Elizaveta Semenova Seminar

Elizaveta Semenova (Department of Computer Science)

Abstract: Gaussian processes (GPs), implemented through multivariate Gaussian distributions for a finite collection of data, are the most popular approach in small-area spatial statistical modelling. In this context, they are used to encode correlation structures over space and can generalize well in interpolation tasks. Despite their flexibility, off-the-shelf GPs present serious computational challenges which limit their scalability and practical usefulness in applied settings. In this talk I will present a recently proposed novel approach, using deep generative modelling to tackle this challenge, termed PriorVAE: for a particular spatial setting, we approximate a class of GP priors through prior sampling and subsequent fitting of a variational autoencoder (VAE). Given a trained VAE, the resultant decoder allows spatial inference to become incredibly efficient due to the low dimensional, independently distributed latent Gaussian space representation of the VAE. Once trained, inference using the VAE decoder replaces the GP within a Bayesian sampling framework. This approach provides tractable and easy-to-implement means of approximately encoding spatial priors and facilitates efficient statistical inference. During the talk, I will explain the methodology, demonstrate its applications and discuss potential future impact of this research direction.