arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2201.09485stat.MEstat.ML
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具有测度迁移的球面Poisson点过程强度函数建模与估计

Spherical Poisson Point Process Intensity Function Modeling and Estimation with Measure Transport

Tin Lok James Ng, Andrew Zammit-Mangion

摘要:

近年来,人们越来越关注将机器学习和人工智能的方法和技术应用于空间统计学。在这里,在庆祝十周年的杂志空间统计学,我们汇集了归一化流,通常用于密度函数估计在机器学习,和球面点过程,一个特别感兴趣的主题,该杂志的读者,提出了一种新的方法来建模非齐次泊松过程强度函数的领域。这个框架的核心思想是建立和估计一个灵活的双射映射,将球体上的潜在强度函数转换为球体上的更简单的参考强度函数。使用自动微分和随机梯度下降可以有效地进行地图估计,并且可以通过非参数自举直接进行不确定性量化。我们调查所提出的方法在模拟研究中的可行性,并说明其使用的概念验证研究,我们在北太平洋的气旋事件的强度建模。我们的实验表明,归一化流提供了一种灵活而直接的方式来模拟球体上的强度函数,但它们产生良好拟合的潜力取决于双射映射的架构,这在实践中可能很难建立。

英文摘要:

Recent years have seen an increased interest in the application of methods and techniques commonly associated with machine learning and artificial intelligence to spatial statistics. Here, in a celebration of the ten-year anniversary of the journal Spatial Statistics, we bring together normalizing flows, commonly used for density function estimation in machine learning, and spherical point processes, a topic of particular interest to the journal's readership, to present a new approach for modeling non-homogeneous Poisson process intensity functions on the sphere. The central idea of this framework is to build, and estimate, a flexible bijective map that transforms the underlying intensity function of interest on the sphere into a simpler, reference, intensity function, also on the sphere. Map estimation can be done efficiently using automatic differentiation and stochastic gradient descent, and uncertainty quantification can be done straightforwardly via nonparametric bootstrap. We investigate the viability of the proposed method in a simulation study, and illustrate its use in a proof-of-concept study where we model the intensity of cyclone events in the North Pacific Ocean. Our experiments reveal that normalizing flows present a flexible and straightforward way to model intensity functions on spheres, but that their potential to yield a good fit depends on the architecture of the bijective map, which can be difficult to establish in practice.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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