arXiv subjects

Tobia Filosi

Publications and source records attributed to Tobia Filosi.

5 recordsLinked to original sources

arXiv2026

Scalable model selection for count time series with structural breaks: application to solid-organ transplantation during and after COVID-19 in the USA and Italy

Weekly healthcare activity data are typically non-negative counts with temporal dependence and occasional system-wide disruptions, settings in which Gaussian time-series models may be inadequate. Solid organ transplant (SOT) activity provides a representative case study of a count process affected by a large external shock. We analyse weekly SOT counts in the USA and Italy from 2014 to October 2024, stratified by donor type (deceased vs living) and organ (kidney and liver). We fit Poisson and negative-binomial count time-series models incorporating short-term dynamics, calendar effects (holiday weeks), and pre-specified pandemic-period level and/or slope indicators. Candidate specifications are screened within a pre-defined portfolio and selected using BIC within each training window. Forecasting performance is evaluated with an expanding-window design at horizons $h\in\{4,8,12\}$ weeks. Alongside RMSE, we report empirical coverage of nominal $95\%$ predictive intervals and interval widths to summarise calibration and forecast uncertainty. Across strata, selected models capture substantial pandemic-period deviations and varying post-period trajectories. Deceased-donor series are broadly consistent with a return towards pre-pandemic baselines in both countries, whereas the US living-donor series shows a more gradual convergence in this application. Within the explored model class and validation protocol, auxiliary covariates representing COVID burden and mortality add limited incremental predictive contribution beyond autoregressive and calendar components. Our analysis shows that donation time series represent an unconditional phenomenon, with auxiliary variables having a statistically negligible impact on donations, thus allowing a focus on more practical aspects related to ongoing challenges in the post-pandemic era, such as hospital overloads and changes in public perception.

stat.AP↗

arXiv2025

A Triad of Networks and a Triad of Fusions for the Other Climate Crisis

Shaw and Stevens call for a new paradigm in climate science criticizes Large Scale Determinism in favor of (i) embracing discrepancies, (ii) embracing hierarchies, and (iii) create disruption while keeping interpretability. The last 20 years have seen a plethora of contributions relating complex networks with climate data and climate models. We provide a view of climate networks through a triad of frameworks and associated paradigms: (a) networks of data, where both (geographical) nodes and their links (arcs) are determined according to some metrics and/or statistical criteria; (b) climate data over networks, where the structure of the network (for both vertices and edges) is topologically pre-determined, and the climate variable is continuously defined over the (nonlinear) network; finally, (c) networks for data, referring to the huge machinery based on networks within the realm machine learning and statistics, with specific emphasis on their use for climate data. This paper is not a mere description of each element of the network triad, but rather a manifesto for the creation of three classes of fusions (we term them bridges). We advocate and carefully justify a fusion within to provide a corpus unicuum inside the network triad. We then prove that the fusion within is the starting point for a fusion between, where the network triad becomes a condition sine qua non for the implementation of the Shaw-Stevens agenda. We culminate with a meta fusion that allows for the creation of what we term a Shaw-Stevens network ecosystem.

physics.soc-ph↗

arXiv2025

Vector-Valued Gaussian Processes and their Kernels on a Class of Metric Graphs

Despite the increasing importance of stochastic processes on linear networks and graphs, current literature on multivariate (vector-valued) Gaussian random fields on metric graphs is elusive. This paper challenges several aspects related to the construction of proper matrix-valued kernels structures. We start by considering matrix-valued metrics that can be composed with scalar- or matrix-valued functions to implement valid kernels associated with vector-valued Gaussian fields. We then provide conditions for certain classes of matrix-valued functions to be composed with the univariate resistance metric and ensure positive semidefiniteness. Special attention is then devoted to Euclidean trees, where a substantial effort is required given the absence of literature related to multivariate kernels depending on the $\ell_1$ metric. Hence, we provide a foundational contribution to certain classes of matrix-valued positive semidefinite functions depending on the $\ell_1$ metric. This fact is then used to characterise kernels on Euclidean trees with a finite number of leaves. Amongst those, we provide classes of matrix-valued covariance functions that are compactly supported.

math.ST↗

arXiv2024

Computationally Efficient Algorithms for Simulating Isotropic Gaussian Random Fields on Graphs with Euclidean Edges

This work addresses the problem of simulating Gaussian random fields that are continuously indexed over a class of metric graphs, termed graphs with Euclidean edges, being more general and flexible than linear networks. We introduce three general algorithms that allow to reconstruct a wide spectrum of random fields having a covariance function that depends on a specific metric, called resistance metric, and proposed in recent literature. The algorithms are applied to a synthetic case study consisting of a street network. They prove to be fast and accurate in that they reproduce the target covariance function and provide random fields whose finite-dimensional distributions are approximately Gaussian.

math.ST↗

arXiv2023

Temporally-Evolving Generalised Networks and their Reproducing Kernels

This paper considers generalised network, intended as networks where (a) the edges connecting the nodes are nonlinear, and (b) stochastic processes are continuously indexed over both vertices and edges. Such topological structures are normally represented through special classes of graphs, termed graphs with Euclidean edges. We build generalised networks in which topology changes over time instants. That is, vertices and edges can disappear at subsequent time instants and edges may change in shape and length. We consider both cases of linear or circular time. For the second case, the generalised network exhibits a periodic structure. Our findings allow to illustrate pros and cons of each setting. Generalised networks become semi-metric spaces whenever equipped with a proper semi-metric. Our approach allows to build proper semi-metrics for the temporally-evolving topological structures of the networks. Our final effort is then devoted to guiding the reader through appropriate choice of classes of functions that allow to build proper reproducing kernels when composed with the temporally-evolving semi-metrics topological structures.

cs.SI↗