Dynamic Time Series Models using R-INLA: An Applied Perspective is the outcome of a joint effort to systematically describe the use of R-INLA for analysing time series and showcasing the code and description by several examples. This book introduces the underpinnings of R-INLA and the tools needed for modelling different types of time series using an approximate Bayesian framework. The book is an ideal reference for statisticians and scientists who work with time series data. It provides an excellent resource for teaching a course on Bayesian analysis using state space models for time series. Key Features: Introduction and overview of R-INLA for time series analysis. Gaussian and non-Gaussian state space models for time series. State space models for time series with exogenous predictors. Hierarchical models for a potentially large set of time series. Dynamic modelling of stochastic volatility and spatio-temporal dependence.
Spatial and Spatio-Temporal Bayesian Models with R-INLA provides a much needed, practically oriented & innovative presentation of the combination of Bayesian methodology and spatial statistics. The authors combine an introduction to Bayesian theory and methodology with a focus on the spatial and spatio-temporal models used within the Bayesian framework and a series of practical examples which allow the reader to link the statistical theory presented to real data problems. The numerous examples from the fields of epidemiology, biostatistics and social science all are coded in the R package R-INLA, which has proven to be a valid alternative to the commonly used Markov Chain Monte Carlo simulations
Modeling spatial and spatio-temporal continuous processes is an important and challenging problem in spatial statistics. Advanced Spatial Modeling with Stochastic Partial Differential Equations Using R and INLA describes in detail the stochastic partial differential equations (SPDE) approach for modeling continuous spatial processes with a Matérn covariance, which has been implemented using the integrated nested Laplace approximation (INLA) in the R-INLA package. Key concepts about modeling spatial processes and the SPDE approach are explained with examples using simulated data and real applications. This book has been authored by leading experts in spatial statistics, including the main developers of the INLA and SPDE methodologies and the R-INLA package. It also includes a wide range of applications: * Spatial and spatio-temporal models for continuous outcomes * Analysis of spatial and spatio-temporal point patterns * Coregionalization spatial and spatio-temporal models * Measurement error spatial models * Modeling preferential sampling * Spatial and spatio-temporal models with physical barriers * Survival analysis with spatial effects * Dynamic space-time regression * Spatial and spatio-temporal models for extremes * Hurdle models with spatial effects * Penalized Complexity priors for spatial models All the examples in the book are fully reproducible. Further information about this book, as well as the R code and datasets used, is available from the book website at http://www.r-inla.org/spde-book. The tools described in this book will be useful to researchers in many fields such as biostatistics, spatial statistics, environmental sciences, epidemiology, ecology and others. Graduate and Ph.D. students will also find this book and associated files a valuable resource to learn INLA and the SPDE approach for spatial modeling.
The integrated nested Laplace approximation (INLA) is a recent computational method that can fit Bayesian models in a fraction of the time required by typical Markov chain Monte Carlo (MCMC) methods. INLA focuses on marginal inference on the model parameters of latent Gaussian Markov random fields models and exploits conditional independence properties in the model for computational speed. Bayesian Inference with INLA provides a description of INLA and its associated R package for model fitting. This book describes the underlying methodology as well as how to fit a wide range of models with R. Topics covered include generalized linear mixed-effects models, multilevel models, spatial and spatio-temporal models, smoothing methods, survival analysis, imputation of missing values, and mixture models. Advanced features of the INLA package and how to extend the number of priors and latent models available in the package are discussed. All examples in the book are fully reproducible and datasets and R code are available from the book website. This book will be helpful to researchers from different areas with some background in Bayesian inference that want to apply the INLA method in their work. The examples cover topics on biostatistics, econometrics, education, environmental science, epidemiology, public health, and the social sciences.
This volume presents an eclectic mix of original research articles in areas covering the analysis of ordered data, stochastic modeling and biostatistics. These areas were featured in a conference held at the University of Texas at Dallas from March 7 to 9, 2014 in honor of Professor H. N. Nagaraja’s 60th birthday and his distinguished contributions to statistics. The articles were written by leading experts who were invited to contribute to the volume from among the conference participants. The volume is intended for all researchers with an interest in order statistics, distribution theory, analysis of censored data, stochastic modeling, time series analysis, and statistical methods for the health sciences, including statistical genetics.
