arXiv:2509.01776stat.MEcs.LG2025-09

针对离散数据的时空关联分析,提出在模型错误和非随机采样下仍可靠的置信区间方法。

Wrong Model, Right Uncertainty: Spatial Associations for Discrete Data with Misspecification

  • 通过处理空间异质噪声,构建稳健的估计框架
  • 在模型误设与非随机采样下仍保证渐近名义覆盖率
  • 适用于公共卫生等存在离散响应的时空研究

科学家常关注协变量与二值或计数型响应之间的关联。例如,公共卫生官员希望了解疾病存在(个体层面的二值响应)随温度或污染(协变量)升高如何变化。现有许多方法可估计关联及对应不确定性区间,但在空间域做出不现实假设:如错误假设模型正确设定,或假设训练与目标位置独立同分布——而实际中这些位置往往并非随机采样。近期工作虽避免了这些假设,但仅适用于连续响应且具有空间恒定噪声的情况。本文首次为离散响应提供在同时存在模型误设与非随机采样下的置信区间,并保证渐近名义覆盖率。为此,我们展示了如何处理空间异质噪声,提出了所提估计器的一致性新证明,并采用基于Lyapunov中心极限定理的delta方法。实证表明,标准方法可能产生不可靠的置信区间,甚至得出错误的关联方向,而我们的方法能可靠实现正确覆盖。

原文摘要 · Abstract (English)

Scientists are often interested in estimating an association between a covariate and a binary- or count-valued response. For instance, public health officials are interested in how much disease presence (a binary response per individual) varies as temperature or pollution (covariates) increases. Many existing methods can be used to estimate associations, and corresponding uncertainty intervals, but make unrealistic assumptions in the spatial domain. For instance, they incorrectly assume models are well-specified. Or they assume the training and target locations are i.i.d. -- whereas in practice, these locations are often not even randomly sampled. Some recent work avoids these assumptions but works only for continuous responses with spatially constant noise. In the present work, we provide the first confidence intervals with guaranteed asymptotic nominal coverage for spatial associations given discrete responses, even under simultaneous model misspecification and nonrandom sampling of spatial locations. To do so, we demonstrate how to handle spatially varying noise, provide a novel proof of consistency for our proposed estimator, and use a delta method argument with a Lyapunov central limit theorem. We show empirically that standard approaches can produce unreliable confidence intervals and can even get the sign of an association wrong, while our method reliably provides correct coverage.

时空建模置信区间离散数据模型误设

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