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Related papers: Modeling Spatial Extremes using Non-Gaussian Spati…

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In the environmental modeling field, the exploratory analysis of responses often exhibits spatial correlation as well as some non-Gaussian attributes such as skewness and/or heavy-tailedness. Consequently, we propose a general spatial model…

Statistics Theory · Mathematics 2019-07-25 Behzad Mahmoudian

Estimating spatial extremes from sparse observational networks produces uncertain return level maps, but dense output from physics-based simulation models is often available as a complementary data source. We develop a two-stage frequentist…

Methodology · Statistics 2026-03-04 Brian N. White , Brian Blanton , Rick Luettich , Richard L. Smith

We propose a flexible Bayesian approach for sparse Gaussian graphical modeling of multivariate time series. We account for temporal correlation in the data by assuming that observations are characterized by an underlying and unobserved…

Methodology · Statistics 2025-08-21 Beniamino Hadj-Amar , Aaron M. Bornstein , Michele Guindani , Marina Vannucci

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

We develop a Bayesian approach to estimate weight matrices in spatial autoregressive (or spatial lag) models. Datasets in regional economic literature are typically characterized by a limited number of time periods T relative to spatial…

Econometrics · Economics 2022-08-03 Tamás Krisztin , Philipp Piribauer

Hyper-spectral data can be analyzed to recover physical properties at large planetary scales. This involves resolving inverse problems which can be addressed within machine learning, with the advantage that, once a relationship between…

Applications · Statistics 2015-12-31 Antoine Deleforge , Florence Forbes , Sileye Ba , Radu Horaud

Graph models provide efficient tools to capture the underlying structure of data defined over networks. Many real-world network topologies are subject to change over time. Learning to model the dynamic interactions between entities in such…

Machine Learning · Computer Science 2025-01-03 Amirhossein Javaheri , Jiaxi Ying , Daniel P. Palomar , Farokh Marvasti

A key challenge in spatial statistics is the analysis for massive spatially-referenced data sets. Such analyses often proceed from Gaussian process specifications that can produce rich and robust inference, but involve dense covariance…

Methodology · Statistics 2019-07-25 Shinichiro Shirota , Andrew O. Finley , Bruce D. Cook , Sudipto Banerjee

Analysis of geospatial data has traditionally been model-based, with a mean model, customarily specified as a linear regression on the covariates, and a covariance model, encoding the spatial dependence. We relax the strong assumption of…

Machine Learning · Statistics 2024-05-28 Wentao Zhan , Abhirup Datta

Sparse structure learning in high-dimensional Gaussian graphical models is an important problem in multivariate statistical signal processing; since the sparsity pattern naturally encodes the conditional independence relationship among…

Methodology · Statistics 2023-09-26 Ksheera Sagar , Jyotishka Datta , Sayantan Banerjee , Anindya Bhadra

Extreme weather events are widely studied in fields such as agriculture, ecology, and meteorology. The spatio-temporal co-occurrence of extreme events can strengthen or weaken under changing climate conditions. In this paper, we propose a…

Machine Learning · Statistics 2025-12-09 Xiaoyu Ma , Likun Zhang , Christopher K. Wikle

Modeling the risk of extreme weather events in a changing climate is essential for developing effective adaptation and mitigation strategies. Although the available low-resolution climate models capture different scenarios, accurate risk…

Atmospheric and Oceanic Physics · Physics 2022-12-06 Anamitra Saha , Sai Ravela

The classical modeling of spatial extremes relies on asymptotic models (i.e., max-stable processes or $r$-Pareto processes) for block maxima or peaks over high thresholds, respectively. However, at finite levels, empirical evidence often…

Methodology · Statistics 2020-09-15 Raphaël Huser , Jennifer L. Wadsworth

We study the class of dependence models for spatial data obtained from Cauchy convolution processes based on different types of kernel functions. We show that the resulting spatial processes have appealing tail dependence properties, such…

Methodology · Statistics 2022-06-09 Pavel Krupskii , Raphaël Huser

In this chapter, we show how to efficiently model high-dimensional extreme peaks-over-threshold events over space in complex non-stationary settings, using extended latent Gaussian Models (LGMs), and how to exploit the fitted model in…

Methodology · Statistics 2021-10-07 Arnab Hazra , Raphaël Huser , Árni V. Jóhannesson

Gaussian process regression is a powerful Bayesian nonlinear regression method. Recent research has enabled the capture of many types of observations using non-Gaussian likelihoods. To deal with various tasks in spatial modeling, we benefit…

Machine Learning · Statistics 2025-08-26 Yuta Shikuri

Bayesian spatial modeling of heavy-tailed distributions has become increasingly popular in various areas of science in recent decades. We propose a Weibull regression model with spatial random effects for analyzing extreme economic loss.…

Applications · Statistics 2019-12-10 Hou-Cheng Yang , Lijiang Geng , Yishu Xue , Guanyu Hu

Environmental sensors are crucial for monitoring weather conditions and the impacts of climate change. However, it is challenging to place sensors in a way that maximises the informativeness of their measurements, particularly in remote…

In many applications of time series models, such as climate analysis and social media analysis, we are often interested in extreme events, such as heatwave, wind gust, and burst of topics. These time series data usually exhibit a…

Methodology · Statistics 2012-06-22 Yan Liu , Taha Bahadori , Hongfei Li

Compositional data, such as regional shares of economic sectors or property transactions, are central to understanding structural change in economic systems across space and time. This paper introduces a spatiotemporal multivariate…

Applications · Statistics 2026-03-16 Matthias Eckardt , Philipp Otto