BART-SIMP: a novel framework for flexible spatial covariate modeling and
prediction using Bayesian additive regression trees
- URL: http://arxiv.org/abs/2309.13270v1
- Date: Sat, 23 Sep 2023 05:35:17 GMT
- Title: BART-SIMP: a novel framework for flexible spatial covariate modeling and
prediction using Bayesian additive regression trees
- Authors: Alex Ziyu Jiang and Jon Wakefield
- Abstract summary: We investigate a novel combination of a Gaussian process spatial model and a Bayesian Additive Regression Tree (BART) model.
The computational burden of the approach is reduced by combining Markov chain Monte Carlo with the Integrated Nested Laplace Approximation (INLA) technique.
We study the performance of the method via simulations and use the model to predict anthropometric responses, collected via household cluster samples in Kenya.
- Score: 0.0
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Prediction is a classic challenge in spatial statistics and the inclusion of
spatial covariates can greatly improve predictive performance when incorporated
into a model with latent spatial effects. It is desirable to develop flexible
regression models that allow for nonlinearities and interactions in the
covariate structure. Machine learning models have been suggested in the spatial
context, allowing for spatial dependence in the residuals, but fail to provide
reliable uncertainty estimates. In this paper, we investigate a novel
combination of a Gaussian process spatial model and a Bayesian Additive
Regression Tree (BART) model. The computational burden of the approach is
reduced by combining Markov chain Monte Carlo (MCMC) with the Integrated Nested
Laplace Approximation (INLA) technique. We study the performance of the method
via simulations and use the model to predict anthropometric responses,
collected via household cluster samples in Kenya.
Related papers
- Embedded Nonlocal Operator Regression (ENOR): Quantifying model error in learning nonlocal operators [8.585650361148558]
We propose a new framework to learn a nonlocal homogenized surrogate model and its structural model error.
This framework provides discrepancy-adaptive uncertainty quantification for homogenized material response predictions in long-term simulations.
arXiv Detail & Related papers (2024-10-27T04:17:27Z) - Bayesian Semi-structured Subspace Inference [0.0]
Semi-structured regression models enable the joint modeling of interpretable structured and complex unstructured feature effects.
We present a Bayesian approximation for semi-structured regression models using subspace inference.
Our approach exhibits competitive predictive performance across simulated and real-world datasets.
arXiv Detail & Related papers (2024-01-23T18:15:58Z) - Distributed Bayesian Learning of Dynamic States [65.7870637855531]
The proposed algorithm is a distributed Bayesian filtering task for finite-state hidden Markov models.
It can be used for sequential state estimation, as well as for modeling opinion formation over social networks under dynamic environments.
arXiv Detail & Related papers (2022-12-05T19:40:17Z) - When to Update Your Model: Constrained Model-based Reinforcement
Learning [50.74369835934703]
We propose a novel and general theoretical scheme for a non-decreasing performance guarantee of model-based RL (MBRL)
Our follow-up derived bounds reveal the relationship between model shifts and performance improvement.
A further example demonstrates that learning models from a dynamically-varying number of explorations benefit the eventual returns.
arXiv Detail & Related papers (2022-10-15T17:57:43Z) - Adaptive LASSO estimation for functional hidden dynamic geostatistical
model [69.10717733870575]
We propose a novel model selection algorithm based on a penalized maximum likelihood estimator (PMLE) for functional hiddenstatistical models (f-HD)
The algorithm is based on iterative optimisation and uses an adaptive least absolute shrinkage and selector operator (GMSOLAS) penalty function, wherein the weights are obtained by the unpenalised f-HD maximum-likelihood estimators.
arXiv Detail & Related papers (2022-08-10T19:17:45Z) - Dynamic Bayesian Network Auxiliary ABC-SMC for Hybrid Model Bayesian
Inference to Accelerate Biomanufacturing Process Mechanism Learning and
Robust Control [2.727760379582405]
We present a knowledge graph hybrid model characterizing complex causal interdependencies of underlying bioprocessing mechanisms.
It can faithfully capture the important properties, including nonlinear reactions, partially observed state, and nonstationary dynamics.
We derive a posterior distribution model uncertainty, which can facilitate mechanism learning and support robust process control.
arXiv Detail & Related papers (2022-05-05T02:54:21Z) - Spatially-Varying Bayesian Predictive Synthesis for Flexible and
Interpretable Spatial Prediction [6.07227513262407]
We propose a novel methodology that captures spatially-varying model uncertainty, which we call spatial Bayesian predictive synthesis.
We show that our proposed spatial Bayesian predictive synthesis outperforms standard spatial models and advanced machine learning methods.
arXiv Detail & Related papers (2022-03-10T07:16:29Z) - Spatially and Robustly Hybrid Mixture Regression Model for Inference of
Spatial Dependence [15.988679065054498]
We propose a Spatial Robust Mixture Regression model to investigate the relationship between a response variable and a set of explanatory variables over the spatial domain.
Our method integrates the robust finite mixture Gaussian regression model with spatial constraints, to simultaneously handle the spatial nonstationarity, local homogeneity, and outliers.
Experimental results on many synthetic and real-world datasets demonstrate the robustness, accuracy, and effectiveness of our proposed method.
arXiv Detail & Related papers (2021-09-01T16:29:46Z) - MINIMALIST: Mutual INformatIon Maximization for Amortized Likelihood
Inference from Sampled Trajectories [61.3299263929289]
Simulation-based inference enables learning the parameters of a model even when its likelihood cannot be computed in practice.
One class of methods uses data simulated with different parameters to infer an amortized estimator for the likelihood-to-evidence ratio.
We show that this approach can be formulated in terms of mutual information between model parameters and simulated data.
arXiv Detail & Related papers (2021-06-03T12:59:16Z) - Autoregressive Score Matching [113.4502004812927]
We propose autoregressive conditional score models (AR-CSM) where we parameterize the joint distribution in terms of the derivatives of univariable log-conditionals (scores)
For AR-CSM models, this divergence between data and model distributions can be computed and optimized efficiently, requiring no expensive sampling or adversarial training.
We show with extensive experimental results that it can be applied to density estimation on synthetic data, image generation, image denoising, and training latent variable models with implicit encoders.
arXiv Detail & Related papers (2020-10-24T07:01:24Z) - Control as Hybrid Inference [62.997667081978825]
We present an implementation of CHI which naturally mediates the balance between iterative and amortised inference.
We verify the scalability of our algorithm on a continuous control benchmark, demonstrating that it outperforms strong model-free and model-based baselines.
arXiv Detail & Related papers (2020-07-11T19:44:09Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.