-based, spatial-statistical models for large, noisy, incomplete, and non-Gaussian spatial data. Our approach includes novel constructions of copulas that accommodate a spatial-random-effects…

Methodology · Statistics 2025-11-05 Alan Pearse , David Gunawan , Noel Cressie

Learning meaningful causal representations from observations has emerged as a crucial task for facilitating machine learning applications and driving scientific discoveries in fields such as climate science, biology, and physics. This…

Machine Learning · Computer Science 2026-02-06 Jiaxu Ren , Yixin Wang , Biwei Huang

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

A variational inference-based framework for training a multi-output Gaussian process latent variable model, specifically tailored to the tails-up spatio-temporal stream network, is developed. Training, given a censored observational data…

Methodology · Statistics 2026-05-21 Marno Basson , Tobias M. Louw , Theresa R. Smith

Spatial concurrent linear models, in which the model coefficients are spatial processes varying at a local level, are flexible and useful tools for analyzing spatial data. One approach places stationary Gaussian process priors on the…

Applications · Statistics 2012-02-03 Zuofeng Shang , Murray K. Clayton

Mechanistic statistical models are commonly used to study the flow of biological processes. For example, in landscape genetics, the aim is to infer spatial mechanisms that govern gene flow in populations. Existing statistical approaches in…

Methodology · Statistics 2024-06-04 Michael R Schwob , Mevin B Hooten , Vagheesh Narasimhan

Classically, anisotropic surface wave tomography is treated as an optimisation problem where it proceeds through a linearised two-step approach. It involves the construction of 2D group or phase velocity maps for each considered period,…

Geophysics · Physics 2020-12-08 John Keith Magali

In the era of climate change, the distribution of climate variables evolves with changes not limited to the mean value. Consequently, clustering algorithms based on central tendency could produce misleading results when used to summarize…

Methodology · Statistics 2024-02-19 Carlo Gaetan , Paolo Girardi , Victor Muthama Musau

We study the spatio-temporal prediction problem and introduce a novel point-process-based prediction algorithm. Spatio-temporal prediction is extensively studied in Machine Learning literature due to its critical real-life applications such…

Machine Learning · Statistics 2021-03-17 Oguzhan Karaahmetoglu , Suleyman S. Kozat

Multivariate spatial-statistical models are often used when modeling environmental and socio-demographic processes. The most commonly used models for multivariate spatial covariances assume both stationarity and symmetry for the…

Methodology · Statistics 2021-05-11 Quan Vu , Andrew Zammit-Mangion , Noel Cressie

With the rapid advances of data acquisition techniques, spatio-temporal data are becoming increasingly abundant in a diverse array of disciplines. Here we develop spatio-temporal regression methodology for analyzing large amounts of…

Methodology · Statistics 2021-12-01 Ting Fung Ma , Fangfang Wang , Jun Zhu , Anthony R. Ives , Katarzyna E. Lewińska

Spatial systems with heterogeneities are ubiquitous in nature, from precipitation, temperature and soil gradients controlling vegetation growth to morphogen gradients controlling gene expression in embryos. Such systems, generally described…

Dynamical Systems · Mathematics 2023-05-10 Denis D. Patterson , Simon A. Levin , A. Carla Staver , Jonathan D. Touboul

State-space models have been successfully used for more than fifty years in different areas of science and engineering. We present a procedure for efficient variational Bayesian learning of nonlinear state-space models based on sparse…

Machine Learning · Computer Science 2014-11-04 Roger Frigola , Yutian Chen , Carl E. Rasmussen

Spatial and spatiotemporal volatility models are a class of models designed to capture spatial dependence in the volatility of spatial and spatiotemporal data. Spatial dependence in the volatility may arise due to spatial spillovers among…

Econometrics · Economics 2023-08-28 Philipp Otto , Osman Doğan , Süleyman Taşpınar , Wolfgang Schmid , Anil K. Bera

This paper describes a family of seasonal and non-seasonal time series models that can be viewed as generalisations of additive and multiplicative exponential smoothing models, to model series that grow faster than linear but slower than…

Machine Learning · Computer Science 2024-03-25 Slawek Smyl , Christoph Bergmeir , Alexander Dokumentov , Xueying Long , Erwin Wibowo , Daniel Schmidt

The present paper proposes a novel Bayesian, computational strategy in the context of model-based inverse problems in elastostatics. On one hand we attempt to provide probabilistic estimates of the material properties and their spatial…

Computation · Statistics 2015-12-21 P. S. Koutsourelakis

In this paper we concentrate on an alternative modeling strategy for positive data that exhibit spatial or spatio-temporal dependence. Specifically we propose to consider stochastic processes obtained trough a monotone transformation of…

Methodology · Statistics 2020-04-08 M. Bevilacqua , C. Caamaño , C. Gaetan

Estimating boundary curves has many applications such as economics, climate science, and medicine. Bayesian trend filtering has been developed as one of locally adaptive smoothing methods to estimate the non-stationary trend of data. This…

Methodology · Statistics 2023-11-13 Takahiro Onizuka , Fumiya Iwashige , Shintaro Hashimoto

Many environmental processes such as rainfall, wind or snowfall are inherently spatial and the modelling of extremes has to take into account that feature. In addition, environmental processes are often attached with an angle, e.g., wind…

Methodology · Statistics 2024-07-04 Gaspard Tamagny , Mathieu Ribatet
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