LMBP-ISM joint workshop

Session

Session: Statistical Modeling

24 Oct 2025, 10:00

Amphi Hennequin (Laboratoire de Mathématiques Blaise Pascal )

Conveners

Session: Statistical Modeling

• François Septier (Université Bretagne Sud (UBS))

Session: Statistical Modeling

• Daisuke Murakami (The Institute of Statistical Mathematics (ISM))

Session: Statistical Modeling

• Keisuke Yano (The Institute of Statistical Mathematics (ISM))

10. Generalised hyperbolic state space models with application to spatio-temporal heat wave prediction

François Septier (Université Bretagne Sud (UBS))

24/10/2025, 10:00

As global warming progresses, it is increasingly important to monitor and analyse spatio-temporal patterns of heat waves and other extreme climate-related events that impact urban areas. In this work, we present a novel dynamic spatio-temporal model by combining a state space model (SSM) and a generalised hyperbolic distribution to flexibly describe a spatial-temporal profile of the tail...

11. Sub-model aggregation for scalable spatially varying coefficient modeling

Prof. Daisuke Murakami (The Institute of Statistical Mathematics (ISM))

24/10/2025, 11:00

This study aggregates/combines global and local sub-models to build a fast and flexible spatially varying coefficient model. An approach inspired by the generalized product-of-experts method is used to aggregate the sub-models. The aggregated model has the following properties: (i) computationally efficient; (ii) the marginal likelihood is available in closed-form; (iii) each sub-model can be...

12. Minimum information dependence modeling:

Prof. Keisuke Yano (The Institute of Statistical Mathematics (ISM))

24/10/2025, 11:45

We propose a method to construct a joint statistical model for mixed-domain data to analyze their dependence. The model is characterized by two orthogonal parameters: the dependence parameter and the marginal parameter. To estimate the dependence parameter, a conditional inference together with a sampling procedure is proposed and is shown to provide a consistent estimator. Illustrative...