Related papers: Nonparametric inference for nonstationary spatial …
This work presents a non-parametric spatio-temporal model for mapping human activity by mobile autonomous robots in a long-term context. Based on Variational Gaussian Process Regression, the model incorporates prior information of spatial…
We introduce a Gaussian process-based model for handling of non-stationarity. The warping is achieved non-parametrically, through imposing a prior on the relative change of distance between subsequent observation inputs. The model allows…
In Gaussian graphical models, conditional independence and partial correlations are natural inferential targets for understanding direct relationships in multivariate data. No comparable framework exists for spatial processes, where…
In this paper, we develop a new and effective approach to nonparametric quantile regression that accommodates ultrahigh-dimensional data arising from spatio-temporal processes. This approach proves advantageous in staving off computational…
We investigate spatio-temporal event analysis using point processes. Inferring the dynamics of event sequences spatiotemporally has many practical applications including crime prediction, social media analysis, and traffic forecasting. In…
We introduce a nonparametric model for inferring time-evolving, unobserved probability distributions from discrete-time data consisting of unlabelled partitions. The latent process is a two-parameter Poisson-Dirichlet diffusion, and…
Recently, a novel linear model predictive control algorithm based on a physics-informed Gaussian Process has been introduced, whose realizations strictly follow a system of underlying linear ordinary differential equations with constant…
A Bayesian approach to the classification problem is proposed in which random partitions play a central role. It is argued that the partitioning approach has the capacity to take advantage of a variety of large-scale spatial structures, if…
Maximizing the likelihood has been widely used for estimating the unknown covariance parameters of spatial Gaussian processes. However, evaluating and optimizing the likelihood function can be computationally intractable, particularly for…
Multivariate spatio-temporal data arise more and more frequently in a wide range of applications; however, there are relatively few general statistical methods that can readily use that incorporate spatial, temporal and variable…
In this paper, we present a statistical framework for modeling conditional quantiles of spatial processes assumed to be strongly mixing in space. We establish the $L_1$ consistency and the asymptotic normality of the kernel conditional…
In this paper, we develop a method to model and estimate several, _dependent_ count processes, using granular data. Specifically, we develop a multivariate Cox process with shot noise intensities to jointly model the arrival process of…
With the rapid advancement of information technology and data collection systems, large-scale spatial panel data presents new methodological and computational challenges. This paper introduces a dynamic spatial panel quantile model that…
We propose a Bayesian nonparametric mixture model for the reconstruction and prediction from observed time series data, of discretized stochastic dynamical systems, based on Markov Chain Monte Carlo methods (MCMC). Our results can be used…
We study sequential change-point detection for spatio-temporal point processes, where actionable detection requires not only identifying when a distributional change occurs but also localizing where it manifests in space. While classical…
We propose computationally efficient methods for estimating stationary multivariate spatial and spatial-temporal spectra from incomplete gridded data. The methods are iterative and rely on successive imputation of data and updating of model…
Spatial Poisson point processes on finite-dimensional Euclidean space provide fundamental mathematical tools for modeling random spatial point patterns. In this paper, we introduce and analyze several Poisson-type spatial point processes.…
In spite of the interest in and appeal of convolution-based approaches for nonstationary spatial modeling, off-the-shelf software for model fitting does not as of yet exist. Convolution-based models are highly flexible yet notoriously…
In this work, we propose new matrix- and tensor-based methodologies for estimating multivariate intensity functions of inhomogeneous point processes. By viewing multivariate intensity functions as infinite-dimensional matrices or tensors…
Large-scale Gaussian process inference has long faced practical challenges due to time and space complexity that is superlinear in dataset size. While sparse variational Gaussian process models are capable of learning from large-scale data,…