Related papers: Nonparametric inference for nonstationary spatial …
Modelling the extremal dependence structure of spatial data is considerably easier if that structure is stationary. However, for data observed over large or complicated domains, non-stationarity will often prevail. Current methods for…
The solutions of Hamiltonian equations are known to describe the underlying phase space of a mechanical system. In this article, we propose a novel spatio-temporal model using a strategic modification of the Hamiltonian equations,…
Spatial processes with nonstationary and anisotropic covariance structure are often used when modelling, analysing and predicting complex environmental phenomena. Such processes may often be expressed as ones that have stationary and…
We introduce a nonparametric prior on the conditional distribution of a (univariate or multivariate) response given a set of predictors. The prior is constructed in the form of a two-stage generative procedure, which in the first stage…
The log Gaussian Cox process is a flexible class of Cox processes, whose intensity surface is stochastic, for incorporating complex spatial and time structure of point patterns. The straightforward inference based on Markov chain Monte…
We propose a pointwise inference algorithm for high-dimensional linear models with time-varying coefficients. The method is based on a novel combination of the nonparametric kernel smoothing technique and a Lasso bias-corrected ridge…
Dendritic spines, which are small protrusions on the dendrites of a neuron, are of interest in neuroscience as they are related to cognitive processes such as learning and memory. We analyse the distribution of spine locations on six…
Nonstationarity is a major challenge in analyzing spatial data. For example, daily precipitation measurements may have increased variability and decreased spatial smoothness in areas with high mean rainfall. Common nonstationary covariance…
We propose a new framework for imposing monotonicity constraints in a Bayesian nonparametric setting based on numerical solutions of stochastic differential equations. We derive a nonparametric model of monotonic functions that allows for…
Spatio-temporal systems exhibiting multi-scale behaviour are common in applications ranging from cyber-physical systems to systems biology, yet they present formidable challenges for computational modelling and analysis. Here we consider a…
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…
The modeling of spatial point processes has advanced considerably, yet extending these models to non-Euclidean domains, such as road networks, remains a challenging problem. We propose a novel framework for log-Gaussian Cox processes on…
Prediction of events such as part replacement and failure events plays a critical role in reliability engineering. Event stream data are commonly observed in manufacturing and teleservice systems. Designing predictive models for individual…
We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…
Gaussian processes allow for flexible specification of prior assumptions of unknown dynamics in state space models. We present a procedure for efficient Bayesian learning in Gaussian process state space models, where the representation is…
In this paper, we propose a new comparison tool for spatial homogeneity of point processes, based on the joint examination of void probabilities and factorial moment measures. We prove that determinantal and permanental processes, as well…
We develop Bayesian nonparametric models for spatially indexed data of mixed type. Our work is motivated by challenges that occur in environmental epidemiology, where the usual presence of several confounding variables that exhibit complex…
We propose a nonparametric estimator of multivariate joint entropy based on partitioned sample spacing (PSS). The method extends univariate spacing ideas to $\mathbb{R}^{d}$ by partitioning into localized cells and aggregating within-cell…
We develop a spatio-temporal model to forecast sensor output at five locations in North East England. The signal is described using coupled dynamic linear models, with spatial effects specified by a Gaussian process. Data streams are…
There is currently a gap in theory for point patterns that lie on the surface of objects, with researchers focusing on patterns that lie in a Euclidean space, typically planar and spatial data. Methodology for planar and spatial data thus…