论文标题

贝叶斯空间预测合成

Bayesian Spatial Predictive Synthesis

论文作者

Cabel, Danielle, Sugasawa, Shonosuke, Kato, Masahiro, Takanashi, Kosaku, McAlinn, Kenichiro

论文摘要

由于空间依赖性(通常以复杂和非线性为特征),模型错误指定是空间数据分析和预测中普遍且关键的问题。由于数据及其模型性能是异质的,典型的模型选择,并且假定同质性不合适的集合方法。我们通过提出一种新型的贝叶斯集合方法来解决空间数据的模型不确定性问题,该方法可以捕获多个空间预测的空间变化模型的不确定性和性能异质性,并将它们综合为改进的预测,我们称它们称为贝叶斯空间预测性合成。我们的建议是通过指定潜在因子的空间变化系数模型作为合成函数来定义的,该模型使每个模型的空间特征都可以学习,并且整体系数可以在区域上变化以实现灵活的预测。我们从理论上最佳的数据生成过程中得出方法,并证明它为其预测性能提供了有限的样本理论保证,特别是预测是确切的最小值。实施了两种MCMC策略,以进行完全不确定性量化,以及快速推理的变异推理策略。我们还扩展了一般响应的估计策略。通过仿真示例和房地产和生态学中的两个实际数据应用,我们提出的贝叶斯空间预测合成优于标准空间模型和集合方法,以及先进的机器学习方法,以及预测的准确性和不确定性量化,同时维持预测机制的解释性。

Due to spatial dependence -- often characterized as complex and non-linear -- model misspecification is a prevalent and critical issue in spatial data analysis and prediction. As the data, and thus model performance, is heterogeneous, typical model selection and ensemble methods that assume homogeneity are not suitable. We address the issue of model uncertainty for spatial data by proposing a novel Bayesian ensemble methodology that captures spatially-varying model uncertainty and performance heterogeneity of multiple spatial predictions, and synthesizes them for improved predictions, which we call Bayesian spatial predictive synthesis. Our proposal is defined by specifying a latent factor spatially-varying coefficient model as the synthesis function, which enables spatial characteristics of each model to be learned and ensemble coefficients to vary over regions to achieve flexible predictions. We derive our method from the theoretically best approximation of the data generating process, and show that it provides a finite sample theoretical guarantee for its predictive performance, specifically that the predictions are exact minimax. Two MCMC strategies are implemented for full uncertainty quantification, as well as a variational inference strategy for fast point inference. We also extend the estimation strategy for general responses. Through simulation examples and two real data applications in real estate and ecology, our proposed Bayesian spatial predictive synthesis outperforms standard spatial models and ensemble methods, and advanced machine learning methods, in terms of predictive accuracy and uncertainty quantification, while maintaining interpretability of the prediction mechanism.

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