INLA or MCMC? A Tutorial and Comparative Evaluation for Spatial Prediction in log-Gaussian Cox Processes

Details INLA or MCMC? A Tutorial and Comparative Evaluation for Spatial Prediction in log-Gaussian Cox Processes INLA or MCMC? A Tutorial and Comparative Evaluation for Spatial Prediction in log-Gaussian Cox Processes

2012-02-08

arxiv.org/abs/1202.1738v2

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This replaces the previous version of the report. The new version includes results from an additional simulation study, and co

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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 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 minutes on a desktop PC delivered greater predictive accuracy than the default \verb=INLA= strategy, which ran in 4 minutes and gave comparative performance to the full Laplace approximation which ran in 39 minutes.

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