Related papers: Exchangeable Gaussian Processes with application t…
Traditionally, Hawkes processes are used to model time--continuous point processes with history dependence. Here we propose an extended model where the self--effects are of both excitatory and inhibitory type and follow a Gaussian Process.…
Existing spatio-temporal Hawkes process models typically rely on either parametric or semiparametric assumptions, limiting the model's ability to capture complex endogenous and exogenous event dynamics. We propose a fully Bayesian…
We describe an approach for identifying groups of dynamically similar locations in spatial time-series data based on a simple Markov transition model. We give maximum-likelihood, empirical Bayes, and fully Bayesian formulations of the…
A multivariate distribution can be described by a triangular transport map from the target distribution to a simple reference distribution. We propose Bayesian nonparametric inference on the transport map by modeling its components using…
In this paper we propose the first non-parametric Bayesian model using Gaussian Processes to make inference on Poisson Point Processes without resorting to gridding the domain or to introducing latent thinning points. Unlike competing…
Aggregated data is commonplace in areas such as epidemiology and demography. For example, census data for a population is usually given as averages defined over time periods or spatial resolutions (cities, regions or countries). In this…
This paper presents a unified treatment of Gaussian process models that extends to data from the exponential dispersion family and to survival data. Our specific interest is in the analysis of data sets with predictors that have an a priori…
Early, reliable detection of disease outbreaks is a critical problem today. This paper reports an investigation of the use of causal Bayesian networks to model spatio-temporal patterns of a non-contagious disease (respiratory anthrax…
Gaussian process is a theoretically appealing model for nonparametric analysis, but its computational cumbersomeness hinders its use in large scale and the existing reduced-rank solutions are usually heuristic. In this work, we propose a…
Gaussian process are a widely-used statistical tool for conducting non-parametric inference in applied sciences, with many computational packages available to fit to data and predict future observations. We study the use of the Greta…
We develop a Bayesian graphical modeling framework for functional data for correlated multivariate random variables observed over a continuous domain. Our method leads to graphical Markov models for functional data which allows the graphs…
We consider the problem of inference for the states and parameters of a continuous-time multitype branching process from partially observed time series data. Exact inference for this class of models, typically using sequential Monte Carlo,…
This paper presents a novel extension of the edge-based compartmental model for epidemics with arbitrary distributions of transmission and recovery times. Using the message passing approach we also derive a new pairwise-like model for…
We propose a novel Bayesian nonparametric method to learn translation-invariant relationships on non-Euclidean domains. The resulting graph convolutional Gaussian processes can be applied to problems in machine learning for which the input…
State-space models have been successfully used for more than fifty years in different areas of science and engineering. We present a procedure for efficient variational Bayesian learning of nonlinear state-space models based on sparse…
Gaussian processes are Bayesian non-parametric models used in many areas. In this work, we propose a Non-stationary Heteroscedastic Gaussian process model which can be learned with gradient-based techniques. We demonstrate the…
We explore various Bayesian approaches to estimate partial Gaussian graphical models. Our hierarchical structures enable to deal with single-output as well as multiple-output linear regressions, in small or high dimension, enforcing either…
Data on count processes arise in a variety of applications, including longitudinal, spatial and imaging studies measuring count responses. The literature on statistical models for dependent count data is dominated by models built from…
Hierarchical Bayesian methods enable information sharing across multiple related regression problems. While standard practice is to model regression parameters (effects) as (1) exchangeable across datasets and (2) correlated to differing…
Traditional epidemic detection algorithms make decisions using only local information. We propose a novel approach that explicitly models spatial information fusion from several metapopulations. Our method also takes into account…