Table 1.
NNGP (𝒮 ≠ 𝒯) | NNGP (𝒮 = 𝒯) | ||||
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True | m = 10, k = 2000 | m = 20, k = 2000 | m = 10 | m = 20 | |
β0 | 1 | 0.99 (0.71, 1.48) | 1.02 (0.73, 1.49) | 1.00 (0.62, 1.31) | 1.03 (0.65, 1.34) |
β1 | 5 | 5.00 (4.98, 5.03) | 5.01 (4.98, 5.03) | 5.01 (4.99, 5.03) | 5.01 (4.99, 5.03) |
σ2 | 1 | 1.09 (0.89, 1.49) | 1.04 (0.85, 1.40) | 0.96 (0.78, 1.23) | 0.94 (0.77, 1.20) |
τ2 | 0.1 | 0.07 (0.04, 0.10) | 0.07 (0.04, 0.10) | 0.10 (0.08, 0.13) | 0.10 (0.08, 0.13) |
φ | 12 | 11.81 (8.18, 15.02) | 12.21 (8.83, 15.62) | 12.93 (9.70, 16.77) | 13.36 (9.99, 17.15) |
pD | — | 1491.08 | 1478.61 | 1243.32 | 1249.57 |
DIC | — | 1856.85 | 1901.57 | 2390.65 | 2377.51 |
G | — | 33.67 | 35.68 | 77.84 | 76.40 |
P | — | 253.03 | 259.13 | 340.40 | 337.88 |
D | — | 286.70 | 294.82 | 418.24 | 414.28 |
RMSPE | — | 1.22 | 1.22 | 1.2 | 1.2 |
95% CI cover % | — | 97.2 | 97.2 | 97.6 | 97.6 |
95% CI width | — | 2.19 | 2.18 | 2.13 | 2.12 |
Time | — | 14.2 | 47.08 | 9.98 | 33.5 |
True | Predictive process 64 knots | Full Gaussian process | |||
|
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β0 | 1 | 1.30 (0.54, 2.03) | 1.03 (0.69, 1.34) | ||
β1 | 5 | 5.03 (4.99, 5.06) | 5.01 (4.99, 5.03) | ||
σ2 | 1 | 1.29 (0.96, 2.00) | 0.94 (0.76, 1.23) | ||
τ2 | 0.1 | 0.08 (0.04, 0.13) | 0.10 (0.08, 0.12) | ||
φ | 12 | 5.61 (3.48, 8.09) | 13.52 (9.92, 17.50) | ||
pD | — | 1258.27 | 1260.68 | ||
DIC | — | 13677.97 | 2364.80 | ||
G | — | 1075.63 | 74.80 | ||
P | — | 200.39 | 333.27 | ||
D | — | 1276.03 | 408.08 | ||
RMSPE | — | 1.68 | 1.2 | ||
95% CI cover % | — | 95.6 | 97.6 | ||
95% CI width | — | 2.97 | 2.12 | ||
Time | — | 43.36 | 560.31 |