The world is becoming increasingly complex, with larger quantities of data available to be analyzed. It so happens that much of these "big data" that are available are spatio-temporal in nature, meaning that they can be indexed by their spatial locations and time stamps. Spatio-Temporal Statistics with R provides an accessible introduction to statistical analysis of spatio-temporal data, with hands-on applications of the statistical methods using R Labs found at the end of each chapter. The book: Gives a step-by-step approach to analyzing spatio-temporal data, starting with visualization, then statistical modelling, with an emphasis on hierarchical statistical models and basis function expansions, and finishing with model evaluation Provides a gradual entry to the methodological aspects of spatio-temporal statistics Provides broad coverage of using R as well as "R Tips" throughout. Features detailed examples and applications in end-of-chapter Labs Features "Technical Notes" throughout to provide additional technical detail where relevant Supplemented by a website featuring the associated R package, data, reviews, errata, a discussion forum, and more The book fills a void in the literature and available software, providing a bridge for students and researchers alike who wish to learn the basics of spatio-temporal statistics. It is written in an informal style and functions as a down-to-earth introduction to the subject. Any reader familiar with calculus-based probability and statistics, and who is comfortable with basic matrix-algebra representations of statistical models, would find this book easy to follow. The goal is to give as many people as possible the tools and confidence to analyze spatio-temporal data.
Spatial Modeling in GIS and R for Earth and Environmental Sciences offers an integrated approach to spatial modelling using both GIS and R. Given the importance of Geographical Information Systems and geostatistics across a variety of applications in Earth and Environmental Science, a clear link between GIS and open source software is essential for the study of spatial objects or phenomena that occur in the real world and facilitate problem-solving. Organized into clear sections on applications and using case studies, the book helps researchers to more quickly understand GIS data and formulate more complex conclusions. The book is the first reference to provide methods and applications for combining the use of R and GIS in modeling spatial processes. It is an essential tool for students and researchers in earth and environmental science, especially those looking to better utilize GIS and spatial modeling. - Offers a clear, interdisciplinary guide to serve researchers in a variety of fields, including hazards, land surveying, remote sensing, cartography, geophysics, geology, natural resources, environment and geography - Provides an overview, methods and case studies for each application - Expresses concepts and methods at an appropriate level for both students and new users to learn by example
Many theories--from the routine to the bizarre--have been offered up to explain the crime decline of the 1990s. Was it record levels of imprisonment? An abatement of the crack cocaine epidemic? More police using better tactics? Or even the effects of legalized abortion? And what can we expect from crime rates in the future? Franklin E. Zimring here takes on the experts, and counters with the first in-depth portrait of the decline and its true significance. The major lesson from the 1990s is that relatively superficial changes in the character of urban life can be associated with up to 75% drops in the crime rate. Crime can drop even if there is no major change in the population, the economy or the schools. Offering the most reliable data available, Zimring documents the decline as the longest and largest since World War II. It ranges across both violent and non-violent offenses, all regions, and every demographic. All Americans, whether they live in cities or suburbs, whether rich or poor, are safer today. Casting a critical and unerring eye on current explanations, this book demonstrates that both long-standing theories of crime prevention and recently generated theories fall far short of explaining the 1990s drop. A careful study of Canadian crime trends reveals that imprisonment and economic factors may not have played the role in the U.S. crime drop that many have suggested. There was no magic bullet but instead a combination of factors working in concert rather than a single cause that produced the decline. Further--and happily for future progress, it is clear that declines in the crime rate do not require fundamental social or structural changes. Smaller shifts in policy can make large differences. The significant reductions in crime rates, especially in New York, where crime dropped twice the national average, suggests that there is room for other cities to repeat this astounding success. In this definitive look at the great American crime decline, Franklin E. Zimring finds no pat answers but evidence that even lower crime rates might be in store.
This handbook focuses on the enormous literature applying statistical methodology and modelling to environmental and ecological processes. The 21st century statistics community has become increasingly interdisciplinary, bringing a large collection of modern tools to all areas of application in environmental processes. In addition, the environmental community has substantially increased its scope of data collection including observational data, satellite-derived data, and computer model output. The resultant impact in this latter community has been substantial; no longer are simple regression and analysis of variance methods adequate. The contribution of this handbook is to assemble a state-of-the-art view of this interface. Features: An internationally regarded editorial team. A distinguished collection of contributors. A thoroughly contemporary treatment of a substantial interdisciplinary interface. Written to engage both statisticians as well as quantitative environmental researchers. 34 chapters covering methodology, ecological processes, environmental exposure, and statistical methods in climate science.
