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diffusion rate #4
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Hi Sue,
The IDE has a kernel (see Chapter 5 in our book) which dictates how
things move and diffuse across time. There are four parameters defining
this kernel in 2D, and you can get the parameters from your fitted model
using:
IDEmodel$get("k")
The first parameter is the amplitude of the kernel, the second the scale
(the 'l' in exp(-h^2 / l)), and the third and fourth parameters are the
offset parameters from the origin (which determine the direction of flow).
Hope this helps.
Andrew
…On Wed, Jul 22, 2020 at 1:06 PM sue-shine ***@***.***> wrote:
Excuse me, I have meet a question about diffusion rate
Can I calculate the rate of diffusion according to the parameters? Is
there any formula
Thank you in advance!
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Yeah,I have read the book, and got parameters. The shift can be caculated by the third and fourth parameters((θ3)^2+(θ4)^2 ). But what is the meaning of the formula(exp(-h^2 / l))? Is it diffusion rate, h is θ1, and l is θ2? |
exp(-h^2 / l) is the shape of the IDE kernel (e.g., Figure 5.3 right
panel). Then "l" (theta2) is the "width" of the kernel and theta1 is the
amplitude of the kernel (see the definition for m() in Lab 5.1 for the 1D
case), i.e., it's what you multiply the kernel by. There is no
straightforward "diffusion" rate you get out, both theta1 and theta2
control the rate of "diffusion" by modifying the kernel shape.
…On Fri, Jul 24, 2020 at 3:09 PM sue-shine ***@***.***> wrote:
Yeah,I have read the book, and got parameters. The shift can be caculated
by the third and fourth parameters((θ3)^2+(θ4)^2 ). But what is the meaning
of the formula(exp(-h^2 / l))? Is it diffusion rate, h is θ1, and l is θ2?
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Thank you so much! |
Hi Andrewzm, |
Hi Sue,
I suggest you run Lab 5.1 in our book and experiment a bit with the
effect of these parameters.
There is a relationship between the IDE and the diffusion equation, when
theta3 and theta4 are zero than the IDE with the squared exponential kernel
is a solution to the diffusion equation. You can see the relationship in
many papers, for example in this one here:
de Bezenac, E., Pajot, A., Gallinari, P., 2018. Deep learning for physical
processes: Incorporating prior scientific knowledge. In: Proceedings of
ICLR 2018. Vancouver, Canada.
This should also give you an idea on the behaviour of theta1 and theta2.
Andrew
…On Sat, Jul 25, 2020 at 5:40 PM sue-shine ***@***.***> wrote:
Hi Andrewzm,
I also want to know more about what the first and second parameters mean.
For example, if the amplitude is higher, whether the rate of "diffusion" is
higher?
Such as theta1 is 698.9058 , theta2 is 0.0004. Which parameter has the
greater influence on diffusion? How to evaluate or explain the rate of
diffusion by these two parameters?
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Thank you again! |
Hi Andrewzm, |
Hi Sue,
There is no direct way to do that. Maybe fit the model with and without
covariates and look at how the diffusion coefficient changes.
Andrew
…On Sun, Aug 2, 2020 at 5:15 PM sue-shine ***@***.***> wrote:
Hi Andrewzm,
If I put covariates in IDEmodel, can I get the relationship between the
covariates and the diffusion based on the coefficient estimates. The
results The results are as follows: intercept and covariate1 are 30 and
-0.05 respectively. The four theta are 20.11, 0.04, 0.18, 0.22. How to
identify the promotion or inhibition of diffusion by covariates?
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The same puzzle with Sue. According to your reply, andrewzm, the cofficients of covariates only explain the correlation between covariates and the repsonse variable, but can not imply facilitating or impeding the spread (and/or advection) of the response variable, right? I also have a further issue. You mentioned that "fit the model with and without covariates and look at how the diffusion coefficient changes", what dose it mean if the theta 3 and theta 4 approximate zero after taking covariates into account while they are away from zero without considering covariates. Would this suggest that these covariate can explain spatio-temporal variation within the response variable? Looking forward to your reply. With regards |
Hi Steven,
The IDE just models the "residual" after discounting what the covariates
explain. It is perfectly possible, if one has a spatio-temporal covariate,
that the residual process changes behaviour completely once it is included.
Indeed, I think even the inclusion of a spatial-only covariate can change
the spatio-temporal residual process quite substantially, and the
parameters that are estimated. The IDE parameters are most easily
interpreted when the covariates are very simple, such as an "intercept" or
a latitudinal trend, for example.
Andrew
…On Mon, Aug 3, 2020 at 9:02 PM stevenhuyi ***@***.***> wrote:
The same puzzle with Sue. According to your reply, andrewzm, the
cofficients of covariates only explain the correlation between covariates
and the repsonse variable, but can not imply facilitating or impeding the
spread (and/or advection) of the response variable, right? I also have a
further issue. You mentioned that "fit the model with and without
covariates and look at how the diffusion coefficient changes", what dose it
mean if the theta 3 and theta 4 approximate zero after taking covariates
into account while they are away from zero without considering covariates.
Would this suggest that these covariate can explain spatio-temporal
variation within the response variable? Looking forward to your reply.
With regards
steven
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Excuse me, I have meet a question about diffusion rate
Can I calculate the rate of diffusion according to the parameters? Is there any formula
Thank you in advance!
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