Dan Cunha | Searcharxiv

arXiv2026

Spatially orthogonal factor models for spatial transcriptomics and remote sensing data

Principal component analyses are often applied to spatial data towards inference on latent modes of spatial variation. These analyses are widespread across domains including spatial transcriptomics and environmental sciences, where the modes of spatial variation are represented by corresponding factors of gene expression or remotely sensed time series measurements. Many methods have been proposed for incorporating spatial information into a probabilistic PCA framework; however, there are three main drawbacks to currently available approaches. First, the loadings matrices are not orthogonal, and subsequent orthogonalization of those loadings corrupts the original prior spatial information. Furthermore, currently proposed methods assume stationarity in their spatial prior. Finally, current methods typically do not achieve linear-time computational complexity with respect to the number of spatial locations. To resolve these problems, we first parameterize the model directly with orthogonal loadings. For the prior distribution, we derive the sampling distribution of an SVD transformation with $k$ unique and $m-k$ repeated singular values. We then show under this model that the maximum a posteriori estimator for the orthogonal loadings is the eigendecomposition of $S + \frac{1}{n}\Sigma$, where $S$ is the empirical covariance matrix and $\Sigma$ is the prior spatial covariance. We develop a minorization-maximization-within-EM algorithm that is linear in computational complexity with respect to the number of spatial locations. We further extend our MM-EM algorithm to handle held-out locations and develop a validation strategy for optimizing the nonstationary prior covariance. Our methodology is used to infer the spatial distribution of direction-specific length scales in a human brain spatial transcriptomics case study, as well as a continental-scale phenology case study in sub-Saharan Africa.

stat.ME↗

arXiv2025

Bernstein Polynomial Processes for Continuous Time Change Detection

There is a lack of methodological results for continuous time change detection due to the challenges of noninformative prior specification and efficient posterior inference in this setting. Most methodologies to date assume data are collected according to uniformly spaced time intervals. This assumption incurs bias in the continuous time setting where, a priori, two consecutive observations measured closely in time are less likely to change than two consecutive observations that are far apart in time. Models proposed in this setting have required MCMC sampling which is not ideal. To address these issues, we derive the heterogeneous continuous time Markov chain that models change point transition probabilities noninformatively. By construction, change points under this model can be inferred efficiently using the forward backward algorithm and do not require MCMC sampling. We then develop a novel loss function for the continuous time setting, derive its Bayes estimator, and demonstrate its performance on synthetic data. A case study using time series of remotely sensed observations is then carried out on three change detection applications. To reduce falsely detected changes in this setting, we develop a semiparametric mean function that captures interannual variability due to weather in addition to trend and seasonal components.

stat.ME↗