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A rich set of frequentist model averaging methods has been developed, but their applications have largely been limited to point prediction, as measuring prediction uncertainty in general settings remains an open problem. In this paper we…

Econometrics · Economics 2025-10-21 Zhongjun Qu , Wendun Wang , Xiaomeng Zhang

I congratulate Dupont, Wood and Augustin (DWA hereon) for providing an easy-to-implement method for estimation in the presence of spatial confounding, and for addressing some of the complicated aspects on the topic. The method regresses the…

Methodology · Statistics 2021-07-06 Georgia Papadogeorgou

Missing data and noisy observations pose significant challenges for reliably predicting events from irregularly sampled multivariate time series (longitudinal) data. Imputation methods, which are typically used for completing the data prior…

Machine Learning · Statistics 2017-08-17 Hossein Soleimani , James Hensman , Suchi Saria

Air pollution is a great concern because of its impact on human health and on the environment. Statistical models play an important role in improving knowledge of this complex spatio-temporal phenomenon and in supporting public agencies and…

Applications · Statistics 2015-03-17 Michela Cameletti , Rosaria Ignaccolo , Stefano Bande

In this paper, we propose a Bayesian matrix-variate spatiotemporal modeling framework for jointly analyzing multiple response variables observed at spatial locations over time. The approach relaxes the standard assumption of spatial…

Methodology · Statistics 2026-04-23 Rodrigo de Souza Bulhões , Marina Silva Paez , Dani Gamerman

In spatial statistics, it is often assumed that the spatial field of interest is stationary and its covariance has a simple parametric form, but these assumptions are not appropriate in many applications. Given replicate observations of a…

Methodology · Statistics 2020-12-14 Brian Kidd , Matthias Katzfuss

We provide adaptive confidence intervals on a parameter of interest in the presence of nuisance parameters when some of the nuisance parameters have known signs. The confidence intervals are adaptive in the sense that they tend to be short…

Econometrics · Economics 2021-09-20 Philipp Ketz , Adam McCloskey

The current availability of soil moisture data over large areas comes from satellite remote sensing technologies (i.e., radar-based systems), but these data have coarse resolution and often exhibit large spatial information gaps. Where data…

Machine Learning · Computer Science 2019-05-22 Danny Rorabaugh , Mario Guevara , Ricardo Llamas , Joy Kitson , Rodrigo Vargas , Michela Taufer

Neural network ensembles, such as Bayesian neural networks (BNNs), have shown success in the areas of uncertainty estimation and robustness. However, a crucial challenge prohibits their use in practice. BNNs require a large number of…

Machine Learning · Computer Science 2022-07-15 Namuk Park , Songkuk Kim

Unmeasured, spatially-structured factors can confound associations between spatial environmental exposures and health outcomes. Adding flexible splines to a regression model is a simple approach for spatial confounding adjustment, but the…

Applications · Statistics 2020-06-22 Joshua P. Keller , Adam A. Szpiro

Covariate balancing is a popular technique for controlling confounding in observational studies. It finds weights for the treatment group which are close to uniform, but make the group's covariate means (approximately) equal to those of the…

Methodology · Statistics 2025-03-07 Shiva Kaul , Min-Gyu Kim

Although spatial models for areal data are widely used in multilevel settings, the conditions under which spatial and nonspatial random effects yield equivalent posterior inference for regression coefficients have never been formally…

Methodology · Statistics 2026-05-12 Shuqi Lin , Joshua L. Warren

Causal inference in spatial domains faces two intertwined challenges: (1) unmeasured spatial factors, such as weather, air pollution, or mobility, that confound treatment and outcome, and (2) interference from nearby treatments that violate…

Machine Learning · Computer Science 2025-10-13 Ayush Khot , Miruna Oprescu , Maresa Schröder , Ai Kagawa , Xihaier Luo

Skill scores, which measure the relative improvement of a forecasting method over a benchmark via consistent scoring functions and proper scoring rules, are a standard tool in forecast evaluation, yet their sampling uncertainty is rarely…

Methodology · Statistics 2026-05-06 Marc-Oliver Pohle , Tanja Zahn , Sebastian Lerch

The high dynamics and heterogeneous interactions in the complicated urban systems have raised the issue of uncertainty quantification in spatiotemporal human mobility, to support critical decision-makings in risk-aware web applications such…

Machine Learning · Computer Science 2021-02-12 Zhengyang Zhou , Yang Wang , Xike Xie , Lei Qiao , Yuantao Li

Uncertainty quantification is essential in decision-making, especially when joint distributions of random variables are involved. While conformal prediction provides distribution-free prediction sets with valid coverage guarantees, it…

Machine Learning · Computer Science 2025-01-03 Rui Luo , Zhixin Zhou

Statistical models used to estimate the spatio-temporal pattern in disease risk from areal unit data represent the risk surface for each time period with known covariates and a set of spatially smooth random effects. The latter act as a…

Applications · Statistics 2016-04-19 Alastair Rushworth , Duncan Lee , Christophe Sarran

Studies in environmental and epidemiological sciences are often spatially varying and observational in nature with the aim of establishing cause and effect relationships. One of the major challenges with such studies is the presence of…

Methodology · Statistics 2023-05-16 Sayli Pokal , Yawen Guan , Honglang Wang , Yuzhen Zhou

This study presents a novel approach to quantifying uncertainties in Bayesian model updating, which is effective in sparse or single observations. Conventional uncertainty quantification metrics such as the Euclidean and Bhattacharyya…

Applications · Statistics 2024-10-14 Sangwon Lee , Taro Yaoyama , Yuma Matsumoto , Takenori Hida , Tatsuya Itoi

This paper introduces a framework for uncertainty quantification in regression models defined in metric spaces. Leveraging a newly defined notion of homoscedasticity, we develop a conformal prediction algorithm that offers finite-sample…

Machine Learning · Statistics 2025-07-22 Gábor Lugosi , Marcos Matabuena