4 papers · 1 filter
A Simple and Robust Multi-Fidelity Data Fusion Method for Effective Modeling of Citizen-Science Air Pollution Data
Camilla Andreozzi, Pietro Colombo, Philipp Otto
We propose a robust multi-fidelity Gaussian process for integrating sparse, high-quality reference monitors with dense but noisy citizen-science sensors. The approach replaces the…
Multivariate Low-Rank State-Space Model with SPDE Approach for High-Dimensional Data
Jacopo Rodeschini, Lorenzo Tedesco, Francesco Finazzi +2
This paper proposes a novel low-rank approximation to the multivariate State-Space Model. The Stochastic Partial Differential Equation (SPDE) approach is applied component-wise to…
A Dynamic Spatiotemporal and Network ARCH Model with Common Factors
Osman DoÄan, Raffaele Mattera, Philipp Otto +1
We introduce a dynamic spatiotemporal volatility model that extends traditional approaches by incorporating spatial, temporal, and spatiotemporal spillover effects, along with vola…
A review of regularised estimation methods and cross-validation in spatiotemporal statistics
Philipp Otto, Alessandro Fassò, Paolo Maranzano
This review article focuses on regularised estimation procedures applicable to geostatistical and spatial econometric models. These methods are particularly relevant in the case of…