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A Higher-Order Singular Value Decomposition Tensor Emulator for Spatiotemporal Simulators

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Listed:
  • Giri Gopalan

    (California Polytechnic State University)

  • Christopher K. Wikle

    (University of Missouri)

Abstract

We introduce methodology to construct an emulator for environmental and ecological spatiotemporal processes that uses the higher-order singular value decomposition (HOSVD) as an extension of singular value decomposition (SVD) approaches to emulation. Some important advantages of the method are that it allows for the use of a combination of supervised learning methods (e.g., random forests and Gaussian process regression) and also allows for the prediction of process values at spatial locations and time points that were not used in the training sample. The method is demonstrated with two applications: The first is a periodic solution to a shallow ice approximation partial differential equation from glaciology, and second is an agent-based model of collective animal movement. In both cases, we demonstrate the value of combining different machine learning models for accurate emulation. In addition, in the agent-based model case we demonstrate the ability of the tensor emulator to successfully capture individual behavior in space and time. We demonstrate via a real data example the ability to perform Bayesian inference in order to learn parameters governing collective animal behavior.

Suggested Citation

  • Giri Gopalan & Christopher K. Wikle, 2022. "A Higher-Order Singular Value Decomposition Tensor Emulator for Spatiotemporal Simulators," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 27(1), pages 22-45, March.
  • Handle: RePEc:spr:jagbes:v:27:y:2022:i:1:d:10.1007_s13253-021-00459-x
    DOI: 10.1007/s13253-021-00459-x
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    References listed on IDEAS

    as
    1. Christopher Wikle & Mevin Hooten, 2010. "A general science-based framework for dynamical spatio-temporal models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 19(3), pages 417-451, November.
    2. Christopher Wikle & Mevin Hooten, 2010. "Rejoinder on: A general science-based framework for dynamical spatio-temporal models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 19(3), pages 466-468, November.
    3. Higdon, Dave & Gattiker, James & Williams, Brian & Rightley, Maria, 2008. "Computer Model Calibration Using High-Dimensional Output," Journal of the American Statistical Association, American Statistical Association, vol. 103, pages 570-583, June.
    4. Marc C. Kennedy & Anthony O'Hagan, 2001. "Bayesian calibration of computer models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 63(3), pages 425-464.
    5. James M. Salter & Daniel B. Williamson & John Scinocca & Viatcheslav Kharin, 2019. "Uncertainty Quantification for Computer Models With Spatial Output Using Calibration-Optimal Bases," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(528), pages 1800-1814, October.
    6. Giri Gopalan & Birgir Hrafnkelsson & Christopher K. Wikle & Håvard Rue & Guðfinna Aðalgeirsdóttir & Alexander H. Jarosch & Finnur Pálsson, 2019. "A Hierarchical Spatiotemporal Statistical Model Motivated by Glaciology," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 24(4), pages 669-692, December.
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