activity
20132024
most citedA general framework for Vecchia approximations of Gaussian processes

189 citations · 522 across the 27 of their papers we have counts for

collaborators

31 papers

math.ST2024★ 1 cited

Asymptotic properties of Vecchia approximation for Gaussian processes

Myeongjong Kang, Florian Schäfer, Joseph Guinness +1

Vecchia approximation has been widely used to accurately scale Gaussian-process (GP) inference to large datasets, by expressing the joint density as a product of conditional densit…

stat.CO2023

Sparse inverse Cholesky factorization of dense kernel matrices by greedy conditional selection

Stephen Huan, Joseph Guinness, Matthias Katzfuss +2

Dense kernel matrices resulting from pairwise evaluations of a kernel function arise naturally in machine learning and statistics. Previous work in constructing sparse approximate…

stat.ME2022★ 1 cited

Vecchia Approximations and Optimization for Multivariate Matérn Models

Youssef Fahmy, Joseph Guinness

We describe our implementation of the multivariate Matérn model for multivariate spatial datasets, using Vecchia's approximation and a Fisher scoring optimization algorithm. We con…

stat.ME2022

A Gaussian-process approximation to a spatial SIR process using moment closures and emulators

Parker Trostle, Joseph Guinness, Brian J. Reich

The dynamics that govern disease spread are hard to model because infections are functions of both the underlying pathogen as well as human or animal behavior. This challenge is in…

stat.AP2022

Comparison of CYGNSS and Jason-3 Wind Speed Measurements via Gaussian Processes

William Bekerman, Joseph Guinness

Wind is a critical component of the Earth system and has unmistakable impacts on everyday life. The CYGNSS satellite mission improves observational coverage of ocean winds via a fl…

stat.ME2022★ 6 cited

Scalable Gaussian-process regression and variable selection using Vecchia approximations

Jian Cao, Joseph Guinness, Marc G. Genton +1

Gaussian process (GP) regression is a flexible, nonparametric approach to regression that naturally quantifies uncertainty. In many applications, the number of responses and covari…

stat.AP2021

Log-Gaussian Cox Process Modeling of Large Spatial Lightning Data using Spectral and Laplace Approximations

Megan L. Gelsinger, Maryclare Griffin, David S. Matteson +1

Lightning is a destructive and highly visible product of severe storms, yet there is still much to be learned about the conditions under which lightning is most likely to occur. Th…

stat.CO2021

Ordered conditional approximation of Potts models

Anirban Chakraborty, Matthias Katzfuss, Joseph Guinness

Potts models, which can be used to analyze dependent observations on a lattice, have seen widespread application in a variety of areas, including statistical mechanics, neuroscienc…

stat.ME2020★ 3 cited

Scaled Vecchia approximation for fast computer-model emulation

Matthias Katzfuss, Joseph Guinness, Earl Lawrence

Many scientific phenomena are studied using computer experiments consisting of multiple runs of a computer model while varying the input settings. Gaussian processes (GPs) are a po…

stat.AP2020★ 16 cited

An Observational Study of the Effect of Nike Vaporfly Shoes on Marathon Performance

Joseph Guinness, Debasmita Bhattacharya, Jenny Chen +2

We collected marathon performance data from a systematic sample of elite and sub-elite athletes over the period 2015 to 2019, then searched the internet for publicly-available phot…

stat.CO2019

Inverses of Matern Covariances on Grids

Joseph Guinness

We conduct a study of the aliased spectral densities of Matérn covariance functions on a regular grid of points, providing clarity on the properties of a popular approximation base…

stat.ME2019

Mean-dependent nonstationary spatial models

Geoffrey Colin Lee Peterson, Joseph Guinness, Adam Terando +1

Nonstationarity is a major challenge in analyzing spatial data. For example, daily precipitation measurements may have increased variability and decreased spatial smoothness in are…

stat.CO2019

Gaussian Process Learning via Fisher Scoring of Vecchia's Approximation

Joseph Guinness

We derive a single pass algorithm for computing the gradient and Fisher information of Vecchia's Gaussian process loglikelihood approximation, which provides a computationally effi…

stat.ME2019

Smooth Density Spatial Quantile Regression

Halley Brantley, Montserrat Fuentes, Joseph Guinness +1

We derive the properties and demonstrate the desirability of a model-based method for estimating the spatially-varying effects of covariates on the quantile function. By modeling t…

stat.ME2019

Baseline Drift Estimation for Air Quality Data Using Quantile Trend Filtering

Halley L. Brantley, Joseph Guinness, Eric C. Chi

We address the problem of estimating smoothly varying baseline trends in time series data. This problem arises in a wide range of fields, including chemistry, macroeconomics, and m…

stat.AP2019★ 7 cited

Estimating Atmospheric Motion Winds from Satellite Image Data using Space-time Drift Models

Indranil Sahoo, Joseph Guinness, Brian J. Reich

Geostationary satellites collect high-resolution weather data comprising a series of images which can be used to estimate wind speed and direction at different altitudes. The Deriv…

stat.ME2018★ 1 cited

Nonparametric Spectral Methods for Multivariate Spatial and Spatial-Temporal Data

Joseph Guinness

We propose computationally efficient methods for estimating stationary multivariate spatial and spatial-temporal spectra from incomplete gridded data. The methods are iterative and…

stat.CO2018★ 1 cited

Non-Stationary Covariance Estimation using the Stochastic Score Approximation for Large Spatial Data

Amanda Muyskens, Joseph Guinness, Montserrat Fuentes

We introduce computational methods that allow for effective estimation of a flexible, parametric non-stationary spatial model when the field size is too large to compute the multiv…

stat.AP2018

Multivariate Spatial-Temporal Variable Selection with Applications to Seasonal Tropical Cyclone Modeling

Marcela Alfaro Córdoba, Montserrat Fuentes, Joseph Guinness +1

Tropical cyclone and sea surface temperature data have been used in several studies to forecast the total number of hurricanes in the Atlantic Basin. Sea surface temperature (SST)…

stat.ME2018★ 69 cited

Vecchia approximations of Gaussian-process predictions

Matthias Katzfuss, Joseph Guinness, Wenlong Gong +1

Gaussian processes (GPs) are highly flexible function estimators used for geospatial analysis, nonparametric regression, and machine learning, but they are computationally infeasib…

stat.ME2018

Spatial shrinkage via the product independent Gaussian process prior

Arkaprava Roy, Brian J. Reich, Joseph Guinness +2

We study the problem of sparse signal detection on a spatial domain. We propose a novel approach to model continuous signals that are sparse and piecewise smooth as product of inde…

stat.ME2017★ 5 cited

A Test for Isotropy on a Sphere using Spherical Harmonic Functions

Indranil Sahoo, Joseph Guinness, Brian J. Reich

Analysis of geostatistical data is often based on the assumption that the spatial random field is isotropic. This assumption, if erroneous, can adversely affect model predictions a…

stat.ME2017★ 26 cited

Spectral Density Estimation for Random Fields via Periodic Embeddings

Joseph Guinness

We introduce methods for estimating the spectral density of a random field on a -dimensional lattice from incomplete gridded data. Data are iteratively imputed onto an expanded…

stat.ME2017★ 15 cited

A Case Study Competition Among Methods for Analyzing Large Spatial Data

Matthew J. Heaton, Abhirup Datta, Andrew Finley +10

The Gaussian process is an indispensable tool for spatial data analysts. The onset of the "big data" era, however, has lead to the traditional Gaussian process being computationall…