Search arXivSearch

arXiv · 2410.02905

Multiscale Multi-Type Spatial Bayesian Analysis for High-Dimensional Data with Application to Wildfires and Migration

Abstract

Wildfires have significantly increased in the United States (U.S.), making certain areas harder to live in. This motivates us to jointly analyze active fires and population changes in the U.S. from July 2020 to June 2021. The available data are recorded on different scales (or spatial resolutions) and by different types of distributions (referred to as multi-type data). Moreover, wildfires are known to have feedback mechanism that creates signal-to-noise dependence. We analyze point-referenced remote sensing fire data from National Aeronautics and Space Administration (NASA) and county-level population change data provided by U.S. Census Bureau's Population Estimates Program (PEP). We develop a multiscale multi-type spatial Bayesian model that assumes the average number of fires is zero-inflated normal, the incidence of fire as Bernoulli, and the percentage population change as normally distributed. This high-dimensional dataset makes Markov chain Monte Carlo (MCMC) implementation infeasible. We bypass MCMC by extending a recently introduced computationally efficient Bayesian framework to directly sample from the exact posterior distribution, which includes a term to model signal-to-noise dependence. Such signal-to-noise dependence is known to be present in wildfire data, but is commonly not accounted for. A simulation study is used to highlight the computational performance of our method. In our analysis, we obtained predictions of wildfire probabilities, identified several useful covariates, and found that regions with many fires were associated with population change.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Shijie Zhou, Jonathan R. Bradley. 2024-11-15. Multiscale Multi-Type Spatial Bayesian Analysis for High-Dimensional Data with Application to Wildfires and Migration. https://arxiv.org/abs/2410.02905

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

KEEP EXPLORING

Related papers

A Bayesian Framework for Multivariate Differential Analysis

Differential analysis is a routine procedure in the statistical analysis toolbox across many applied fields, including quantitative proteomics, the main illustration of the present paper. The state-of-the-art limma approach uses a hierarchical formulation with moderated-variance estimators for each analyte directly injected into the t-statistic. While standard hypothesis testing strategies are recognised for their low computational cost, allowing for quick extraction of the most differential among thousands of elements, they generally overlook key aspects such as handling missing values, inter-element correlations, and uncertainty quantification. The present paper proposes a fully Bayesian framework for differential analysis, leveraging a conjugate hierarchical formulation for both the mean and the variance. Inference is performed by computing the posterior distribution of compared experimental conditions and sampling from the distribution of differences. This approach provides well-calibrated uncertainty quantification at a similar computational cost as hypothesis testing by leveraging closed-form equations. Furthermore, a natural extension enables multivariate differential analysis that accounts for possible inter-element correlations. We also demonstrate that, in this Bayesian treatment, missing data should generally be ignored in univariate settings, and further derive a tailored approximation that handles multiple imputation for the multivariate setting. We argue that probabilistic statements in terms of effect size and associated uncertainty are better suited to practical decision-making. Therefore, we finally propose simple and intuitive inference criteria, such as the overlap coefficient, which express group similarity as a probability rather than traditional, and often misleading, p-values.

stat.ME

Interpretable Deep Neural Network for Modeling Functional Surrogates

Developing surrogates for computer models has become increasingly important for addressing complex problems in science and engineering. This article introduces an artificial intelligent (AI) surrogate, referred to as the DeepSurrogate, for analyzing functional outputs with vector-valued inputs. The relationship between the functional output and vector-valued input is modeled as an infinite sequence of unknown functions, each representing the relationship at a specific location within the functional domain. These spatially indexed functions are expressed through a combination of basis functions and their corresponding coefficient functions, both of which are modeled using deep neural networks (DNN). The proposed framework accounts for spatial dependencies across locations, while capturing the relationship between the functional output and scalar predictors. It also integrates a Monte Carlo (MC) dropout strategy to quantify prediction uncertainty, enhancing explainability in the deep neural network architecture. The proposed method enables efficient inference on datasets with approximately 50,000 spatial locations and 20 simulations, achieving results in under 10 minutes using standard hardware. The approach is validated on extensive synthetic datasets and a large-scale simulation from the Sea Lake and Overland Surge from Hurricanes (SLOSH) simulator. An open-source Python package implementing the method is made available.

stat.ME

Bayesian inference for the learning rate in Generalised Bayesian inference

In Generalised Bayesian Inference (GBI), the learning rate and hyperparameters of the loss must be estimated. These inference-hyperparameters can't be estimated jointly with the other parameters, from the data, by giving them a prior. However, in some settings there exist unknown ``true'' hyperparameter-values about which it is meaningful to have prior belief. It is then possible to use Bayesian inference with held-out data to get hyperparameter-posteriors. We define two hyperparameter posteriors, one based on an Expected Log Pointwise Predictive Density (ELPPD)-utility and one aiming to cover the pseudo-true parameter. The new framework supports estimation and uncertainty quantification for multiple hyperparameters jointly. Experiments show that the resulting GBI-posteriors outperform Bayesian inference on simulated test data and select optimal or near-optimal hyperparameter values in a large real problem of text analysis. Generalised Bayesian inference is particularly useful for combining multiple data sets and most of our examples belong to that setting. We also give asymptotic results for some of the special ``multi-modular'' Generalised Bayes posteriors which we use in our examples.

stat.ME