Geostatistical analysis of health data is increasingly used to model spatial variation in malaria prevalence, burden, and other metrics. Traditional inference methods for geostatistical modelling are notoriously computationally intensive, motivating the development of newer, approximate methods. The appeal of faster methods is particularly great as the size of the region and number of spatial locations being modelled increases. Methods We present an applied comparison of four proposed `fast' geostatistical modelling methods and the software provided to implement them -- Integrated Nested Laplace Approximation (INLA), tree boosting with Gaussian processes and mixed effect models (GPBoost), Fixed Rank Kriging (FRK) and Spatial Random Forests (SpRF). We illustrate the four methods by estimating malaria prevalence on two different spatial scales -- country and continent. We compare the performance of the four methods on these data in terms of accuracy, computation time, and ease of implementation. Results Two of these methods -- SpRF and GPBoost -- do not scale well as the data size increases, and so are likely to be infeasible for larger-scale analysis problems. The two remaining methods -- INLA and FRK -- do scale well computationally, however the resulting model fits are very sensitive to the user's modelling assumptions and parameter choices. Conclusions INLA and FRK both enable scalable geostatistical modelling of malaria prevalence data. However care must be taken when using both methods to assess the fit of the model to data and plausibility of predictions, in order to select appropriate model assumptions and approximation parameters.
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