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A nonhomogeneous hidden semi-Markov model is proposed to segment toroidal time series according to a finite number of latent regimes and, simultaneously, estimate the influence of time-varying covariates on the process' survival under each…

Applications · Statistics 2023-12-25 Francesco Lagona , Marco Mingione

Global ambient air pollution, a transboundary challenge, is typically addressed through interventions relying on data from spatially sparse and heterogeneously placed monitoring stations. These stations often encounter temporal data gaps…

Machine Learning · Computer Science 2024-02-19 Liam J Berrisford , Hugo Barbosa , Ronaldo Menezes

Exposure to air pollution is associated with increased morbidity and mortality. Recent technological advancements permit the collection of time-resolved personal exposure data. Such data are often incomplete with missing observations and…

A regularized vector autoregressive hidden semi-Markov model is developed to analyze multivariate financial time series with switching data generating regimes. Furthermore, an augmented EM algorithm is proposed for parameter estimation by…

Applications · Statistics 2021-05-19 Zekun Xu , Ye Liu

Predicting future operational risk losses gives rise to a significant challenge due to the heterogeneous and time-dependent structures present in real-world data. Furthermore, stress test exercises require examining the relationship with…

Risk Management · Quantitative Finance 2026-04-24 Nikeethan Selvaratnam , Dorinel Bastide , Clément Fernandes , Wojciech Pieczynski

Aiming to generate realistic synthetic times series of the bivariate process of daily mean temperature and precipitations, we introduce a non-homogeneous hidden Markov model. The non-homogeneity lies in periodic transition probabilities…

Applications · Statistics 2018-10-29 Augustin Touron , Thi Thu Huong Hoang , Sylvie Parey

Environmental hazards place certain individuals at disproportionately higher risks. As these hazards increasingly endanger human health, precise identification of the most vulnerable population subgroups is critical for public health.…

Machine Learning · Computer Science 2024-09-23 Jong Woo Nam , Eun Young Choi , Jennifer A. Ailshire , Yao-Yi Chiang

In unsupervised classification, Hidden Markov Models (HMM) are used to account for a neighborhood structure between observations. The emission distributions are often supposed to belong to some parametric family. In this paper, a…

Machine Learning · Statistics 2012-06-25 Stevenn Volant , Caroline Bérard , Marie-Laure Martin-Magniette , Stéphane Robin

In this work we propose a novel approach for modeling spatio-temporal data characterized by group structures. In particular, we extend classical mixed effect regression models by introducing a space-time nonparametric component, regularized…

Methodology · Statistics 2025-11-18 Marco F. De Sanctis , Eleonora Arnone , Francesca Ieva , Laura M. Sangalli

Air pollution constitutes the highest environmental risk factor in relation to heath. In order to provide the evidence required for health impact analyses, to inform policy and to develop potential mitigation strategies comprehensive…

Applications · Statistics 2021-08-23 Matthew L. Thomas , Gavin Shaddick , Daniel Simpson , Kees de Hoogh , James V. Zidek

Air pollution is a major driver of climate change. Anthropogenic emissions from the burning of fossil fuels for transportation and power generation emit large amounts of problematic air pollutants, including Greenhouse Gases (GHGs). Despite…

Machine Learning · Computer Science 2021-09-01 Linus Scheibenreif , Michael Mommert , Damian Borth

High levels of air pollution may seriously affect people's living environment and even endanger their lives. In order to reduce air pollution concentrations, and warn the public before the occurrence of hazardous air pollutants, it is…

Machine Learning · Computer Science 2019-06-03 Pei Du , Jianzhou Wang , Yan Hao , Tong Niu , Wendong Yang

Estimation of the long-term health effects of air pollution is a challenging task, especially when modelling small-area disease incidence data in an ecological study design. The challenge comes from the unobserved underlying spatial…

Methodology · Statistics 2013-05-24 Duncan Lee , Alastair Rushworth , Sujit K. Sahu

Spatio-temporal prediction of levels of an environmental exposure is an important problem in environmental epidemiology. Our work is motivated by multiple studies on the spatio-temporal distribution of mobile source, or traffic related,…

Applications · Statistics 2014-11-14 Nikolay Bliznyuk , Christopher J. Paciorek , Joel Schwartz , Brent Coull

Air pollutants pose a significant threat to the environment and human health, thus forecasting accurate pollutant concentrations is essential for pollution warnings and policy-making. Existing studies predominantly focus on single-pollutant…

Computer Vision and Pattern Recognition · Computer Science 2025-07-17 Xu Fan , Zhihao Wang , Yuetan Lin , Yan Zhang , Yang Xiang , Hao Li

Air pollution remains a critical threat to public health and environmental sustainability, yet conventional monitoring systems are often constrained by limited spatial coverage and accessibility. This paper proposes an AI-driven agent that…

Machine Learning · Computer Science 2025-09-19 Mohammad Saleh Vahdatpour , Maryam Eyvazi , Yanqing Zhang

A typical problem in air pollution epidemiology is exposure assessment for individuals for which health data are available. Due to the sparsity of monitoring sites and the limited temporal frequency with which measurements of air pollutants…

Air pollution is a worldwide public health threat that can cause or exacerbate many illnesses, including respiratory disease, cardiovascular disease, and some cancers. However, epidemiological studies and public health decision-making are…

Recently, there has been a surge of interest in using spectral methods for estimating latent variable models. However, it is usually assumed that the distribution of the observations conditioned on the latent variables is either discrete or…

Machine Learning · Statistics 2016-09-22 Kirthevasan Kandasamy , Maruan Al-Shedivat , Eric P. Xing

[This paper was initially published in PHME conference in 2016, selected for further publication in International Journal of Prognostics and Health Management.] This paper describes an Autoregressive Partially-hidden Markov model (ARPHMM)…

Machine Learning · Statistics 2021-05-04 Pablo Juesas , Emmanuel Ramasso , Sébastien Drujont , Vincent Placet
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