Fast Bayesian estimation of spatial count data models

نویسندگان

چکیده

Spatial count data models are used to explain and predict the frequency of phenomena such as traffic accidents in geographically distinct entities census tracts or road segments. These typically estimated using Bayesian Markov chain Monte Carlo (MCMC) simulation methods, which, however, computationally expensive do not scale well large datasets. Variational Bayes (VB), a method from machine learning, addresses shortcomings MCMC by casting estimation an optimisation problem instead problem. Considering all these advantages VB, VB is derived for posterior inference negative binomial with unobserved parameter heterogeneity spatial dependence. Pólya-Gamma augmentation deal non-conjugacy likelihood integrated non-factorised specification variational distribution adopted capture dependencies. The benefits proposed approach demonstrated study empirical application on estimating youth pedestrian injury counts New York City. around 45 50 times faster than regular eight-core processor study, while offering similar predictive accuracy. Conditional availability computational resources, embarrassingly parallel architecture can be exploited further accelerate its up 20 times.

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ژورنال

عنوان ژورنال: Computational Statistics & Data Analysis

سال: 2021

ISSN: ['0167-9473', '1872-7352']

DOI: https://doi.org/10.1016/j.csda.2020.107152