Identifying and characterizing extrapolation in multivariateresponse data

06/17/2019
by   Meridith L. Bartley, et al.
0

Extrapolation is defined as making predictions beyond the range of the data used to estimate a statistical model. In ecological studies, it is not always obvious when and where extrapolation occurs because of the multivariate nature of the data. Previous work on identifying extrapolation has focused on univariate response data, but these methods are not directly applicable to multivariate response data, which are more and more common in ecological investigations. In this paper, we extend previous work that identified extrapolation by applying the predictive variance from the univariate setting to the multivariate case. We illustrate our approach through an analysis of jointly modeled lake nutrients and indicators of algal biomass and water clarity in over 7000 inland lakes from across the Northeast and Mid-west US. In addition, we illustrate novel exploratory approaches for identifying regions of covariate space where extrapolation is more likely to occur using classification and regression trees.

READ FULL TEXT
research
05/05/2022

Bivariate vine copula based quantile regression

The statistical analysis of univariate quantiles is a well developed res...
research
07/01/2020

Bayesian Multivariate Quantile Regression Using Dependent Dirichlet Process Prior

In this article, we consider a non-parametric Bayesian approach to multi...
research
03/08/2020

Multivariate Boosted Trees and Applications to Forecasting and Control

Gradient boosted trees are competition-winning, general-purpose, non-par...
research
01/14/2022

Machine Learning for Multi-Output Regression: When should a holistic multivariate approach be preferred over separate univariate ones?

Tree-based ensembles such as the Random Forest are modern classics among...
research
09/06/2022

1D to nD: A Meta Algorithm for Multivariate Global Optimization via Univariate Optimizers

In this work, we propose a meta algorithm that can solve a multivariate ...
research
12/15/2017

Fast algorithms for fitting L_1-penalized multivariate linear models to structured high-throughput data

We present fast methods for fitting sparse multivariate linear models to...

Please sign up or login with your details

Forgot password? Click here to reset