DeepKriging: Spatially Dependent Deep Neural Networks for Spatial Prediction
dc.contributor.author | Li, Yuxiao | |
dc.contributor.author | Sun, Ying | |
dc.contributor.author | Reich, Brian J | |
dc.date.accessioned | 2020-07-29T08:59:11Z | |
dc.date.available | 2020-07-29T08:59:11Z | |
dc.date.issued | 2020-07-23 | |
dc.identifier.uri | http://hdl.handle.net/10754/664490 | |
dc.description.abstract | In spatial statistics, a common objective is to predict the values of a spatial process at unobserved locations by exploiting spatial dependence. In geostatistics, Kriging provides the best linear unbiased predictor using covariance functions and is often associated with Gaussian processes. However, when considering non-linear prediction for non-Gaussian and categorical data, the Kriging prediction is not necessarily optimal, and the associated variance is often overly optimistic. We propose to use deep neural networks (DNNs) for spatial prediction. Although DNNs are widely used for general classification and prediction, they have not been studied thoroughly for data with spatial dependence. In this work, we propose a novel neural network structure for spatial prediction by adding an embedding layer of spatial coordinates with basis functions. We show in theory that the proposed DeepKriging method has multiple advantages over Kriging and classical DNNs only with spatial coordinates as features. We also provide density prediction for uncertainty quantification without any distributional assumption and apply the method to PM$_{2.5}$ concentrations across the continental United States. | |
dc.description.sponsorship | This research is supported by King Abdullah University of Science and Technology (KAUST), Office of Sponsored Research (OSR) under Award No: OSR-2019-CRG7- 3800. | |
dc.publisher | arXiv | |
dc.relation.url | https://arxiv.org/pdf/2007.11972 | |
dc.rights | Archived with thanks to arXiv | |
dc.title | DeepKriging: Spatially Dependent Deep Neural Networks for Spatial Prediction | |
dc.type | Preprint | |
dc.contributor.department | Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division | |
dc.contributor.department | Environmental Statistics Group | |
dc.contributor.department | Statistics Program | |
dc.eprint.version | Pre-print | |
dc.contributor.institution | North Carolina State University, Department of Statistics, Campus Box 8203, 5212 SAS Hall, Raleigh, NC 27695. | |
dc.identifier.arxivid | 2007.11972 | |
kaust.person | Li, Yuxiao | |
kaust.person | Sun, Ying | |
kaust.grant.number | OSR-2019-CRG7- 3800. | |
refterms.dateFOA | 2020-07-29T08:59:56Z | |
kaust.acknowledged.supportUnit | Office of Sponsored Research (OSR) |
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