We propose a simple piecewise model for a sample of peaks-over-threshold, non-stationary with respect to multidimensional covariates, estimated using a carefully-designed computationally-efficient Bayesian inference. Model parameters are themselves parameterised as functions of covariates using penalised B-spline representations. This allows detailed characterisation of non-stationarity extreme environments. The approach gives similar inferences to a comparable frequentist penalised maximum likelihood method, but is computationally considerably more efficient and allows a more complete characterisation of uncertainty in a single modelling step. We use the model to quantify the joint directional and seasonal variation of storm peak significant wave height at a northern North Sea location, and estimate predictive directional-seasonal return value distributions necessary for the design and reliability assessment of marine and coastal structures.

The increasing prevalence of relational data describing interactions among a target population has motivated a wide literature on statistical network analysis. In many applications, interactions may involve more than two members of the population and this data is more appropriately represented by a hypergraph. In this paper we present a model for hypergraph data which extends the latent space distance model of Hoff et al. (2002) and, by drawing a connection to constructs from computational topology, we develop a model whose likelihood is inexpensive to compute. We obtain posterior samples via an MCMC scheme and we rely on Bookstein coordinates to remove the identifiability issues associated with the latent representation. We demonstrate that the latent space construction imposes desirable properties on the hypergraphs generated in our framework and provides a convenient visualisation of the data. Furthermore, through simulation, we investigate the flexibility of our model and consider estimating predictive distributions. Finally, we explore the application of our model to a real world co-occurrence dataset.

We derive a Matérn Gaussian process (GP) on the vertices of a hypergraph. This enables estimation of regression models of observed or latent values associated with the vertices, in which the correlation and uncertainty estimates are informed by the hypergraph structure. We further present a framework for embedding the vertices of a hypergraph into a latent space using the hypergraph GP. Finally, we provide a scheme for identifying a small number of representative inducing vertices that enables scalable inference through sparse GPs. We demonstrate the utility of our framework on three challenging real-world problems that concern multi-class classification for the political party affiliation of legislators on the basis of voting behaviour, probabilistic matrix factorisation of movie reviews, and embedding a hypergraph of animals into a low-dimensional latent space.

We provide a general framework for constructing probability distributions on Riemannian manifolds, taking advantage of area-preserving maps and isometries. Control over distributions' properties, such as parameters, symmetry and modality yield a family of flexible distributions that are straightforward to sample from, suitable for use within Monte Carlo algorithms and latent variable models, such as autoencoders. As an illustration, we empirically validate our approach by utilizing our proposed distributions within a variational autoencoder and a latent space network model. Finally, we take advantage of the generalized description of this framework to posit questions for future work.

In this article we focus on dynamic network data which describe interactions among a fixed population through time. We model this data using the latent space framework, in which the probability of a connection forming is expressed as a function of low-dimensional latent coordinates associated with the nodes, and consider sequential estimation of model parameters via Sequential Monte Carlo (SMC) methods. In this setting, SMC is a natural candidate for estimation which offers greater scalability than existing approaches commonly considered in the literature, allows for estimates to be conveniently updated given additional observations and facilitates both online and offline inference. We present a novel approach to sequentially infer parameters of dynamic latent space network models by building on techniques from the high-dimensional SMC literature. Furthermore, we examine the scalability and performance of our approach via simulation, demonstrate the flexibility of our approach to model variants and analyse a real-world dataset describing classroom contacts.