Multivariate Gaussian processes (GPs) offer a powerful probabilistic framework to represent complex interdependent phenomena. They pose, however, significant computational challenges in high-dimensional settings, which frequently arise in spatio-temporal applications. We present DALIA, a highly scalable framework for performing Bayesian inference tasks on spatio-temporal multivariate GPs, based on the methodology of integrated nested Laplace approximations. Our approach relies on a sparse inverse covariance matrix formulation of the GP, puts forward a GPU-accelerated block-dense approach, and introduces a hierarchical, triple-layer, distributed-memory parallel scheme. We showcase weak-scaling performance surpassing the state of the art by two orders of magnitude on a model whose parameter space is 8 × larger and measure strong-scaling speedups of three orders of magnitude when running on 496 GH200 superchips on the Alps supercomputer. Applying DALIA to an air pollution study over northern Italy spanning 48 days, we showcase refined spatial resolutions over the aggregated pollutant measurements.

In infectious disease surveillance, incidence data are frequently subject to reporting delays and retrospective corrections, making it hard to assess current trends in real time. A variety of probabilistic nowcasting methods have been suggested to correct for the resulting biases. Building upon a recent comparison of eight of these methods in an application to COVID-19 hospitalization data from Germany, the objective of this paper is twofold. Firstly, we investigate how nowcasts from different models can be improved using statistical post-processing methods as employed, e.g., in weather forecasting. Secondly, we assess the potential of weighted ensemble nowcasts, i.e., weighted combinations of different probabilistic nowcasts. These are a natural extension of unweighted nowcast ensembles, which have previously been found to outperform most individual models. Both in post-processing and ensemble building, specific challenges arise from the fact that data are constantly revised, hindering the use of standard approaches. We find that post-processing can improve the individual performance of almost all considered models both in terms of evaluation scores and forecast interval coverage. Improving upon the performance of unweighted ensemble nowcasts via weighting schemes, on the other hand, poses a substantial challenge. Across an array of approaches, we find modest improvement in scores for some and decreased performance for most, with overall more favorable results for simple methods. In terms of forecast interval coverage, however, our methods lead to rather consistent improvements over the unweighted ensembles.