arXiv:2411.17400stat.MLcs.LG2024-11

提出新型非对称空间模型GSUN,提升土壤污染数据建模精度。

A Generalized Unified Skew-Normal Process with Neural Bayes Inference

  • 重构统一偏态正态分布,构建可解释的广义偏态空间过程
  • 在模拟与铅污染土壤数据中验证,优于传统CNN与高斯模型
  • 结合图注意力网络与变换器,实现稳定高效的贝叶斯推断

近年来,统计学家越来越多地遇到具有非高斯特性的空间数据,如偏态和重尾。传统高斯过程假设对称性和固定尾部权重,难以捕捉数据本质特征。为克服这一局限,诸多偏态模型被提出,其中统一偏态分布(SUN)受到广泛关注。本文重新审视SUN分布的简洁可解释参数化形式,并构建广义统一偏态正态(GSUN)空间过程。我们证明了GSUN在远距离相关性趋零时是有效的空间过程,并给出了相应的空间插值方法。此外,我们利用神经贝叶斯估计器结合深度图注意力网络(GATs)和编码器变压器,开发了新的推断机制。仿真研究和铅污染土壤数据应用表明,所提估计器在稳定性与准确性上优于传统基于CNN的架构。最后,通过概率积分变换(PIT)验证,GSUN过程与传统高斯过程及Tukey g-and-h过程存在显著差异。

原文摘要 · Abstract (English)

In recent decades, statisticians have been increasingly encountering spatial data that exhibit non-Gaussian behaviors such as asymmetry and heavy-tailedness. As a result, the assumptions of symmetry and fixed tail weight in Gaussian processes have become restrictive and may fail to capture the intrinsic properties of the data. To address the limitations of the Gaussian models, a variety of skewed models has been proposed, of which the popularity has grown rapidly. These skewed models introduce parameters that govern skewness and tail weight. Among various proposals in the literature, unified skewed distributions, such as the Unified Skew-Normal (SUN), have received considerable attention. In this work, we revisit a more concise and intepretable re-parameterization of the SUN distribution and apply the distribution to random fields by constructing a generalized unified skew-normal (GSUN) spatial process. We demonstrate that the GSUN is a valid spatial process by showing its vanishing correlation in large distances and provide the corresponding spatial interpolation method. In addition, we develop an inference mechanism for the GSUN process using the concept of neural Bayes estimators with deep graphical attention networks (GATs) and encoder transformer. We show the superiority of our proposed estimator over the conventional CNN-based architectures regarding stability and accuracy by means of a simulation study and application to Pb-contaminated soil data. Furthermore, we show that the GSUN process is different from the conventional Gaussian processes and Tukey g-and-h processes, through the probability integral transform (PIT).

空间建模偏态分布神经贝叶斯土壤污染

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