相关论文: Connecting reflective asymmetries in multivariate …
In Gaussian graphical models, conditional independence and partial correlations are natural inferential targets for understanding direct relationships in multivariate data. No comparable framework exists for spatial processes, where…
The advent of data science has provided an increasing number of challenges with high data complexity. This paper addresses the challenge of space-time data where the spatial domain is not a planar surface, a sphere, or a linear network, but…
In the last two decades, considerable research has been devoted to a phenomenon known as spatial confounding. Spatial confounding is thought to occur when there is multicollinearity between a covariate and the random effect in a spatial…
Spatial areal models encounter the well-known and challenging problem of spatial confounding. This issue makes it arduous to distinguish between the impacts of observed covariates and spatial random effects. Despite previous research and…
This article introduces a novel nonparametric methodology for Generalized Linear Models which combines the strengths of the binary regression and latent variable formulations for categorical data, while overcoming their disadvantages.…
A generator of spatio-temporal pseudo-random Gaussian fields that satisfy the "proportionality of scales" property (Tsyroulnikov, 2001) is presented. The generator is based on a third-order in time stochastic differential equation with a…
We propose a novel Bayesian approach to modelling nonlinear alignments of time series based on latent shared information. We apply the method to the real-world problem of finding common structure in the sensor data of wind turbines…
Fine particulate matter (PM$_{2.5}$) has become a great concern worldwide due to its adverse health effects. PM$_{2.5}$ concentrations typically exhibit complex spatio-temporal variations. Both the mean and the spatio-temporal dependence…
Spatially varying directional data are routinely observed in several modern applications such as meteorology, biology, geophysics, engineering, etc. However, only a few approaches are available for covariate-dependent statistical analysis…
The use of geospatially dependent information, which has been stipulated as a law in geography, to model geographic patterns forms the cornerstone of geostatistics, and has been inherited in many data science based techniques as well, such…
To study the impact of climate variables on morbidity of some diseases in Mexico, we propose a spatio-temporal varying coefficients regression model. For that we introduce a new spatio-temporal dependent process prior, in a Bayesian…
In this paper we consider the problem of a measure that allows us to describe the spatial and temporal dependence structure of multivariate time series with innovations having infinite variance. By using recent results obtained in the…
We introduce Latent Gaussian Process Regression which is a latent variable extension allowing modelling of non-stationary multi-modal processes using GPs. The approach is built on extending the input space of a regression problem with a…
Existing spatio-temporal Hawkes process models typically rely on either parametric or semiparametric assumptions, limiting the model's ability to capture complex endogenous and exogenous event dynamics. We propose a fully Bayesian…
The paper revisits the $\alpha$--regression framework for compositional data. The model uses a flexible power transformation parameterized by $\alpha$ to interpolate between raw data analysis and log--ratio methods, naturally handling zeros…
In many applications, data are observed as matrices with temporal dependence. Matrix-variate time series modeling is a new branch of econometrics. Although stylized facts in several fields, the existing models do not account for regime…
This paper develops a simple two-stage variational Bayesian algorithm to estimate panel spatial autoregressive models, where N, the number of cross-sectional units, is much larger than T, the number of time periods without restricting the…
Spatio-temporal models are widely used in many research areas including ecology. The recent proliferation of the use of in-situ sensors in streams and rivers supports space-time water quality modelling and monitoring in near real-time. A…
Multivariate time series are ubiquitous objects in signal processing. Measuring a distance or similarity between two such objects is of prime interest in a variety of applications, including machine learning, but can be very difficult as…
A late time asymptotic perturbative analysis of curvature coupled complex scalar field models with accelerated cosmological expansion is carried out on the level of formal power series expansions. For this, algebraic analogues of the…