A dependent Bayesian Dirichlet process model for source apportionment of particle number size distribution.

The relationship between particle exposure and health risks has been well established in recent years. Particulate matter (PM) is made up of different components coming from several sources, which might have different level of toxicity. Hence, identifying these sources is an important task in order to implement effective policies to improve air quality and population health. The problem of identifying sources of particulate pollution has already been studied in the literature. However, current methods require an a priori specification of the number of sources and do not include information on covariates in the source allocations. Here, we propose a novel Bayesian nonparametric approach to overcome these limitations. In particular, we model source contribution using a Dirichlet process as a prior for source profiles, which allows us to estimate the number of components that contribute to particle concentration rather than fixing this number beforehand. To better characterize them we also include meteorological variables (wind speed and direction) as covariates within the allocation process via a flexible Gaussian kernel. We apply the model to apportion particle number size distribution measured near London Gatwick Airport (UK) in 2019. When analyzing this data, we are able to identify the most common PM sources, as well as new sources that have not been identified with the commonly used methods.

Nonparametric trend estimation in functional time series with application to annual mortality rates.

We address the problem of trend estimation for functional time series. Existing contributions either deal with detecting a functional trend or assuming a simple model. They consider neither the estimation of a general functional trend nor the analysis of functional time series with a functional trend component. Similarly to univariate time series, we propose an alternative methodology to analyze functional time series, taking into account a functional trend component. We propose to estimate the functional trend by using a tensor product surface that is easy to implement, to interpret, and allows to control the smoothness properties of the estimator. Through a Monte Carlo study, we simulate different scenarios of functional processes to show that our estimator accurately identifies the functional trend component. We also show that the dependency structure of the estimated stationary time series component is not significantly affected by the error approximation of the functional trend component. We apply our methodology to annual mortality rates in France.