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Prediction is a classic challenge in spatial statistics and the inclusion of spatial covariates can greatly improve predictive performance when incorporated into a model with latent spatial effects. It is desirable to develop flexible…

Methodology · Statistics 2025-02-24 Alex Ziyu Jiang , Jon Wakefield

Statistical modeling of monthly, seasonal, or annual rainfall data is an important research area in meteorology. These models play a crucial role in rainfed agriculture, where a proper assessment of the future availability of rainwater is…

Applications · Statistics 2024-03-05 Arnab Hazra , Abhik Ghosh

Generalized additive models for location, scale and shape (GAMLSS) are a popular extension to mean regression models where each parameter of an arbitrary distribution is modelled through covariates. While such models have been developed for…

Methodology · Statistics 2024-12-02 Lucas Kock , Nadja Klein

Forecasting rainfall in tropical areas is challenging due to complex atmospheric behaviour, elevated humidity levels, and the common presence of convective rain events. In the Indian context, the difficulty is further exacerbated because of…

Machine Learning · Computer Science 2024-04-02 Ajay Devda , Akshay Sunil , Murthy R , B Deepthi

This study presents a novel generative modeling approach to rainfall-runoff modeling, focusing on the synthesis of realistic daily catchment runoff time series in response to catchment-averaged climate forcing. Unlike traditional…

Geophysics · Physics 2024-09-11 Yang Yang , Ting Fong May Chui

Copula-based models provide a great deal of flexibility in modelling multivariate distributions, allowing for the specifications of models for the marginal distributions separately from the dependence structure (copula) that links them to…

Methodology · Statistics 2021-09-09 Nicolás Kuschinski , Alejandro Jara

Latent autoregressive processes are a popular choice to model time varying parameters. These models can be formulated as nonlinear state space models for which inference is not straightforward due to the high number of parameters. Therefore…

Computation · Statistics 2019-11-01 Alexander Kreuzer , Claudia Czado

The Gaussian random field (GRF) and the Gaussian Markov random field (GMRF) have been widely used to accommodate spatial dependence under the generalized linear mixed model framework. These models have limitations rooted in the symmetry and…

Methodology · Statistics 2022-12-15 Marcos O. Prates , Dipak K. Dey , Michael R. Willig , Jun Yan

We consider monotonic, multiple regression for a set of contiguous regions (lattice data). The regression functions permissibly vary between regions and exhibit geographical structure. We develop new Bayesian non-parametric methodology…

Methodology · Statistics 2019-04-16 Christian Rohrbeck , Deborah Costain , Arnoldo Frigessi

We introduce a new smooth transition vector autoregressive model with a Gaussian conditional distribution and transition weights that, for a $p$th order model, depend on the full distribution of the preceding $p$ observations. Specifically,…

Econometrics · Economics 2026-02-10 Markku Lanne , Savi Virolainen

Remote sensing data products often include quality flags that inform users whether the associated observations are of good, acceptable or unreliable qualities. However, such information on data fidelity is not considered in remote sensing…

Applications · Statistics 2022-08-19 Bledar A. Konomi , Emily L. Kang , Ayat Almomani , Jonathan Hobbs

Importance of monsoon rainfall cannot be ignored as it affects round the year activities ranging from agriculture to industrial. Accurate rainfall estimation and prediction is very helpful in decision making in the sectors of water resource…

Machine Learning · Computer Science 2021-07-20 Vikas Bajpai , Anukriti Bansal

We show how to construct the implied copula process of response values from a Bayesian additive regression tree (BART) model with prior on the leaf node variances. This copula process, defined on the covariate space, can be paired with any…

Methodology · Statistics 2026-01-14 Jan Martin Wenkel , Michael Stanley Smith , Nadja Klein

We propose a flexible Bayesian approach for estimating the joint density of a multivariate outcome of interest in the presence of categorical covariates. Leveraging a Gaussian copula framework, our method effectively captures the dependence…

Methodology · Statistics 2026-04-10 Giovanni Toto , Peter Müller , Abhra Sarkar

High-dimensional spatially correlated covariates are common in regression models encountered in environmental sciences and other fields. In such models, the regression coefficients often exhibit a sparse structure with spatial dependence.…

Methodology · Statistics 2026-05-08 Zihan Zhu , Xueying Tang , Shuang Zhou

Modelling of precipitation and its extremes is important for urban and agriculture planning purposes. We present a method for producing spatial predictions and measures of uncertainty for spatio-temporal data that is heavy-tailed and…

Applications · Statistics 2014-11-19 Yang Liu , Philip Kokic

Recent advances in time series research facilitate the development of foundation models. While many state-of-the-art time series foundation models have been introduced, few studies examine their effectiveness in specific downstream…

Machine Learning · Computer Science 2025-12-01 Junyang He , Judy Fox , Alireza Jafari , Ying-Jung Chen , Geoffrey Fox

Rainfall is a climatic factor that affects many human activities like agriculture, construction, and forestry. Rainfall is dependent on various meteorological features and its prediction is a very complex task due to the dynamic climatic…

Atmospheric and Oceanic Physics · Physics 2021-10-22 Muhammad Salman Pathan , Jiantao Wu , Yee Hui Lee , Jianzhuo Yan , Soumyabrata Dev

Analysing dependent risks is an important task for insurance companies. A dependency is reflected in the fact that information about one random variable provides information about the likely distribution of values of another random…

Applications · Statistics 2021-03-22 Sen Hu , Adrian O'Hagan

The flexibility of the Bayesian approach to account for covariates with measurement error is combined with semiparametric regression models for a class of continuous, discrete and mixed univariate response distributions with potentially all…