Scalable Spatiotemporal Prediction with Bayesian Neural Fields
Spatiotemporal datasets, which consist of spatially-referenced time series, are ubiquitous in diverse applications, such as air pollution monitoring, disease tracking, and cloud-demand forecasting. As the scale of modern datasets increases, there is a growing need for statistical methods that are flexible enough to capture complex spatiotemporal dynamics and scalable enough to handle many observations. This article introduces the Bayesian Neural Field (BayesNF), a domain-general statistical model that infers rich spatiotemporal probability distributions for data-analysis tasks including forecasting, interpolation, and variography. BayesNF integrates a deep neural network architecture for high-capacity function estimation with hierarchical Bayesian inference for robust predictive uncertainty quantification. Evaluations against prominent baselines show that BayesNF delivers improvements on prediction problems from climate and public health data containing tens to hundreds of thousands of measurements. Accompanying the paper is an open-source software package (https://github.com/google/bayesnf) that runs on GPU and TPU accelerators through the JAX machine learning platform.
Code (1)
Tasks
Bayesian InferenceDemand ForecastingGPUPredictionUncertainty QuantificationSimilar Papers 제목 키워드 기반
Scalable Modeling of Spatiotemporal Data using the Variational Autoencoder: an Application in Glaucoma
As big spatial data becomes increasingly prevalent, classical spatiotemporal (ST) methods often do not scale well. While methods have been developed to account for high-dimensional spatial objects, the setting where ther…
Bayesian InferenceDeep Random Features for Scalable Interpolation of Spatiotemporal Data
The rapid growth of earth observation systems calls for a scalable approach to interpolate remote-sensing observations. These methods in principle, should acquire more information about the observed field as data grows. …
Earth ObservationGaussian ProcessesInductive BiasScalable Bayesian inference of dendritic voltage via spatiotemporal recurrent state space models
Recent advances in optical voltage sensors have brought us closer to a critical goal in cellular neuroscience: imaging the full spatiotemporal voltage on a dendritic tree. However, current sensors and imaging approaches…
Bayesian InferenceDenoisingState Space ModelsScalable Spatiotemporally Varying Coefficient Modelling with Bayesian Kernelized Tensor Regression
As a regression technique in spatial statistics, the spatiotemporally varying coefficient model (STVC) is an important tool for discovering nonstationary and interpretable response-covariate associations over both space …
regressionGlobal Attention with Linear Complexity for Exascale Generative Data Assimilation in Earth System Prediction
Accurate weather and climate prediction relies on data assimilation (DA), which estimates the Earth system state by integrating observations with models. While exascale computing has significantly advanced earth simulati…