相关论文: A Spatially Discrete Approximation to Log-Gaussian…
Large scale Gaussian process (GP) regression is infeasible for larger data sets due to cubic scaling of flops and quadratic storage involved in working with covariance matrices. Remedies in recent literature focus on divide-and-conquer,…
A new discrete-time shot noise Cox process for spatiotemporal data is proposed. The random intensity is driven by a dependent sequence of latent gamma random measures. Some properties of the latent process are derived, such as an…
We provide a new approach to approximate emulation of large computer experiments. By focusing expressly on desirable properties of the predictive equations, we derive a family of local sequential design schemes that dynamically define the…
Large-scale observational health databases are increasingly popular for conducting comparative effectiveness and safety studies of medical products. However, increasing number of patients poses computational challenges when fitting survival…
This article introduces new methods for inference with count data registered on a set of aggregation units. Such data are omnipresent in epidemiology due to confidentiality issues: it is much more common to know the county in which an…
We introduce a scalable approach to Gaussian process inference that combines spatio-temporal filtering with natural gradient variational inference, resulting in a non-conjugate GP method for multivariate data that scales linearly with…
We study Spatial Logistic Gaussian Process (SLGP) models for non-parametric estimation of probability density fields using scattered samples of heterogeneous sizes. SLGPs are examined from the perspective of random measures and their…
Quantifying spatial and/or temporal associations in multivariate geolocated data of different types is achievable via spatial random effects in a Bayesian hierarchical model, but severe computational bottlenecks arise when spatial…
In this paper, we construct a sequence of discrete time stochastic processes that converges in probability and in the Skorokhod metric to a COGARCH(p,q) model. The result is useful for the estimation of the continuous model defined for…
We consider latent Gaussian fields for modelling spatial dependence in the context of both spatial point patterns and areal data, providing two different applications. The inhomogeneous Log-Gaussian Cox Process model is specified to…
This paper introduces a new approach to inferring the second order properties of a multivariate log Gaussian Cox process (LGCP) with a complex intensity function. We assume a semi-parametric model for the multivariate intensity function…
Gaussian process (GP) models that combine both categorical and continuous input variables have found use in analysis of longitudinal data and computer experiments. However, standard inference for these models has the typical cubic scaling,…
Gaussian processes (GPs) are instrumental in modeling spatial processes, offering precise interpolation and prediction capabilities across fields such as environmental science and biology. Recently, there has been growing interest in…
Reliable uncertainty quantification at unobserved spatial locations, especially in the presence of complex and heterogeneous datasets, remains a core challenge in spatial statistics. Traditional approaches like Kriging rely heavily on…
In many clinical trials treatments need to be repeatedly applied as diseases relapse frequently after remission over a long period of time (e.g., 35 weeks). Most research in statistics focuses on the overall trial design, such as sample…
The analysis of area-level aggregated summary data is common in many disciplines including epidemiology and the social sciences. Typically, Markov random field spatial models have been employed to acknowledge spatial dependence and allow…
We propose a hierarchical log Gaussian Cox process (LGCP) for point patterns, where a set of points x affects another set of points y but not vice versa. We use the model to investigate the effect of large trees to the locations of…
Predicting relative risk (RR) of spatial clusters is a complex task in public health that can be achieved through various statistical and machine-learning methods for different time intervals. However, high-resolution longitudinal data is…
This paper presents the development of a spatial block-Nearest Neighbor Gaussian process (block-NNGP) for location-referenced large spatial data. The key idea behind this approach is to divide the spatial domain into several blocks which…
Gaussian processes (GPs) are important probabilistic tools for inference and learning in spatio-temporal modelling problems such as those in climate science and epidemiology. However, existing GP approximations do not simultaneously support…