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This paper proposes a hierarchical spatial-temporal model for modelling the spectrograms of animal calls. The motivation stems from analyzing recordings of the so-called grunt calls emitted by various lemur species. Our goal is to identify a latent spectral shape that characterizes each species and facilitates measuring dissimilarities between them. The model addresses the synchronization of animal vocalizations, due to varying time-lengths and speeds, with non-stationary temporal patterns and accounts for periodic sampling artifacts produced by the time discretization of analog signals. The former is achieved through a synchronization function, and the latter is modeled using a circular representation of time. To overcome the curse of dimensionality inherent in the model's implementation, we employ the Nearest Neighbor Gaussian Process, and posterior samples are obtained using the Markov Chain Monte Carlo method. We apply the model to a real dataset comprising sounds from 8 different species. We define a representative sound for each species and compare them using a simple distance measure. Cross-validation is used to evaluate the predictive capability of our proposal and explore special cases. Additionally, a simulation example is provided to demonstrate that the algorithm is capable of retrieving the true parameters., Comment: 33 pages, 11 figures

Building on Dryden et al. (2021), this note presents the Bayesian estimation of a regression model for size-and-shape response variables with Gaussian landmarks. Our proposal fits into the framework of Bayesian latent variable models and allows a highly flexible modelling framework.

Prostatectomized patients are at risk of resurgence, and for this reason, during a follow-up period, they are monitored for Prostate Specific Antigen (PSA) growth, an indicator of tumor progression. The presence of tumors can be evaluated with an expensive exam, called Positron Emission Tomography with Prostate-Specific Membrane Antigen (PET-PSMA). To justify the high cost of the PET-PSMA and, at the same time, to contain the risk for the patient, this exam should be recommended only when the evidence of tumor progression is strong. With the aim of estimating the optimal time to recommend the exam based on the patient's history and collected data, we build a hierarchical Bayesian model that describes, jointly, the PSA growth curve and the probability of a positive PET-PSMA. With our proposal we process all past and present information about the patients PSA measurement and PET-PSMA results, in order to give an informed estimate of the optimal time, improving current practice.

In this work, we propose a model that can be used to infer the behavior of multiple animals. Our proposal is defined as a set of hidden Markov models that are based on the sticky hierarchical Dirichlet process, with a shared base-measure, and a STAP emission distribution. The latent classifications are representative of the behavior assumed by the animals, which is described by the STAP parameters. Given the latent classifications, the animals are independent. As a result of the way we formalize the distribution over the STAP parameters, the animals may share, in different behaviors, the set or a subset of the parameters, thereby allowing us to investigate the similarities between them. The hidden Markov models, based on the Dirichlet process, allow us to estimate the number of latent behaviors for each animal, as a model parameter. This proposal is motivated by a real data problem, where the GPS coordinates of six Maremma Sheepdogs have been observed. Among the other results, we show that four dogs share most of the behavior characteristics, while two have specific behaviors.

GPS technology is currently easily accessible to researchers, and many animal movement datasets are available. Two of the main features that a model which describes an animal's path can possess are directional persistence and attraction to a point in space. In this work, we propose a new approach that can have both characteristics. Our proposal is a hidden Markov model with a new emission distribution. The emission distribution models the two aforementioned characteristics, while the latent state of the hidden Markov model is needed to account for the behavioral modes. We show that the model is easy to implement in a Bayesian framework. We estimate our proposal on the motivating data that represent GPS locations of a Maremma Sheepdog recorded in Australia. The obtained results are easily interpretable and we show that our proposal outperforms the main competitive model.

CircSpaceTime is the only R package currently available that implements Bayesian models for spatial and spatio-temporal interpolation of circular data. Such data are often found in applications where, among the many, wind directions, animal movement directions, and wave directions are involved. To analyze such data we need models for observations at locations s and times t, as the so-called geostatistical models, providing structured dependence assumed to decay in distance and time. The approach we take begins with Gaussian processes defined for linear variables over space and time. Then, we use either wrapping or projection to obtain processes for circular data. The models are cast as hierarchical, with fitting and inference within a Bayesian framework. Altogether, this package implements work developed by a series of papers; the most relevant being Jona Lasinio, Gelfand, and Jona Lasinio (2012); Wang and Gelfand (2014); Mastrantonio, Jona Lasinio, and Gelfand (2016). All procedures are written using Rcpp. Estimates are obtained by MCMC allowing parallelized multiple chains run. The implementation of the proposed models is considerably improved on the simple routines adopted in the research papers. As original running examples, for the spatial and spatio-temporal settings, we use wind directions datasets over central Italy.

