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This article introduces novel and practicable Bayesian factor analysis frameworks that are computationally feasible for moderate to large spatiotemporal data. Previous Bayesian analysis of spatiotemporal data has utilized a Bayesian factor…

Methodology · Statistics 2025-02-18 Yifan Cheng , Cheng Li

Factor models are widely used across diverse areas of application for purposes that include dimensionality reduction, covariance estimation, and feature engineering. Traditional factor models can be seen as an instance of linear embedding…

Methodology · Statistics 2020-08-13 Xingchen Yu , Abel Rodriguez

Multivariate spatially-oriented data sets are prevalent in the environmental and physical sciences. Scientists seek to jointly model multiple variables, each indexed by a spatial location, to capture any underlying spatial association for…

Methodology · Statistics 2021-08-19 Lu Zhang , Sudipto Banerjee

Spatial domain identification requires jointly modeling molecular signatures and physical coordinates, yet current tools frequently over-smooth biological boundaries, require user-specified cluster numbers, and lack principled multimodal…

Applications · Statistics 2026-05-18 Xin Li , Xiaofei Dong , Zhenke Duan , Lulu Shang , Xiao Wang , Xinyuan Song , Hanwen Ning , Guanyu Hu

Inference for spatial generalized linear mixed models (SGLMMs) for high-dimensional non-Gaussian spatial data is computationally intensive. The computational challenge is due to the high-dimensional random effects and because Markov chain…

Computation · Statistics 2018-10-09 Yawen Guan , Murali Haran

Factor analysis is a flexible technique for assessment of multivariate dependence and codependence. Besides being an exploratory tool used to reduce the dimensionality of multivariate data, it allows estimation of common factors that often…

Methodology · Statistics 2020-02-19 Kelly C. M. Gonçalves , Afonso C. B. Silva

As a regression technique in spatial statistics, the spatiotemporally varying coefficient model (STVC) is an important tool for discovering nonstationary and interpretable response-covariate associations over both space and time. However,…

Machine Learning · Statistics 2024-05-17 Mengying Lei , Aurelie Labbe , Lijun Sun

Factors models are routinely used to analyze high-dimensional data in both single-study and multi-study settings. Bayesian inference for such models relies on Markov Chain Monte Carlo (MCMC) methods which scale poorly as the number of…

Methodology · Statistics 2025-04-29 Blake Hansen , Alejandra Avalos-Pacheco , Massimiliano Russo , Roberta De Vito

Bayesian inference involves the specification of a statistical model by a statistician or practitioner, with careful thought about what each parameter represents. This results in particularly interpretable models which can be used to…

Computation · Statistics 2019-08-07 Jonathan Law , Darren Wilkinson

There has been considerable recent interest in Bayesian modeling of high-dimensional networks via latent space approaches. When the number of nodes increases, estimation based on Markov Chain Monte Carlo can be extremely slow and show poor…

Computation · Statistics 2022-05-30 Emanuele Aliverti , Massimiliano Russo

We propose novel Bayesian Dynamic Clustering Factor Models (BDCFM) for the analysis of multivariate longitudinal data. BDCFM combines factor models with hidden Markov models to concomitantly perform dimension reduction, clustering, and…

Methodology · Statistics 2025-05-28 Tsering Dolkar , Marco A. R. Ferreira , Hwasoo Shin , Allison N. Tegge

We introduce deep Markov spatio-temporal factorization (DMSTF), a generative model for dynamical analysis of spatio-temporal data. Like other factor analysis methods, DMSTF approximates high dimensional data by a product between time…

Due to spatial dependence -- often characterized as complex and non-linear -- model misspecification is a prevalent and critical issue in spatial data analysis and prediction. As the data, and thus model performance, is heterogeneous,…

Gaussian processes are widely used for the analysis of spatial data due to their nonparametric flexibility and ability to quantify uncertainty, and recently developed scalable approximations have facilitated application to massive datasets.…

Methodology · Statistics 2021-10-13 F. William Townes , Barbara E. Engelhardt

Geographic Information Systems (GIS) and related technologies have generated substantial interest among statisticians with regard to scalable methodologies for analyzing large spatial datasets. A variety of scalable spatial process models…

Machine Learning · Statistics 2021-09-10 Sudipto Banerjee

In many application areas, data are collected on a categorical response and high-dimensional categorical predictors, with the goals being to build a parsimonious model for classification while doing inferences on the important predictors.…

Methodology · Statistics 2013-01-22 Yun Yang , David B. Dunson

Switching state-space models (SSSM) are a very popular class of time series models that have found many applications in statistics, econometrics and advanced signal processing. Bayesian inference for these models typically relies on Markov…

Computation · Statistics 2010-11-11 Nick Whiteley , Christophe Andrieu , Arnaud Doucet

Quantifying spatial and/or temporal associations in multivariate geolocated data of different types is achievable via spatial random effects in a Bayesian hierarchical model, but severe computational bottlenecks arise when spatial…

Methodology · Statistics 2024-04-02 Michele Peruzzi , David B. Dunson

Spatial transcriptomics has revolutionized tissue analysis by simultaneously mapping gene expression, spatial topography, and histological context across consecutive tissue sections, enabling systematic investigation of spatial…

Applications · Statistics 2025-10-24 Meng Zhou , Shuangge Ma , Mengyun Wu

Hierarchical spatial models are very flexible and popular for a vast array of applications in areas such as ecology, social science, public health, and atmospheric science. It is common to carry out Bayesian inference for these models via…

Computation · Statistics 2021-05-17 Ben Seiyon Lee , Murali Haran
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