arXiv subjects

Joaquin Cavieres

Publications and source records attributed to Joaquin Cavieres.

3 recordsLinked to original sources

arXiv2026

regTPS-KLE: A Novel Approach To Approximate A Gaussian Random Field for Bayesian Spatial Modeling

Gaussian random field is a ubiquitous model for spatial phenomena in diverse scientific disciplines. Its approximation is often crucial for computational feasibility in simulation, inference, and uncertainty quantification. The Karhunen-Loève Expansion provides a theoretically optimal basis for representing a Gaussian random field as a sum of deterministic orthonormal functions weighted by uncorrelated random variables. While this is a well-established method for dimension reduction and approximation of (spatial) stochastic processes, its practical application depends on the explicit or implicit definition of the covariance structure. In this work, we propose a novel approach, referred to as regTPS-KLE, for approximating a Gaussian random field by explicitly constructing its covariance via a regularized thin plate spline (TPS) kernel. Because TPS kernels are conditionally positive definite and lack a direct spectral decomposition, we formulate the covariance as the inverse of a regularized elliptic operator. To evaluate its statistical performance, we compare its predictive accuracy and computational efficiency with a Gaussian random field approximation constructed using the stochastic partial differential equations (SPDE) method and implemented within an MCMC algorithm. In simulation studies, the predictive differences between the SPDE and regTPS-KLE models were minimal when the spatial field was generated using Matèrn and exponential covariance functions, while regTPS-KLE models consistently outperformed the SPDE approach in terms of computational efficiency. In a real data application, regTPS-KLE exhibits superior predictive accuracy compared with SPDE models based on leave-one-out cross-validation while also achieving improved computational efficiency.

stat.CO↗

arXiv2024

Why not a thin plate spline for spatial models? A comparative study using Bayesian inference

Spatial modelling often uses Gaussian random fields to capture the stochastic nature of studied phenomena. However, this approach incurs significant computational burdens (O(n3)), primarily due to covariance matrix computations. In this study, we propose to use a low-rank approximation of a thin plate spline as a spatial random effect in Bayesian spatial models. We compare its statistical performance and computational efficiency with the approximated Gaussian random field (by the SPDE method). In this case, the dense matrix of the thin plate spline is approximated using a truncated spectral decomposition, resulting in computational complexity of O(kn2) operations, where k is the number of knots. Bayesian inference is conducted via the Hamiltonian Monte Carlo algorithm of the probabilistic software Stan, which allows us to evaluate performance and diagnostics for the proposed models. A simulation study reveals that both models accurately recover the parameters used to simulate data. However, models using a thin plate spline demonstrate superior execution time to achieve the convergence of chains compared to the models utilizing an approximated Gaussian random field. Furthermore, thin plate spline models exhibited better computational efficiency for simulated data coming from different spatial locations. In a real application, models using a thin plate spline as spatial random effect produced similar results in estimating a relative index of abundance for a benthic marine species when compared to models incorporating an approximated Gaussian random field. Although they were not the more computational efficient models, their simplicity in parametrization, execution time and predictive performance make them a valid alternative for spatial modelling under Bayesian inference.

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arXiv2024

Efficient estimation for a smoothing thin plate spline in a two-dimensional space

Using a deterministic framework allows us to estimate a function with the purpose of interpolating data in spatial statistics. Radial basis functions are commonly used for scattered data interpolation in a d-dimensional space, however, interpolation problems have to deal with dense matrices. For the case of smoothing thin plate splines, we propose an efficient way to address this problem by compressing the dense matrix by an hierarchical matrix ($\mathcal{H}$-matrix) and using the conjugate gradient method to solve the linear system of equations. A simulation study was conducted to assess the effectiveness of the spatial interpolation method. The results indicated that employing an $\mathcal{H}$-matrix along with the conjugate gradient method allows for efficient computations while maintaining a minimal error. We also provide a sensitivity analysis that covers a range of smoothing and compression parameter values, along with a Monte Carlo simulation aimed at quantifying uncertainty in the approximated function. Lastly, we present a comparative study between the proposed approach and thin plate regression using the "mgcv" package of the statistical software R. The comparison results demonstrate similar interpolation performance between the two methods.

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