Improved communication systems, shrinking battery sizes and the price drop of tracking devices have led to an increasing availability of trajectory tracking data. These data are often analyzed to understand animal behavior. In this work, we propose a new model for interpreting the animal movent as a mixture of characteristic patterns, that we interpret as different behaviors. The probability that the animal is behaving according to a specific pattern, at each time instant, is non-parametrically estimated using the Logistic-Gaussian process. Owing to a new formalization and the way we specify the coregionalization matrix of the associated multivariate Gaussian process, our model is invariant with respect to the choice of the reference element and of the ordering of the probability vector components. We fit the model under a Bayesian framework, and show that the Markov chain Monte Carlo algorithm we propose is straightforward to implement. We perform a simulation study with the aim of showing the ability of the estimation procedure to retrieve the model parameters. We also test the performance of the information criterion we used to select the number of behaviors. The model is then applied to a real dataset where a wolf has been observed before and after procreation. The results are easy to interpret, and clear differences emerge in the two phases.

In this work we introduce a semi-parametric Bayesian change-point model, defining its time dynamic as a latent Markov process based on the Dirichlet process. We treat the number of change point as a random variable and we estimate it during model fitting. Posterior inference is carried out using a Markov chain Monte Carlo algorithm based on a marginalized version of the proposed model. The model is illustrated using simulated examples and two real datasets, namely the coal- mining disasters, that is a widely used dataset for illustrative purpose, and a dataset of indoor radon recordings. With the simulated examples we show that the model is able to recover the parameters and number of change points, and we compare our results with the ones of the-state- of-the-art models, showing a clear improvement in terms of change points identification. The results obtained on the coal-mining disasters and radon data are coherent with previous literature.

We present a multivariate hierarchical space-time model to describe the joint series of monthly extreme temperatures and amounts of rainfall. Data are available for 360 monitoring stations over 60 years, with missing data affecting almost all series. Model components account for spatio-temporal dependence with annual cycles, dependence on covariates and between responses. The very large amount of data is tackled modeling the spatio-temporal dependence by the nearest neighbor Gaussian process. Response multivariate dependencies are described using the linear model of coregionalization, while annual cycles are assessed by a circular representation of time. The proposed approach allows imputation of missing values and easy interpolation of climate surfaces at the national level. The motivation behind is the characterization of the so called ecoregions over the Italian territory. Ecoregions delineate broad and discrete ecologically homogeneous areas of similar potential as regards the climate, physiography, hydrography, vegetation and wildlife, and provide a geographic framework for interpreting ecological processes, disturbance regimes, vegetation patterns and dynamics. To now, the two main Italian macro-ecoregions are hierarchically arranged into 35 zones. The current climatic characterization of Italian ecoregions is based on data and bioclimatic indices for the period 1955-1985 and requires an appropriate update.

The contribution of this work is the introduction of a multivariate circular-linear (or poly- cylindrical) distribution obtained by combining the projected and the skew-normal. We show the flexibility of our proposal, its property of closure under marginalization and how to quantify multivariate dependence. Due to a non-identifiability issue that our proposal inherits from the projected normal, a compu- tational problem arises. We overcome it in a Bayesian framework, adding suitable latent variables and showing that posterior samples can be obtained with a post-processing of the estimation algo- rithm output. Under specific prior choices, this approach enables us to implement a Markov chain Monte Carlo algorithm relying only on Gibbs steps, where the updates of the parameters are done as if we were working with a multivariate normal likelihood. The proposed approach can be also used with the projected normal. As a proof of concept, on simulated examples we show the ability of our algorithm in recovering the parameters values and to solve the identification problem. Then the proposal is used in a real data example, where the turning-angles (circular variables) and the logarithm of the step-lengths (linear variables) of four zebras are jointly modelled.

Winds from the North-West quadrant and lack of precipitation are known to lead to an increase of PM10 concentrations over a residential neighborhood in the city of Taranto (Italy). In 2012 the local government prescribed a reduction of industrial emissions by 10% every time such meteorological conditions are forecasted 72 hours in advance. Wind forecasting is addressed using the Weather Research and Forecasting (WRF) atmospheric simulation system by the Regional Environmental Protection Agency. In the context of distributions-oriented forecast verification, we propose a comprehensive model-based inferential approach to investigate the ability of the WRF system to forecast the local wind speed and direction allowing different performances for unknown weather regimes. Ground-observed and WRF-forecasted wind speed and direction at a relevant location are jointly modeled as a 4-dimensional time series with an unknown finite number of states characterized by homogeneous distributional behavior. The proposed model relies on a mixture of joint projected and skew normal distributions with time-dependent states, where the temporal evolution of the state membership follows a first order Markov process. Parameter estimates, including the number of states, are obtained by a Bayesian MCMC-based method. Results provide useful insights on the performance of WRF forecasts in relation to different combinations of wind speed and direction.

