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相关论文: Spatial Bayesian Hierarchical Modelling with Integ…

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Multivariate spatial fields are of interest in many applications, including climate model emulation. Not only can the marginal spatial fields be subject to nonstationarity, but the dependence structure among the marginal fields and between…

统计方法学 · 统计学 2023-11-21 Paul F. V. Wiemann , Matthias Katzfuss

Gaussian processes are valuable tools for non-parametric modelling, where typically an assumption of stationarity is employed. While removing this assumption can improve prediction, fitting such models is challenging. In this work,…

统计计算 · 统计学 2019-05-02 Karla Monterrubio-Gómez , Lassi Roininen , Sara Wade , Theo Damoulas , Mark Girolami

State-space models are successfully used in many areas of science, engineering and economics to model time series and dynamical systems. We present a fully Bayesian approach to inference \emph{and learning} (i.e. state estimation and system…

机器学习 · 统计学 2013-12-18 Roger Frigola , Fredrik Lindsten , Thomas B. Schön , Carl E. Rasmussen

Obtaining high-resolution maps of precipitation data can provide key insights to stakeholders to assess a sustainable access to water resources at urban scale. Mapping a nonstationary, sparse process such as precipitation at very high…

应用统计 · 统计学 2023-02-08 Jiachen Zhang , Matthew Bonas , Diogo Bolster , Geir-Arne Fuglstad , Stefano Castruccio

We introduce a Bayesian Gaussian process latent variable model that explicitly captures spatial correlations in data using a parameterized spatial kernel and leveraging structure-exploiting algebra on the model covariance matrices for…

机器学习 · 统计学 2018-05-23 Steven Atkinson , Nicholas Zabaras

We study maximum likelihood estimation for spatial generalized linear mixed models with Gaussian process approximations using a stochastic Newton-Raphson algorithm. We consider two Gaussian Process approximations in this context: spectral…

统计方法学 · 统计学 2026-05-19 Samuel I. Watson , Yixin Wang , Emanuele Giorgi

We introduce a methodology for nonlinear inverse problems using a variational Bayesian approach where the unknown quantity is a spatial field. A structured Bayesian Gaussian process latent variable model is used both to construct a…

机器学习 · 统计学 2019-02-20 Steven Atkinson , Nicholas Zabaras

This paper proposes a two-stage estimation approach for a spatial misalignment scenario that is motivated by the epidemiological problem of linking pollutant exposures and health outcomes. We use the integrated nested Laplace approximation…

统计方法学 · 统计学 2022-07-21 Stephen Jun Villejo , Janine B Illian , Ben Swallow

In this article, we develop fully Bayesian, copula-based, spatial-statistical models for large, noisy, incomplete, and non-Gaussian spatial data. Our approach includes novel constructions of copulas that accommodate a spatial-random-effects…

统计方法学 · 统计学 2025-11-05 Alan Pearse , David Gunawan , Noel Cressie

The paper proposes a Bayesian multinomial logit model to analyse spatial patterns of urban expansion. The specification assumes that the log-odds of each class follow a spatial autoregressive process. Using recent advances in Bayesian…

计量经济学 · 经济学 2020-08-04 Tamás Krisztin , Philipp Piribauer , Michael Wögerer

The Integrated Nested Laplace Approximation (INLA) has established itself as a widely used method for approximate inference on Bayesian hierarchical models which can be represented as a latent Gaussian model (LGM). INLA is based on…

统计计算 · 统计学 2017-04-06 Virgilio Gómez-Rubio , Håvard Rue

The article studies non-Gaussian extensions of a recently discovered link between certain Gaussian random fields, expressed as solutions to stochastic partial differential equations (SPDEs), and Gaussian Markov random fields. The focus is…

统计方法学 · 统计学 2012-06-15 David Bolin

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…

Geophysical and other natural processes often exhibit non-stationary covariances and this feature is important to take into account for statistical models that attempt to emulate the physical process. A convolution-based model is used to…

统计方法学 · 统计学 2017-11-23 Douglas Nychka , Dorit Hammerling , Mitchell Krock , Ashton Wiens

The log-Gaussian Cox process (LGCP) is a popular point process for modeling non-interacting spatial point patterns. This paper extends the LGCP model to handle data exhibiting fundamentally different behaviors in different subregions of the…

统计方法学 · 统计学 2017-11-03 Anders Hildeman , David Bolin , Jonas Wallin , Janine B. Illian

Illness-death models are a class of stochastic models inside the multi-state framework. In those models, individuals are allowed to move over time between different states related to illness and death. They are of special interest when…

应用统计 · 统计学 2022-10-14 Fran Llopis-Cardona , Carmen Armero , Gabriel Sanfélix-Gimeno

While learning the maximum likelihood value of parameters of an undirected graphical model is hard, modelling the posterior distribution over parameters given data is harder. Yet, undirected models are ubiquitous in computer vision and text…

机器学习 · 计算机科学 2012-07-02 Max Welling , Sridevi Parise

This paper proposes approaches for the analysis of multiple changepoint models when dependency in the data is modelled through a hierarchical Gaussian Markov random field. Integrated nested Laplace approximations are used to approximate…

统计计算 · 统计学 2015-03-17 Jason Wyse , Nial Friel , Håvard Rue

This paper introduces a new method for performing computational inference on log-Gaussian Cox processes. The likelihood is approximated directly by making novel use of a continuously specified Gaussian random field. We show that for…

统计计算 · 统计学 2015-11-02 Daniel Simpson , Janine Illian , Finn Lindgren , Sigrunn Sørbye , Håvard Rue

We propose a new approach for the modeling large datasets of nonstationary spatial processes that combines a latent low rank process and a sparse covariance model. The low rank component coefficients are endowed with a flexible graphical…

统计方法学 · 统计学 2025-10-08 Matthew LeDuc , William Kleiber , Tomoko Matsuo