Related papers: Fast Spatial Prediction from Inhomogeneously Sampl…
Heterogeneous data are commonly adopted as the inputs for some models that predict the future trends of some observations. Existing predictive models typically ignore the inconsistencies and imperfections in heterogeneous data while also…
We consider Bayesian linear regression with sparsity-inducing prior and design efficient sampling algorithms leveraging posterior contraction properties. A quasi-likelihood with Gaussian spike-and-slab (that is favorable both statistically…
A family of fast sampling methods is introduced here for molecular simulations of systems having rugged free energy landscapes. The methods represent a generalization of a strategy consisting of adjusting a model for the free energy as a…
Inference of fields defined in space and time from observational data is a core discipline in many scientific areas. This work approaches the problem in a Bayesian framework. The proposed method is based on statistically homogeneous random…
In this paper, we focus on the model specification problem in multivariate spatial econometric models when a candidate set for the spatial weights matrix is available. We propose a model selection method for the multivariate spatial…
In this paper we propose a semiparametric spatial autoregressive model that combines a linear covariate component with a nonparametrically estimated spatial term, allowing flexible dependence modeling without restrictive covariance…
Traditional linear methods for forecasting multivariate time series are not able to satisfactorily model the non-linear dependencies that may exist in non-Gaussian series. We build on the theory of learning vector-valued functions in the…
To address the dual challenges of inherent stochasticity and non-differentiable metrics in physical spatiotemporal forecasting, we propose Spatiotemporal Forecasting as Planning (SFP), a new paradigm grounded in Model-Based Reinforcement…
Spatial data are often derived from multiple sources (e.g. satellites, in-situ sensors, survey samples) with different supports, but associated with the same properties of a spatial phenomenon of interest. It is common for predictors to…
The share of wind power in fuel mixes worldwide has increased considerably. The main ingredient when deriving wind power predictions are wind speed data; the closer to the wind farms, the better they forecast the power supply. The current…
Nonstationary Gaussian processes (GPs) are essential for modeling complex, locally heterogeneous spatial data. A common modeling approach is the spatial deformation method that warps the domain to recover isotropy. However, this static…
The ability to obtain reliable point estimates of model parameters is of crucial importance in many fields of physics. This is often a difficult task given that the observed data can have a very high number of dimensions. In order to…
We propose a method for detecting significant interactions in very large multivariate spatial point patterns. This methodology develops high dimensional data understanding in the point process setting. The method is based on modelling the…
The second-order, small-scale dependence structure of a stochastic process defined in the space-time domain is key to prediction (or kriging). While great efforts have been dedicated to developing models for cases in which the spatial…
Gaussian Process (GP) models provide a flexible framework for prediction and uncertainty quantification. For most covariance functions, however, exact GP prediction with $n$ points scales as $\mathcal{O}(n^3)$, making it prohibitively…
Spatial statistics is concerned with the analysis of data that have spatial locations associated with them, and those locations are used to model statistical dependence between the data. The spatial data are treated as a single realisation…
Gibbsian structure in random point fields has been a classical tool for studying their spatial properties. However, exact Gibbs property is available only in a relatively limited class of models, and it does not adequately address many…
Conformal prediction provides distribution-free prediction sets with finite-sample conditional guarantees. We build upon the RKHS-based framework of Gibbs et al. (2023), which leverages families of covariate shifts to provide approximate…
For many survey-based spatial modelling problems, responses are observed as spatially aggregated over survey regions due to limited resources. Covariates, from weather models and satellite imageries, can be observed at many different…
We address the problem of prediction for extreme observations by proposing an extremal linear prediction method. We construct an inner product space of nonnegative random variables derived from transformed-linear combinations of independent…