--- title: "MGPs for univariate data at irregularly spaced locations" author: "M Peruzzi" date: "`r Sys.Date()`" output: rmarkdown::html_vignette vignette: > %\VignetteIndexEntry{MGPs for univariate data at irregularly spaced locations} %\VignetteEngine{knitr::rmarkdown} %\VignetteEncoding{UTF-8} --- ```{r setup, include = FALSE} knitr::opts_chunk$set( collapse = TRUE, comment = "#>", out.width = '40%', fig.align="center", message=FALSE ) ``` Compared to the univariate gridded Gaussian case, we now place the data irregularly and assume we observe counts rather than a Gaussian response. ```{r} library(magrittr) library(dplyr) library(ggplot2) library(meshed) set.seed(2021) SS <- 30 # coord values for jth dimension dd <- 2 # spatial dimension n <- SS^2 # number of locations p <- 3 # number of covariates # irregularly spaced coords <- cbind(runif(n), runif(n)) colnames(coords) <- c("Var1", "Var2") sigmasq <- 1.5 nu <- 0.5 phi <- 10 tausq <- .1 ee <- rnorm(n) * tausq^.5 # covariance at coordinates CC <- sigmasq * exp(-phi * as.matrix(dist(coords))) # cholesky of covariance matrix LC <- t(chol(CC)) # spatial latent effects are a GP w <- LC %*% rnorm(n) # covariates and coefficients X <- matrix(rnorm(n*p), ncol=p) Beta <- matrix(rnorm(p), ncol=1) # univariate outcome, fully observed y_full <- 1 + X %*% Beta + w + ee # now introduce some NA values in the outcomes y <- y_full %>% matrix(ncol=1) y[sample(1:n, n/5, replace=FALSE), ] <- NA simdata <- coords %>% cbind(data.frame(Outcome_full= y_full, Outcome_obs = y, w = w)) simdata %>% ggplot(aes(Var1, Var2, color=w)) + geom_point() + scale_color_viridis_c() + theme_minimal() + ggtitle("w: Latent GP") simdata %>% ggplot(aes(Var1, Var2, color=y)) + geom_point() + scale_color_viridis_c() + theme_minimal() + ggtitle("y: Observed outcomes") ``` In `spmeshed` we can choose `settings$forced_grid=FALSE`, in which case we are fitting the model $$ y = X \beta + w + \epsilon, $$ where $w \sim MGP$ are spatial random effects and $\epsilon \sim N(0, \tau^2 I_n)$. If instead we choose `settings$forced_grid=TRUE`, then the model becomes $$ y = X \beta + H w + \epsilon', $$ where $w$ are now sampled on a grid of knots, $H$ is a matrix that interpolates $w$ to the observed locations, and $\epsilon \sim N(0, R + \tau^2 I_n)$ where $R$ is a diagonal matrix that corrects the measurement error variance. Refer to Peruzzi et al (2021)^[https://arxiv.org/pdf/2101.03579.pdf] for details. Regardless of the model chosen, for spatial data, an exponential covariance function is used by default: $C(h) = \sigma^2 \exp( -\phi h )$ where $h$ is the spatial distance. The prior for the spatial decay $\phi$ is $U[l,u]$ and the values of $l$ and $u$ must be specified. We choose $l=1$, $u=30$ for this dataset.^[`spmeshed` implements a model which can be interpreted as assigning $\sigma^2$ a folded-t via parameter expansion if `settings$ps=TRUE`, or an inverse Gamma with parameters $a=2$ and $b=1$ if `settings$ps=FALSE`, which cannot be changed at this time. $\tau^2$ is assigned an exponential prior.] Setting `verbose` tells `spmeshed` how many intermediate messages to output while running MCMC. We set up MCMC to run for 3000 iterations, of which we discard the first third. We use the argument `block_size=25` to specify the coarseness of domain partitioning. In this case, the same result can be achieved by setting `axis_partition=c(10, 10)`. Finally, we note that `NA` values for the outcome are OK since the full dataset is on a grid. `spmeshed` will figure this out and use settings optimized for partly observed lattices, and automatically predict the outcomes at missing locations. On the other hand, `X` values are assumed to not be missing. Let's start with the model without gridded knots. ```{r} mcmc_keep <- 200 # too small! this is just a vignette. mcmc_burn <- 400 mcmc_thin <- 2 mesh1_total_time <- system.time({ meshout1 <- spmeshed(y, X, coords, block_size = 25, n_samples = mcmc_keep, n_burn = mcmc_burn, n_thin = mcmc_thin, n_threads = 2, verbose = 0, settings=list(forced_grid=FALSE, cache=FALSE), prior=list(phi=c(1,30)) )}) ``` And now with the gridded knots. We build a grid with as many knots as there are observations, but we could use a smaller or a bigger one. ```{r} mesh2_total_time <- system.time({ meshout2 <- spmeshed(y, X, coords, grid_size = c(30, 30), block_size = 25, n_samples = mcmc_keep, n_burn = mcmc_burn, n_thin = mcmc_thin, n_threads = 2, verbose = 0, prior=list(phi=c(1,30)) )}) ``` Post-processing proceeds the same way as when the data locations are on a grid. Let's do that for the second model. ```{r} summary(meshout2$lambda_mcmc[1,1,]^2) summary(meshout2$theta_mcmc[1,1,]) summary(meshout2$tausq_mcmc[1,]) summary(meshout2$beta_mcmc[1,1,]) ``` We proceed to plot predictions across the domain along with the recovered latent effects. We plot the predictions at the input locations, i.e. the points not on the grid of knots, which we find via `forced_grid==0`. We plot the recovered latent process on the grid, for a nicer picture. ```{r} # process means wmesh <- data.frame(w_mgp = meshout2$w_mcmc %>% summary_list_mean()) # predictions ymesh <- data.frame(y_mgp = meshout2$yhat_mcmc %>% summary_list_mean()) outdf <- meshout2$coordsdata %>% cbind(wmesh, ymesh) %>% left_join(simdata) outdf %>% filter(forced_grid==1) %>% ggplot(aes(Var1, Var2, fill=w_mgp)) + geom_raster() + scale_fill_viridis_c() + theme_minimal() + ggtitle("w: recovered") outdf %>% filter(forced_grid==0) %>% ggplot(aes(Var1, Var2, color=y_mgp)) + geom_point() + scale_color_viridis_c() + theme_minimal() + ggtitle("y: predictions") ```