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Mami Kajita

Publications and source records attributed to Mami Kajita.

5 recordsLinked to original sources

Fast spatio-temporally varying coefficient modeling with reluctant interaction selection

Spatially and temporally varying coefficient (STVC) models are currently attracting attention as a flexible tool to explore the spatio-temporal patterns in regression coefficients. However, these models often struggle with balancing computational efficiency and model flexibility. To address this challenge, this study develops a fast and flexible method for STVC modeling. For enhanced flexibility in modeling, we assume multiple processes in each varying coefficient, including purely spatial, purely temporal, and spatio-temporal interaction processes with or without time cyclicity. While considering multiple processes can be time consuming, we combine a pre-conditioning method with a model selection procedure, inspired by reluctant interaction modeling. This approach allows us to computationally efficiently select and specify the latent space-time structure. Monte Carlo experiments demonstrate that the proposed method outperforms alternatives in terms of coefficient estimation accuracy and computational efficiency. Finally, we apply the proposed method to crime analysis using a sample size of 279,360, confirming that the proposed method provides reasonable estimates of varying coefficients. The STVC model is implemented in an R package spmoran.

stat.ME

Spatial regression-based transfer learning for prediction problems

Although spatial prediction is widely used for urban and environmental monitoring, its accuracy is often unsatisfactory if only a small number of samples are available in the study area. The objective of this study was to improve the prediction accuracy in such a case through transfer learning using larger samples obtained outside the study area. Our proposal is to pre-train latent spatial-dependent processes, which are difficult to transfer, and apply them as additional features in the subsequent transfer learning. The proposed method is designed to involve local spatial dependence and can be implemented easily. This spatial-regression-based transfer learning is expected to achieve a higher and more stable prediction accuracy than conventional learning, which does not explicitly consider local spatial dependence. The performance of the proposed method was examined using land price and crime predictions. These results suggest that the proposed method successfully improved the accuracy and stability of these spatial predictions.

stat.AP

Compositionally-warped additive mixed modeling for a wide variety of non-Gaussian spatial data

As with the advancement of geographical information systems, non-Gaussian spatial data sets are getting larger and more diverse. This study develops a general framework for fast and flexible non-Gaussian regression, especially for spatial/spatiotemporal modeling. The developed model, termed the compositionally-warped additive mixed model (CAMM), combines an additive mixed model (AMM) and the compositionally-warped Gaussian process to model a wide variety of non-Gaussian continuous data including spatial and other effects. A specific advantage of the proposed CAMM is that it requires no explicit assumption of data distribution unlike existing AMMs. Monte Carlo experiments show the estimation accuracy and computational efficiency of CAMM for modeling non-Gaussian data including fat-tailed and/or skewed distributions. Finally, the model is applied to crime data to examine the empirical performance of the regression analysis and prediction. The result shows that CAMM provides intuitively reasonable coefficient estimates and outperforms AMM in terms of prediction accuracy. CAMM is verified to be a fast and flexible model that potentially covers a wide variety of non-Gaussian data modeling. The proposed approach is implemented in an R package spmoran.

stat.ME

Scalable model selection for spatial additive mixed modeling: application to crime analysis

A rapid growth in spatial open datasets has led to a huge demand for regression approaches accommodating spatial and non-spatial effects in big data. Regression model selection is particularly important to stably estimate flexible regression models. However, conventional methods can be slow for large samples. Hence, we develop a fast and practical model-selection approach for spatial regression models, focusing on the selection of coefficient types that include constant, spatially varying, and non-spatially varying coefficients. A pre-processing approach, which replaces data matrices with small inner products through dimension reduction dramatically accelerates the computation speed of model selection. Numerical experiments show that our approach selects the model accurately and computationally efficiently, highlighting the importance of model selection in the spatial regression context. Then, the present approach is applied to open data to investigate local factors affecting crime in Japan. The results suggest that our approach is useful not only for selecting factors influencing crime risk but also for predicting crime events. This scalable model selection will be key to appropriately specifying flexible and large-scale spatial regression models in the era of big data. The developed model selection approach was implemented in the R package spmoran.

stat.AP

Crime Prediction by Data-Driven Green's Function method

We develop an algorithm that forecasts cascading events, by employing a Green's function scheme on the basis of the self-exciting point process model. This method is applied to open data of 10 types of crimes happened in Chicago. It shows a good prediction accuracy superior to or comparable to the standard methods which are the expectation-maximization method and prospective hotspot maps method. We find a cascade influence of the crimes that has a long-time, logarithmic tail; this result is consistent with an earlier study on burglaries. This long-tail feature cannot be reproduced by the other standard methods. In addition, a merit of the Green's function method is the low computational cost in the case of high density of events and/or large amount of the training data.

stat.AP