INLA or MCMC?:a tutorial and comparative evaluation for spatial prediction in log-Gaussian Cox processes

Taylor, Benjamin and Diggle, Peter (2014) INLA or MCMC?:a tutorial and comparative evaluation for spatial prediction in log-Gaussian Cox processes. Journal of Statistical Computation and Simulation, 84 (10). pp. 2266-2284. ISSN 1563-5163

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Abstract

We investigate two options for performing Bayesian inference on spatial log-Gaussian Cox processes assuming a spatially continuous latent field: Markov chain Monte Carlo (MCMC) and the integrated nested Laplace approximation (INLA). We first describe the device of approximating a spatially continuous Gaussian field by a Gaussian Markov random field on a discrete lattice, and present a simulation study showing that, with careful choice of parameter values, small neighbourhood sizes can give excellent approximations. We then introduce the spatial log-Gaussian Cox process and describe MCMC and INLA methods for spatial prediction within this model class. We report the results of a simulation study in which we compare the Metropolis-adjusted Langevin Algorithm (MALA) and the technique of approximating the continuous latent field by a discrete one, followed by approximate Bayesian inference via INLA over a selection of 18 simulated scenarios. The results question the notion that the latter technique is both significantly faster and more robust than MCMC in this setting; 100,000 iterations of the MALA algorithm running in 20 min on a desktop PC delivered greater predictive accuracy than the default INLA strategy, which ran in 4 min and gave comparative performance to the full Laplace approximation which ran in 39 min.

Item Type:
Journal Article
Journal or Publication Title:
Journal of Statistical Computation and Simulation
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/asjc/1800/1804
Subjects:
?? LOG-GAUSSIAN COX PROCESSMARKOV CHAIN MONTE CARLOINTEGRATED NESTED LAPLACE APPROXIMATIONSPATIAL MODELLINGMODELLING AND SIMULATIONAPPLIED MATHEMATICSSTATISTICS AND PROBABILITYSTATISTICS, PROBABILITY AND UNCERTAINTY ??
ID Code:
63311
Deposited By:
Deposited On:
10 Apr 2013 15:02
Refereed?:
Yes
Published?:
Published
Last Modified:
17 Sep 2023 01:19