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

Giri Gopalan () and Christopher K. Wikle ()
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Giri Gopalan: California Polytechnic State University
Christopher K. Wikle: University of Missouri

Journal of Agricultural, Biological and Environmental Statistics, 2022, vol. 27, issue 1, No 3, 22-45

Abstract: 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.

Keywords: Agent-based model; Bayesian; Collective movement; Machine learning; Surrogates; Tensor (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1007/s13253-021-00459-x

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