Neural Conditional Simulation for Complex Spatial Processes

A key objective in spatial statistics is to simulate from the distribution of a spatial process at a selection of unobserved locations conditional on observations (i.e., a predictive distribution) to enable spatial prediction and uncertainty quantification. However, exact conditional simulation from this predictive distribution is intractable or inefficient for many spatial process models. In this paper, we propose neural conditional simulation (NCS), a general method for spatial conditional simulation that is based on neural diffusion models. Specifically, using spatial masks, we implement a conditional score-based diffusion model that evolves Gaussian noise into samples from a predictive distribution when given a partially observed spatial field and spatial process parameters as inputs. The diffusion model relies on a neural network that only requires unconditional samples from the spatial process for training. Once trained, the diffusion model is amortized with respect to the observations in the partially observed field, the number and locations of those observations, and the spatial process parameters, and can therefore be used to conditionally simulate from a broad class of predictive distributions without retraining the neural network. We assess the NCS-generated simulations against simulations from the true conditional distribution of a Gaussian process model, and against Markov chain Monte Carlo (MCMC) simulations from a Brown--Resnick process model for spatial extremes. In the latter case, we show that it is more efficient and accurate to conditionally simulate using NCS than classical MCMC techniques implemented in standard software. We conclude that NCS enables efficient and accurate conditional simulation from spatial predictive distributions that are challenging to sample from using traditional methods.

Neural Likelihood Surfaces for Spatial Processes with Computationally Intensive or Intractable Likelihoods

In spatial statistics, fast and accurate parameter estimation coupled with a reliable means of uncertainty quantification can be a challenging task when fitting a spatial process to real-world data because the likelihood function might be slow to evaluate or intractable. In this work, we propose using convolutional neural networks (CNNs) to learn the likelihood function of a spatial process. Through a specifically designed classification task, our neural network implicitly learns the likelihood function, even in situations where the exact likelihood is not explicitly available. Once trained on the classification task, our neural network is calibrated using Platt scaling which improves the accuracy of the neural likelihood surfaces. To demonstrate our approach, we compare maximum likelihood estimates and approximate confidence regions constructed from the neural likelihood surface with the equivalent for exact or approximate likelihood for two different spatial processes: a Gaussian Process, which has a computationally intensive likelihood function for large datasets, and a Brown-Resnick Process, which has an intractable likelihood function. We also compare the neural likelihood surfaces to the exact and approximate likelihood surfaces for the Gaussian Process and Brown-Resnick Process, respectively. We conclude that our method provides fast and accurate parameter estimation with a reliable method of uncertainty quantification in situations where standard methods are either undesirably slow or inaccurate.