Related papers: A Time-Series Model for Areal Data Using Spatially…
Conditional autoregressive (CAR) models are commonly used to capture spatial correlation in areal unit data, and are typically specified as a prior distribution for a set of random effects, as part of a hierarchical Bayesian model. The…
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…
Circular data arise in many areas of application. Recently, there has been interest in looking at circular data collected separately over time and over space. Here, we extend some of this work to the spatio-temporal setting, introducing…
We propose a new Bayesian approach for spatiotemporal areal data with censored and missing observations. The method introduces a flexible random effect that combines the spatial dependence structures of the Simultaneous Autoregressive (SAR)…
In time-series analyses, particularly for finance, generalized autoregressive conditional heteroscedasticity (GARCH) models are widely applied statistical tools for modelling volatility clusters (i.e., periods of increased or decreased…
Modeling data with non-stationary covariance structure is important to represent heterogeneity in geophysical and other environmental spatial processes. In this work, we investigate a multistage approach to modeling non-stationary…
Spatio-temporal areal data can be seen as a collection of time series which are spatially correlated according to a specific neighboring structure. Incorporating the temporal and spatial dimension into a statistical model poses challenges…
Generative modeling of spatio-temporal fields is crucial for a variety of applications, including stochastic weather generators and climate-model surrogates. However, many such fields exhibit complex dependence structures that vary across…
We propose a probabilistic model for inferring the multivariate function from multiple areal data sets with various granularities. Here, the areal data are observed not at location points but at regions. Existing regression-based models can…
I present an approach for modeling areal spatial covariance by considering the stationary distribution of a spatio-temporal Markov random walk. In the areal data case, this stationary distribution corresponds to an intrinsic simultaneous…
We propose a multivariate GARCH model for non-stationary health time series by modifying the variance of the observations of the standard state space model. The proposed model provides an intuitive way of dealing with heteroskedastic data…
We develop new flexible univariate models for light-tailed and heavy-tailed data, which extend a hierarchical representation of the generalized Pareto (GP) limit for threshold exceedances. These models can accommodate departure from…
We present a class of spatiotemporal models for Poisson areal data suitable for the analysis of emerging infectious diseases. These models assume Poisson observations related through a link equation to a latent random field process. This…
We introduce a scalable approach to Gaussian process inference that combines spatio-temporal filtering with natural gradient variational inference, resulting in a non-conjugate GP method for multivariate data that scales linearly with…
We introduce a Bayesian Gaussian process latent variable model that explicitly captures spatial correlations in data using a parameterized spatial kernel and leveraging structure-exploiting algebra on the model covariance matrices for…
We address the problem of predicting spatio-temporal processes with temporal patterns that vary across spatial regions, when data is obtained as a stream. That is, when the training dataset is augmented sequentially. Specifically, we…
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…
Environmental and climate processes are often distributed over large space-time domains. Their complexity and the amount of available data make modelling and analysis a challenging task. Statistical modelling of environment and climate data…
Although spatial models for areal data are widely used in multilevel settings, the conditions under which spatial and nonspatial random effects yield equivalent posterior inference for regression coefficients have never been formally…
This paper introduces a matrix-variate regression model for analyzing multivariate data observed across spatial locations and over time. The model's design incorporates a mean structure that links covariates to the response matrix and a…