🤖 AI Summary
Existing approaches struggle to jointly model multivariate mixed-response data characterized by heterogeneous variable types, nonlinear relationships, and potentially nonstationary spatial dependencies, limiting their ability to deliver flexible predictions and reliable uncertainty quantification. To address this challenge, this work proposes MultiDeepGP, a novel framework that uniquely integrates deep Gaussian process latent structures with probabilistic modeling paradigms. By introducing a shared nonlinear latent space, MultiDeepGP unifies the modeling of diverse response types, effectively capturing cross-variable dependencies and complex spatial patterns. The method enables scalable Bayesian joint inference and demonstrates substantially improved predictive accuracy and better-calibrated uncertainty estimates in both simulated experiments and real-world environmental–health data from the African Great Lakes region.
📝 Abstract
Many scientific applications involve mixed spatially indexed outcomes of heterogeneous types that are driven by shared latent mechanisms. Modeling such data is challenging due to complex, nonlinear, and potentially nonstationary spatial dependence, as well as the need for coherent joint inference across mixed outcome distributions. Existing multivariate mixed outcome models often rely on restrictive linear assumptions, while recent deep learning approaches emphasize predictive flexibility but typically lack coherent joint modeling and uncertainty quantification for spatial data. We develop MultiDeepGP, a scalable and statistically principled framework for joint modeling of multivariate mixed outcomes in spatial settings. The proposed approach introduces a shared latent spatial component that governs cross-outcome dependence while allowing outcome-specific distributions. Spatial dependence and nonlinear structure are captured through a deep latent representation, and uncertainty quantification is enabled via an efficient Monte Carlo-based inference strategy. This construction balances modeling flexibility with probabilistic interpretability and computational feasibility. The proposed method is evaluated through simulation studies designed to reflect key challenges in mixed outcome spatial modeling, as well as an application to georeferenced environmental and public health data from the African Great Lakes region. The results demonstrate that the proposed framework provides accurate joint prediction and reliable uncertainty quantification in complex spatial settings.