Related papers: Distributed lag non-linear models with spatial eff…
This work introduces a new approach for accelerating the numerical analysis of time-domain partial differential equations (PDEs) governing complex physical systems. The methodology is based on a combination of a classical reduced-order…
We propose discrete Langevin proposal (DLP), a simple and scalable gradient-based proposal for sampling complex high-dimensional discrete distributions. In contrast to Gibbs sampling-based methods, DLP is able to update all coordinates in…
We introduce a generic class of dynamic nonlinear heterogeneous parameter models that incorporate individual and time fixed effects in both the intercept and slope. These models are subject to the incidental parameter problem, in that the…
We introduce a numerically tractable formulation of Bayesian joint models for longitudinal and survival data. The longitudinal process is modelled using generalised linear mixed models, while the survival process is modelled using a…
Dirichlet processes (DP) are widely applied in Bayesian nonparametric modeling. However, in their basic form they do not directly integrate dependency information among data arising from space and time. In this paper, we propose location…
We introduce a Bayesian non-parametric spatial factor analysis model with spatial dependency induced through a prior on factor loadings. For each column of the loadings matrix, spatial dependency is encoded using a probit stick-breaking…
One fundamental statistical question for research areas such as precision medicine and health disparity is about discovering effect modification of treatment or exposure by observed covariates. We propose a semiparametric framework for…
The spatial lag model (SLM) has been widely studied in the literature for spatialised data modeling in various disciplines such as geography, economics, demography, regional sciences, etc. This is an extension of the classical linear model…
Epidemics are often modelled using non-linear dynamical systems observed through partial and noisy data. In this paper, we consider stochastic extensions in order to capture unknown influences (changing behaviors, public interventions,…
In this chapter, we show how to efficiently model high-dimensional extreme peaks-over-threshold events over space in complex non-stationary settings, using extended latent Gaussian Models (LGMs), and how to exploit the fitted model in…
Gaussian and discrete non-Gaussian spatial datasets are common across fields like public health, ecology, geosciences, and social sciences. Bayesian spatial generalized linear mixed models (SGLMMs) are a flexible class of models for…
This paper considers a class of GMM estimators for general dynamic panel models, allowing for weakly exogenous covariates and cross sectional dependence due to spatial lags, unspecified common shocks and time-varying interactive effects. We…
State-space models provide an important body of techniques for analyzing time-series, but their use requires estimating unobserved states. The optimal estimate of the state is its conditional expectation given the observation histories, and…
As our planet is entering into the "global boiling" era, understanding regional climate change becomes imperative. Effective downscaling methods that provide localized insights are crucial for this target. Traditional approaches, including…
Long-tailed imbalance distribution is a common issue in practical computer vision applications. Previous works proposed methods to address this problem, which can be categorized into several classes: re-sampling, re-weighting, transfer…
Motivated by genome-wide association studies, we consider a standard linear model with one additional random effect in situations where many predictors have been collected on the same subjects and each predictor is analyzed separately.…
Datasets that exhibit non-Gaussian characteristics are common in many fields, while the current modeling framework and available software for non-Gaussian models is limited. We introduce Linear Latent Non-Gaussian Models (LLnGMs), a unified…
Several methods have been proposed in the spatial statistics literature for the analysis of big data sets in continuous domains. However, new methods for analyzing high-dimensional areal data are still scarce. Here, we propose a scalable…
The paper proposes an approach for the efficient model order reduction of dynamic contact problems in linear elasticity. Instead of the augmented Lagrangian method that is widely used for mechanical contact problems, we prefer here the…
In case of an ocean oil spill, there are certain areas, e.g. shrimp farms, which are highly sensitive to small amounts of oil pollution while they are geographically far from the spill. We investigate the Lattice Boltzmann Method (LBM) and…