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This article addresses the problem of efficient Bayesian inference in dynamic systems using particle methods and makes a number of contributions. First, we develop a correlated pseudo-marginal (CPM) approach for Bayesian inference in state…

Methodology · Statistics 2016-12-22 P. Choppala , D. Gunawan , J. Chen , M. -N. Tran , R. Kohn

Recent advances in engineering technologies have enabled the collection of a large number of longitudinal features. This wealth of information presents unique opportunities for researchers to investigate the complex nature of diseases and…

Methodology · Statistics 2023-11-27 Zihang Lu , Noirrit Kiran Chandra

Fine particulate matter (PM$_{2.5}$) is one of the criteria air pollutants regulated by the Environmental Protection Agency in the United States. There is strong evidence that ambient exposure to (PM$_{2.5}$) increases risk of mortality and…

Machine Learning · Statistics 2018-10-31 M. Benjamin Sabath , Qian Di , Danielle Braun , Joel Schwarz , Francesca Dominici , Christine Choirat

The Dirichlet process (DP) is a fundamental mathematical tool for Bayesian nonparametric modeling, and is widely used in tasks such as density estimation, natural language processing, and time series modeling. Although MCMC inference…

Machine Learning · Statistics 2013-04-09 Dan Lovell , Jonathan Malmaud , Ryan P. Adams , Vikash K. Mansinghka

The patterns of particulate matter with diameters that are generally 2.5 micrometers and smaller (PM2.5) are heterogeneous in China nationwide but can be homogeneous region-wide. To reduce the adverse effects from PM2.5, policymakers need…

Applications · Statistics 2023-11-07 Tingyin Wang , Xueqin Wang , Xiaobo Guo , Heping Zhang

A model involving Gaussian processes (GPs) is introduced to simultaneously handle multi-task learning, clustering, and prediction for multiple functional data. This procedure acts as a model-based clustering method for functional data as…

Machine Learning · Computer Science 2023-01-24 Arthur Leroy , Pierre Latouche , Benjamin Guedj , Servane Gey

Statistical techniques used in air pollution modelling usually lack the possibility to understand which predictors affect air pollution in which functional form; and are not able to regress on exceedances over certain thresholds imposed by…

Methodology · Statistics 2021-05-25 Nadja Klein , Jorge Mateu

Capturing the potentially strong dependence among the peak concentrations of multiple air pollutants across a spatial region is crucial for assessing the related public health risks. In order to investigate the multivariate spatial…

Applications · Statistics 2018-04-13 Sabrina Vettori , Raphaël Huser , Marc G. Genton

Air quality monitoring requires to produce accurate estimation of nitrogen dioxide or fine particulate matter concentration maps, at different moments. A typical strategy is to combine different types of data. On the one hand, concentration…

Applications · Statistics 2025-02-13 Benjamin Auder , Camille Coron , Jean-Michel Poggi , Emma Thulliez

Gaussian process state-space models (GP-SSMs) are a very flexible family of models of nonlinear dynamical systems. They comprise a Bayesian nonparametric representation of the dynamics of the system and additional (hyper-)parameters…

Machine Learning · Statistics 2013-12-18 Roger Frigola , Fredrik Lindsten , Thomas B. Schön , Carl E. Rasmussen

Analysis of observational studies increasingly confronts the challenge of determining which of a possibly high-dimensional set of available covariates are required to satisfy the assumption of ignorable treatment assignment for estimation…

Methodology · Statistics 2022-03-23 Chanmin Kim , Mauricio Tec , Corwin M Zigler

Accurate predictions of pollutant concentrations at new locations are often of interest in air pollution studies on fine particulate matters (PM$_{2.5}$), in which data is usually not measured at all study locations. PM$_{2.5}$ is also a…

Applications · Statistics 2020-05-19 Phuong T. Vu , Timothy V. Larson , Adam A. Szpiro

Clustering mixed-type data remains a major challenge in biomedical research to uncover clinically meaningful subgroups within heterogeneous patient populations. Most existing clustering methods impose restrictive assumptions like local…

Applications · Statistics 2026-04-23 Yueting Wang , Shu Wang , Jonathan G. Yabes , Chung-Chou H. Chang

Particle filters (PFs) are recursive Monte Carlo algorithms for Bayesian tracking and prediction in state space models. This paper addresses continuous-discrete filtering problems, where the hidden state evolves as an It\^o stochastic…

Computation · Statistics 2026-04-24 Utku Erdogan , Gabriel J. Lord , Joaquin Miguez

The first part of this paper introduces a portfolio approach for quantifying the risk measures of pollution risk in the presence of dependence of PM$_{2.5}$ concentration of cities. The model is based on a copula dependence structure. For…

Applications · Statistics 2016-02-18 Halis Sak , Guanyu Yang , Bailiang Li , Weifeng Li

Dirichlet process mixture models (DPMM) play a central role in Bayesian nonparametrics, with applications throughout statistics and machine learning. DPMMs are generally used in clustering problems where the number of clusters is not known…

Machine Learning · Statistics 2020-10-20 Chiao-Yu Yang , Eric Xia , Nhat Ho , Michael I. Jordan

We present a fully Bayesian statistical approach to the problem of compartmental modelling in the context of Positron Emission Tomography. We cluster homogeneous region of interest and perform kinetic parameter estimation simultaneously. A…

In epidemiological studies of air pollution and public health, estimating the health impact of exposure to air pollution may be hindered by the unknown functional form of the exposure-outcome association and by unmeasured confounding…

Methodology · Statistics 2026-01-28 Carlo Zaccardi , Pasquale Valentini , Luigi Ippoliti , Alexandra M. Schmidt

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…

Clustering analysis is one of the most widely used statistical tools in many emerging areas such as microarray data analysis. For microarray and other high-dimensional data, the presence of many noise variables may mask underlying…

Machine Learning · Statistics 2008-03-26 Benhuai Xie , Wei Pan , Xiaotong Shen