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This paper describes and illustrates new functionality for fitting spatially varying coefficients models in the spBayes (version 0.4-2) R package. The new spSVC function uses a computationally efficient Markov chain Monte Carlo algorithm…

Computation · Statistics 2020-01-01 Andrew O. Finley , Sudipto Banerjee

With continued advances in Geographic Information Systems and related computational technologies, statisticians are often required to analyze very large spatial datasets. This has generated substantial interest over the last decade, already…

Methodology · Statistics 2019-05-14 Lu Zhang , Abhirup Datta , Sudipto Banerjee

interpretable, and well understood models that are routinely employed even though, as is revealed through prior and posterior predictive checks, these can poorly characterise the spatial heterogeneity in the underlying process of interest.…

Machine Learning · Statistics 2024-04-08 Andrew Zammit-Mangion , Michael D. Kaminski , Ba-Hien Tran , Maurizio Filippone , Noel Cressie

We introduce the probabilistic sequential matrix factorization (PSMF) method for factorizing time-varying and non-stationary datasets consisting of high-dimensional time-series. In particular, we consider nonlinear Gaussian state-space…

Machine Learning · Statistics 2021-03-19 Ömer Deniz Akyildiz , Gerrit J. J. van den Burg , Theodoros Damoulas , Mark F. J. Steel

Spatiotemporal datasets, which consist of spatially-referenced time series, are ubiquitous in diverse applications, such as air pollution monitoring, disease tracking, and cloud-demand forecasting. As the scale of modern datasets increases,…

Machine Learning · Computer Science 2024-11-28 Feras Saad , Jacob Burnim , Colin Carroll , Brian Patton , Urs Köster , Rif A. Saurous , Matthew Hoffman

We introduce efficient MCMC algorithms for Bayesian inference for single-factor models with correlated residuals where the residuals' distribution is a Gaussian graphical model. We call this family of models single-factor graphical models.…

Methodology · Statistics 2025-10-17 David Marcano , Adrian Dobra

This paper analyzes the factorizability and geometry of transition matrices of multivariate Markov chains. Specifically, we demonstrate that the induced chains on factors of a product space can be regarded as information projections with…

Probability · Mathematics 2026-05-26 Michael C. H. Choi , Youjia Wang , Geoffrey Wolfer

There is increasing interest to develop Bayesian inferential algorithms for point process models with intractable likelihoods. A purpose of this paper is to illustrate the utility of using simulation based strategies, including Approximate…

Computation · Statistics 2026-02-02 Chaoyi Lu , Nial Friel

Calibration of individual based models (IBMs), successful in modeling complex ecological dynamical systems, is often performed only ad-hoc. Bayesian inference can be used for both parameter estimation and uncertainty quantification, but its…

Computation · Statistics 2017-11-09 Jonas Šukys , Mira Kattwinkel

We propose a flexible nonparametric Bayesian modelling framework for multivariate time series of count data based on tensor factorisations. Our models can be viewed as infinite state space Markov chains of known maximal order with…

Methodology · Statistics 2023-11-13 Zhongzhen Wang , Petros Dellaportas , Ioannis Kosmidis

Bayesian methods are commonly applied to solve image analysis problems such as noise-reduction, feature enhancement and object detection. A primary limitation of these approaches is the computational complexity due to the interdependence of…

Methodology · Statistics 2023-06-01 Konstantinos Bakas , John Kornak , Hernando Ombao

Defining the number of latent factors has been one of the most challenging problems in factor analysis. Infinite factor models offer a solution to this problem by applying increasing shrinkage on the columns of factor loading matrices, thus…

Methodology · Statistics 2023-09-25 Margarita Grushanina

This work introduces a new method designed for Bayesian deep learning called scalable Bayesian Monte Carlo (SBMC). The method is comprised of a model and an algorithm. The model interpolates between a point estimator and the posterior. The…

We develop Bayesian predictive stacking for geostatistical models, where the primary inferential objective is to provide inference on the latent spatial random field and conduct spatial predictions at arbitrary locations. We exploit…

Methodology · Statistics 2025-09-25 Lu Zhang , Wenpin Tang , Sudipto Banerjee

The location, timing, and abundance of gene expression (both mRNA and proteins) within a tissue define the molecular mechanisms of cell functions. Recent technology breakthroughs in spatial molecular profiling, including imaging-based…

Applications · Statistics 2020-12-10 Qiwei Li , Minzhe Zhang , Yang Xie , Guanghua Xiao

Spatial generalized linear mixed-effects models are popularly used to analyze spatially indexed univariate responses. However, with modern technology, it is common to observe vector-valued mixed-type responses, e.g., a combination of…

Methodology · Statistics 2026-04-23 Arghya Mukherjee , Arnab Hazra , Dootika Vats

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

Count data with complex features arise in many disciplines, including ecology, agriculture, criminology, medicine, and public health. Zero inflation, spatial dependence, and non-equidispersion are common features in count data. There are…

Methodology · Statistics 2024-05-14 Bokgyeong Kang , John Hughes , Murali Haran

Gaussian processes provide a flexible framework for spatial prediction, but their computational cost limits applicability to large-scale data with large sample size $n$. Predictive processes (PPs), a popular low-rank approximation, mitigate…

Methodology · Statistics 2026-03-23 Nicolas Bianco , Nadja Klein

Estimation of spatially-varying parameters for computationally expensive forward models governed by partial differential equations is addressed. A novel multiscale Bayesian inference approach is introduced based on deep probabilistic…

Machine Learning · Statistics 2022-03-02 Yingzhi Xia , Nicholas Zabaras