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We construct flexible spatio-temporal models through stochastic partial differential equations (SPDEs) where both diffusion and advection can be spatially varying. Computations are done through a Gaussian Markov random field approximation…
We present a scalable approach to performing approximate fully Bayesian inference in generic state space models. The proposed method is an alternative to particle MCMC that provides fully Bayesian inference of both the dynamic latent states…
Video compression has always been a popular research area, where many traditional and deep video compression methods have been proposed. These methods typically rely on signal prediction theory to enhance compression performance by…
Variable selection for optimal treatment regime in a clinical trial or an observational study is getting more attention. Most existing variable selection techniques focused on selecting variables that are important for prediction, therefore…
In regression models for spatial data, it is often assumed that the marginal effects of covariates on the response are constant over space. In practice, this assumption might often be questionable. In this article, we show how a Gaussian…
The human action classification task is a widely researched topic and is still an open problem. Many state-of-the-arts approaches involve the usage of bag-of-video-words with spatio-temporal local features to construct characterizations for…
Sequential Visual Place Recognition (Seq-VPR) leverages transformers to capture spatio-temporal features effectively. In practice, a transformer-based Seq-VPR model should be flexible to the number of frames per sequence (seq- length),…
We utilize the externally forced linearized Navier-Stokes equations to study the receptivity of pre-transitional boundary layers to persistent sources of stochastic excitation. Stochastic forcing is used to model the effect of free-stream…
The vector autoregressive (VAR) model has been widely used for modeling temporal dependence in a multivariate time series. For large (and even moderate) dimensions, the number of AR coefficients can be prohibitively large, resulting in…
Our article considers a regression model with observed factors. The observed factors have a flexible stochastic volatility structure that has separate dynamics for the volatilities and the correlation matrix. The correlation matrix of the…
Multicolor cell spatio-temporal image data have become important to investigate organ development and regeneration, malignant growth or immune responses by tracking different cell types both in vivo and in vitro. Statistical modeling of…
Parametric verification of linear temporal properties for stochastic models can be expressed as computing the satisfaction probability of a certain property as a function of the parameters of the model. Smoothed model checking (smMC) aims…
It remains challenging to automatically predict the multi-agent trajectory due to multiple interactions including agent to agent interaction and scene to agent interaction. Although recent methods have achieved promising performance, most…
Fine particulate matter (PM$_{2.5}$) has become a great concern worldwide due to its adverse health effects. PM$_{2.5}$ concentrations typically exhibit complex spatio-temporal variations. Both the mean and the spatio-temporal dependence…
We consider stochastic volatility models using piecewise constant parameters. We suggest a hybrid optimization algorithm for fitting the models to a volatility surface and provide some numerical results. Finally, we provide an outlook on…
This paper proposes a fast two-stage variational Bayesian (VB) algorithm to estimate unrestricted panel spatial autoregressive models. Using Dirichlet-Laplace priors, we are able to uncover the spatial relationships between cross-sectional…
Time-varying parameter (TVP) regression models can involve a huge number of coefficients. Careful prior elicitation is required to yield sensible posterior and predictive inferences. In addition, the computational demands of Markov Chain…
We address the problem of parameter estimation for diffusion driven stochastic volatility models through Markov chain Monte Carlo (MCMC). To avoid degeneracy issues we introduce an innovative reparametrisation defined through…
Spatiotemporal data mining (STDM) has a wide range of applications in various complex physical systems (CPS), i.e., transportation, manufacturing, healthcare, etc. Among all the proposed methods, the Convolutional Long Short-Term Memory…
Latent variable models are increasingly used in economics for high-dimensional categorical data like text and surveys. We demonstrate the effectiveness of Hamiltonian Monte Carlo (HMC) with parallelized automatic differentiation for…