spStackCOS

Bayesian Inference Under Spatial-Temporal Misalignment

spStackCOS implements Bayesian predictive stacking for hierarchical regression of spatially-temporally misaligned data. It develops a Bayesian hierarchical modeling framework to analyze spatially-temporally misaligned exposure and health outcome data, using predictive stacking to optimally combine multiple spatial-temporal predictive models while avoiding iterative estimation algorithms such as Markov chain Monte Carlo. See (Pan & Banerjee, 2026) for details.

Links: GitHub

The following functions fit a Bayesian spatial-temporal linear model and generate samples from the posterior predictive distribution at a spatial-temporal resolution different from what the data is observed at:

  • spLMexactCOS(): spatial-temporal linear model for misaligned data with fixed values of process parameters
  • sptBlockPredictTimeAgg(): spatial-temporal linear model for temporally aggregated misaligned data

References

2026

  1. Envcs
    oz-ca.png
    Bayesian Inference for Spatially-Temporally Misaligned Data Using Predictive Stacking
    Soumyakanti Pan and Sudipto Banerjee
    Environmetrics, 2026