Circular data arise in many areas of application. Recently, there has been interest in looking at circular data collected separately over time and over space. Here, we extend some of this work to the spatio-temporal setting, introducing space-time dependence. We accommodate covariates, implement full kriging and forecasting, and also allow for a nugget which can be time dependent. We work within a Bayesian framework, introducing suitable latent variables to facilitate Markov chain Monte Carlo (MCMC) model fitting. The Bayesian framework enables us to implement full inference, obtaining predictive distributions for kriging and forecasting. We offer comparison between the less flexible but more interpretable wrapped Gaussian process and the more flexible but less interpretable projected Gaussian process. We do this illustratively using both simulated data and data from computer model output for wave directions in the Adriatic Sea off the coast of Italy.

In this work, we deal with a bivariate time series of wind speed and direction. Our observed data have peculiar features, such as informative missing values, non-reliable measures under a specific condition and interval-censored data, that we take into account in the model specification. We analyze the time series with a non-parametric Bayesian hidden Markov model, introducing a new emission distribution based on the invariant wrapped Poisson, the Poisson and the hurdle density, suitable to model our data. The model is estimated on simulated datasets and on the real data example that motivated this work.

We consider modeling of angular or directional data viewed as a linear variable wrapped onto a unit circle. In particular, we focus on the spatio-temporal context, motivated by a collection of wave directions obtained as computer model output developed dynamically over a collection of spatial locations. We propose a novel wrapped skew Gaussian process which enriches the class of wrapped Gaussian process. The wrapped skew Gaussian process enables more flexible marginal distributions than the symmetric ones arising under the wrapped Gaussian process and it allows straightforward interpretation of parameters. We clarify that replication through time enables criticism of the wrapped process in favor of the wrapped skew process. We formulate a hierarchical model incorporating this process and show how to introduce appropriate latent variables in order to enable efficient fitting to dynamic spatial directional data. We also show how to implement kriging and forecasting under this model. We provide a simulation example as a proof of concept as well as a real data example. Both examples reveal consequential improvement in predictive performance for the wrapped skew Gaussian specification compared with the earlier wrapped Gaussian version.

We introduce a new multivariate circular linear distribution suitable for modeling direction and speed in (multiple) animal movement data. To properly account for specific data features, such as heterogeneity and time dependence, a hidden Markov model is used. Parameters are estimated under a Bayesian framework and we provide computational details to implement the Markov chain Monte Carlo algorithm. The proposed model is applied to a dataset of six free-ranging Maremma Sheepdogs. Its predictive performance, as well as the interpretability of the results, are compared to those given by hidden Markov models built on all the combinations of von Mises (circular), wrapped Cauchy (circular), gamma (linear) and Weibull (linear) distributions

In this paper, we propose a discrete circular distribution obtained by extending the wrapped Poisson distribution. This new distribution, the Invariant Wrapped Poisson (IWP), enjoys numerous advantages: simple tractable density, parameter-parsimony and interpretability, good circular dependence structure and easy random number generation thanks to known marginal/conditional distributions. Existing discrete circular distributions strongly depend on the initial direction and orientation, i.e. a change of the reference system on the circle may lead to misleading inferential results. We investigate the invariance properties, i.e. invariance under change of initial direction and of the reference system orientation, for several continuous and discrete distributions. We prove that the introduced IWP distribution satisfies these two crucial properties. We estimate parameters in a Bayesian framework and provide all computational details to implement the algorithm. Inferential issues related to the invariance properties are discussed through numerical examples on artificial and real data.

We introduce a multivariate hidden Markov model to jointly cluster time-series observations with different support, i.e. circular and linear. Relying on the general projected normal distribution, our approach allows for bimodal and/or skewed cluster-specific distributions for the circular variable. Furthermore, we relax the independence assumption between the circular and linear components observed at the same time. Such an assumption is generally used to alleviate the computational burden involved in the parameter estimation step, but it is hard to justify in empirical applications. We carry out a simulation study using different data-generation schemes to investigate model behavior, focusing on well recovering the hidden structure. Finally, the model is used to fit a real data example on a bivariate time series of wind speed and direction., Comment: Environmetrics, (2015)