2021
DOI: 10.48550/arxiv.2106.00996
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Generalized Geographically Weighted Regression Model within a Modularized Bayesian Framework

Abstract: Geographically weighted regression (GWR) models handle geographical dependence through a spatially varying coefficient model and have been widely used in applied science, but its Bayesian extension is unclear because it involves a weighted log-likelihood which does not imply a probability distribution on data. We present a Bayesian GWR model and show that its essence is dealing with partial misspecification of the model. Current modularized Bayesian inference methods accommodate partial misspecification from s… Show more

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Cited by 3 publications
(3 citation statements)
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References 66 publications
(69 reference statements)
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“…Cut models have been applied in a broad range of areas, such as pharmacokinetic-pharmacodynamic data modeling [39,54,71], complex computer models [35] and epidemiology [44]. Cut and semi-modular models can be computationally challenging to fit, requiring nested MCMC by default [29], though there is currently much active work on developing more effective computationally strategies [30,37,54,55,70] as well as clarifying such models' technical properties [36,49,55].…”
Section: Structural Robustnessmentioning
confidence: 99%
“…Cut models have been applied in a broad range of areas, such as pharmacokinetic-pharmacodynamic data modeling [39,54,71], complex computer models [35] and epidemiology [44]. Cut and semi-modular models can be computationally challenging to fit, requiring nested MCMC by default [29], though there is currently much active work on developing more effective computationally strategies [30,37,54,55,70] as well as clarifying such models' technical properties [36,49,55].…”
Section: Structural Robustnessmentioning
confidence: 99%
“…Semi-modular inference interpolates between cut and full posterior distributions continuously using a tuning parameter ω ∈ [0, 1], where ω = 0 corresponds to the cut posterior and ω = 1 to the full posterior. Further developments and applications are discussed in Liu and Goudie (2021), Carmona and Nicholls (2022), Nicholls et al (2022a) and Frazier and Nott (2022). The motivation for semi-modular inference is the existence of a bias-variance trade-off: as Carmona and Nicholls (2020) explain, "In Cut-model inference, feedback from the suspect module is completely cut.…”
Section: Introductionmentioning
confidence: 99%
“…LeSage [29] suggested an early version of BGWR, where the prior distribution of the parameters depends on expert knowledge. More recent approaches have been proposed by Ma [37], who proposed BGWR based on the weighted log-likelihood, and Liu [34] proposed BGWR based on a weighted least-squares approach.…”
Section: Introductionmentioning
confidence: 99%