3 papers
stat.ME2025
Bayesian inference for spatio-temporal hidden Markov models using the exchange algorithm
Daniele Tancini, Riccardo Rastelli, Francesco Bartolucci
Spatio-temporal hidden Markov models are extremely difficult to estimate because their latent joint distributions are available only in trivial cases. In the estimation phase, thes…
stat.AP2024
A dynamic latent space time series model to assess the spread of mumps in England
Hardeep Kaur, Riccardo Rastelli
This work is motivated by an original dataset of reported mumps cases across nine regions of England, and focuses on the modeling of temporal dynamics and time-varying dependency p…
stat.ME2024
A latent space model for multivariate count data time series analysis
Hardeep Kaur, Riccardo Rastelli
Motivated by a dataset of burglaries in Chicago, USA, we introduce a novel framework to analyze time series of count data combining common multivariate time series models with late…