🤖 AI Summary
Environmental spatiotemporal processes often exhibit strong nonlinearity and discontinuities, leading to low predictive accuracy and unreliable uncertainty quantification in conventional geostatistical models. To address this, we propose a Bayesian–random forest (RF) hybrid modeling framework that integrates the INLA–SPDE spatiotemporal model with RF: RF predictions serve either as an offset term or as a correction to the latent Gaussian field. We design two iterative two-stage coupling algorithms to enable cross-stage propagation of uncertainty, and introduce a KL-divergence-based convergence criterion to enhance adaptivity. Experiments demonstrate that our method significantly improves prediction accuracy while preserving statistical consistency and yielding reliable, well-calibrated uncertainty estimates. Moreover, it achieves a favorable balance between interpretability—retaining the principled probabilistic structure of INLA–SPDE—and predictive performance—leveraging RF’s flexibility in capturing complex nonlinear patterns.
📝 Abstract
Environmental processes often exhibit complex, non-linear patterns and discontinuities across space and time, posing significant challenges for traditional geostatistical modeling approaches. In this paper, we propose a hybrid spatio-temporal modeling framework that combines the interpretability and uncertainty quantification of Bayesian models -- estimated using the INLA-SPDE approach -- with the predictive power and flexibility of Random Forest (RF). Specifically, we introduce two novel algorithms, collectively named INLA-RF, which integrate a statistical spatio-temporal model with RF in an iterative two-stage framework. The first algorithm (INLA-RF1) incorporates RF predictions as an offset in the INLA-SPDE model, while the second (INLA-RF2) uses RF to directly correct selected latent field nodes. Both hybrid strategies enable uncertainty propagation between modeling stages, an aspect often overlooked in existing hybrid approaches. In addition, we propose a Kullback-Leibler divergence-based stopping criterion. We evaluate the predictive performance and uncertainty quantification capabilities of the proposed algorithms through two simulation studies. Results suggest that our hybrid approach enhances spatio-temporal prediction while maintaining interpretability and coherence in uncertainty estimates.