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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

Geophysical and other natural processes often exhibit non-stationary covariances and this feature is important to take into account for statistical models that attempt to emulate the physical process. A convolution-based model is used to…

Methodology · Statistics 2017-11-23 Douglas Nychka , Dorit Hammerling , Mitchell Krock , Ashton Wiens

Nowadays, several data analysis problems require for complexity reduction, mainly meaning that they target at removing the non-influential covariates from the model and at delivering a sparse model. When categorical covariates are present,…

Statistics Theory · Mathematics 2022-12-21 Lea Kaufmann , Maria Kateri

Gaussian processes (GPs) are widely used in nonparametric regression, classification and spatio-temporal modeling, motivated in part by a rich literature on theoretical properties. However, a well known drawback of GPs that limits their use…

Methodology · Statistics 2011-06-29 Anjishnu Banerjee , David Dunson , Surya Tokdar

Fitting Gaussian Processes (GPs) provides interpretable aleatoric uncertainty quantification for estimation of spatio-temporal fields. Spatio-temporal deep learning models, while scalable, typically assume a simplistic independent…

Machine Learning · Statistics 2025-10-27 Brandon R. Feng , David Keetae Park , Xihaier Luo , Arantxa Urdangarin , Shinjae Yoo , Brian J. Reich

Spatio-temporal forecasting in various domains, like traffic prediction and weather forecasting, is a challenging endeavor, primarily due to the difficulties in modeling propagation dynamics and capturing high-dimensional interactions among…

Machine Learning · Computer Science 2024-05-29 Xiaobei Zou , Luolin Xiong , Yang Tang , Jürgen Kurths

Spatial econometric research typically relies on the assumption that the spatial dependence structure is known in advance and is represented by a deterministic spatial weights matrix. Contrary to classical approaches, we investigate the…

Computation · Statistics 2023-10-24 Miryam S. Merk , Philipp Otto

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

We study maximum likelihood estimation for spatial generalized linear mixed models with Gaussian process approximations using a stochastic Newton-Raphson algorithm. We consider two Gaussian Process approximations in this context: spectral…

Methodology · Statistics 2026-05-19 Samuel I. Watson , Yixin Wang , Emanuele Giorgi

Probabilistic modeling of multidimensional spatiotemporal data is critical to many real-world applications. As real-world spatiotemporal data often exhibits complex dependencies that are nonstationary and nonseparable, developing effective…

Machine Learning · Statistics 2023-06-01 Mengying Lei , Aurelie Labbe , Lijun Sun

Scientific and engineering problems often require the use of artificial intelligence to aid understanding and the search for promising designs. While Gaussian processes (GP) stand out as easy-to-use and interpretable learners, they have…

Machine Learning · Computer Science 2021-07-01 Liwei Wang , Suraj Yerramilli , Akshay Iyer , Daniel Apley , Ping Zhu , Wei Chen

Existing partial sequence labeling models mainly focus on max-margin framework which fails to provide an uncertainty estimation of the prediction. Further, the unique ground truth disambiguation strategy employed by these models may include…

Machine Learning · Computer Science 2022-09-21 Xiaolei Lu , Tommy W. S. Chow

The next generation of Department of Energy supercomputers will be capable of exascale computation. For these machines, far more computation will be possible than that which can be saved to disk. As a result, users will be unable to rely on…

Machine Learning · Computer Science 2025-07-23 Michael Grosskopf , Kellin Rumsey , Ayan Biswas , Earl Lawrence

Gaussian Graphical Models (GGMs) or Gauss Markov random fields are widely used in many applications, and the trade-off between the modeling capacity and the efficiency of learning and inference has been an important research problem. In…

Machine Learning · Computer Science 2013-11-12 Ying Liu , Alan S. Willsky

We consider the problem of recovering conditional independence relationships between $p$ jointly distributed Hilbertian random elements given $n$ realizations thereof. We operate in the sparse high-dimensional regime, where $n \ll p$ and no…

Methodology · Statistics 2023-06-26 Kartik G. Waghmare , Tomas Masak , Victor M. Panaretos

We introduce a new scalable approximation for Gaussian processes with provable guarantees which hold simultaneously over its entire parameter space. Our approximation is obtained from an improved sample complexity analysis for sparse…

Machine Learning · Computer Science 2020-11-18 Quang Minh Hoang , Trong Nghia Hoang , Hai Pham , David P. Woodruff

We propose a few-shot learning method for spatial regression. Although Gaussian processes (GPs) have been successfully used for spatial regression, they require many observations in the target task to achieve a high predictive performance.…

Machine Learning · Statistics 2020-10-12 Tomoharu Iwata , Yusuke Tanaka

We introduce a framework for updating large scale geospatial processes using a model-data synthesis method based on Bayesian hierarchical modelling. Two major challenges come from updating large-scale Gaussian process and modelling…

Applications · Statistics 2018-05-01 Zhe Sha , Jonathan Rougier , Maike Schumacher , Jonathan Bamber

We introduce a fast algorithm for Gaussian process regression in low dimensions, applicable to a widely-used family of non-stationary kernels. The non-stationarity of these kernels is induced by arbitrary spatially-varying vertical and…

Numerical Analysis · Mathematics 2025-03-28 P. Michael Kielstra , Michael Lindsey

Gaussian processes (GPs) are a popular model for spatially referenced data and allow descriptive statements, predictions at new locations, and simulation of new fields. Often a few parameters are sufficient to parameterize the covariance…

Machine Learning · Statistics 2021-01-01 Florian Gerber , Douglas W. Nychka
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