SearcharxivSearch

arXiv · 2308.05812

Exploring the Efficacy of Statistical and Deep Learning Methods for Large Spatial Datasets: A Case Study

Abstract

Increasingly large and complex spatial datasets pose massive inferential challenges due to high computational and storage costs. Our study is motivated by the KAUST Competition on Large Spatial Datasets 2023, which tasked participants with estimating spatial covariance-related parameters and predicting values at testing sites, along with uncertainty estimates. We compared various statistical and deep learning approaches through cross-validation and ultimately selected the Vecchia approximation technique for model fitting. To overcome the constraints in the R package GpGp, which lacked support for fitting zero-mean Gaussian processes and direct uncertainty estimation-two things that are necessary for the competition, we developed additional \texttt{R} functions. Besides, we implemented certain subsampling-based approximations and parametric smoothing for skewed sampling distributions of the estimators. Our team DesiBoys secured victory in two out of four sub-competitions, validating the effectiveness of our proposed strategies. Moreover, we extended our evaluation to a large real spatial satellite-derived dataset on total precipitable water, where we compared the predictive performances of different models using multiple diagnostics.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Arnab Hazra, Pratik Nag, Rishikesh Yadav, Ying Sun. 2023-08-10. Exploring the Efficacy of Statistical and Deep Learning Methods for Large Spatial Datasets: A Case Study. https://arxiv.org/abs/2308.05812

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Estimating Hierarchically Rank Structured Covariance Matrices

We consider the problem of estimating a high-dimensional covariance matrix from a very limited number of samples. This problem is ubiquitous in computational fluid dynamics, where a small number of fluid snapshots must be used to construct a Gramian matrix determining a reduced-order model, as well as in computational geoscience, where a small ensemble of Earth system forecasts must be used to estimate the covariance matrix associated with the forecast uncertainty. It is common practice to regularize the small-sample covariance by imposing a "localization" structure that enforces a physically realistic correlation length scale, imposing a sparsity constraint, "shrinking" towards a prescribed target, or attenuating small correlations. We propose an alternate technique that regularizes the small-sample covariance by imposing hierarchical rank structure. Compared to regularization methods that assume sparsity such as spatial localization, hierarchical rank structure accommodates a wider range of covariance matrices, roughly corresponding to situations where long-range correlations vary more smoothly than short-range ones. It also results in a data-sparse matrix format that permits highly efficient matrix-vector products. We present theory and algorithms which show how to efficiently estimate a high-dimensional, hierarchically rank structured covariance matrix from limited samples. Through an error analysis and numerical experiments with a variety of model problems, we demonstrate that these techniques are effective at reducing sampling errors, and that in many cases they achieve smaller estimation error than conventional techniques.

stat.CO

Optimal Slice-Adaptive Tuning of Hybrid Slice Sampling

Slice sampling is a Markov chain Monte Carlo algorithm that draws its next state uniformly from a "slice"---a super-level set of the target density function---at each iteration, thereby providing automatic local adaptivity to the scale of the target. In practice the exact slice is not known, so general-purpose implementations use an approximate slice that is grown from a starting interval of length $w>0$, with a computational cost that depends on $w$. This work presents an analysis of the average per-iteration number of target density evaluations, as a function of $w$, of hybrid slice sampling with various slice-finding schemes for targets with contiguous slices. The paper uses the results of the analysis to develop automated, slice-adaptive tuning schemes along with suboptimality bounds and asymptotic convergence guarantees. Simulations demonstrate that the tuning schemes reliably yield near-optimal slice-adaptive tuning with essentially no dependence on the initial setting of $w$.

stat.CO