Simon N. Wood

Bio: Simon N. Wood is an academic researcher from University of Bristol. The author has contributed to research in topics: Population & Smoothing. The author has an hindex of 50, co-authored 125 publications receiving 17545 citations. Previous affiliations of Simon N. Wood include University of Edinburgh & University of Strathclyde.

Fast stable restricted maximum likelihood and marginal likelihood estimation of semiparametric generalized linear models

Abstract: Summary. Recent work by Reiss and Ogden provides a theoretical basis for sometimes preferring restricted maximum likelihood (REML) to generalized cross-validation (GCV) for smoothing parameter selection in semiparametric regression. However, existing REML or marginal likelihood (ML) based methods for semiparametric generalized linear models (GLMs) use iterative REML or ML estimation of the smoothing parameters of working linear approximations to the GLM. Such indirect schemes need not converge and fail to do so in a non-negligible proportion of practical analyses. By contrast, very reliable prediction error criteria smoothing parameter selection methods are available, based on direct optimization of GCV, or related criteria, for the GLM itself. Since such methods directly optimize properly defined functions of the smoothing parameters, they have much more reliable convergence properties. The paper develops the first such method for REML or ML estimation of smoothing parameters. A Laplace approximation is used to obtain an approximate REML or ML for any GLM, which is suitable for efficient direct optimization. This REML or ML criterion requires that Newton–Raphson iteration, rather than Fisher scoring, be used for GLM fitting, and a computationally stable approach to this is proposed. The REML or ML criterion itself is optimized by a Newton method, with the derivatives required obtained by a mixture of implicit differentiation and direct methods. The method will cope with numerical rank deficiency in the fitted model and in fact provides a slight improvement in numerical robustness on the earlier method of Wood for prediction error criteria based smoothness selection. Simulation results suggest that the new REML and ML methods offer some improvement in mean-square error performance relative to GCV or Akaike's information criterion in most cases, without the small number of severe undersmoothing failures to which Akaike's information criterion and GCV are prone. This is achieved at the same computational cost as GCV or Akaike's information criterion. The new approach also eliminates the convergence failures of previous REML- or ML-based approaches for penalized GLMs and usually has lower computational cost than these alternatives. Example applications are presented in adaptive smoothing, scalar on function regression and generalized additive model selection.

Thin plate regression splines

Abstract: discuss the production of low rank smoothers for d greater than or equal to 1 dimensional data, which can be fitted by regression or penalized regression methods. The smoothers are constructed by a simple transformation and truncation of the basis that arises from the solution of the thin plate spline smoothing problem and are optimal in the sense that the truncation is designed to result in the minimum possible perturbation of the thin plate spline smoothing problem given the dimension of the basis used to construct the smoother. By making use of Lanczos iteration the basis change and truncation are computationally efficient. The smoothers allow the use of approximate thin plate spline models with large data sets, avoid the problems that are associated with 'knot placement' that usually complicate modelling with regression splines or penalized regression splines, provide a sensible way of modelling interaction terms in generalized additive models, provide low rank approximations to generalized smoothing spline models, appropriate for use with large data sets, provide a means for incorporating smooth functions of more than one variable into non-linear models and improve the computational efficiency of penalized likelihood models incorporating thin plate splines. Given that the approach produces spline-like models with a sparse basis, it also provides a natural way of incorporating unpenalized spline-like terms in linear and generalized linear models, and these can be treated just like any other model terms from the point of view of model selection, inference and diagnostics

Stable and Efficient Multiple Smoothing Parameter Estimation for Generalized Additive Models

Abstract: Representation of generalized additive models (GAM's) using penalized regression splines allows GAM's to be employed in a straightforward manner using penalized regression methods. Not only is inference facilitated by this approach, but it is also possible to integrate model selection in the form of smoothing parameter selection into model fitting in a computationally efficient manner using well founded criteria such as generalized cross-validation. The current fitting and smoothing parameter selection methods for such models are usually effective, but do not provide the level of numerical stability to which users of linear regression packages, for example, are accustomed. In particular the existing methods cannot deal adequately with numerical rank deficiency of the GAM fitting problem, and it is not straightforward to produce methods that can do so, given that the degree of rank deficiency can be smoothing parameter dependent. In addition, models with the potential flexibility of GAM's can also present ...

Making mistakes when predicting shifts in species range in response to global warming

Abstract: Many attempts to predict the biotic responses to climate change rely on the 'climate envelope' approach, in which the current distribution of a species is mapped in climate-space and then, if the position of that climate-space changes, the distribution of the species is predicted to shift accordingly. The flaw in this approach is that distributions of species also reflect the influence of interactions with other species, so predictions based on climate envelopes may be very misleading if the interactions between species are altered by climate change. An additional problem is that current distributions may be the result of sources and sinks, in which species appear to thrive in places where they really persist only because individuals disperse into them from elsewhere. Here we use microcosm experiments on simple but realistic assemblages to show how misleading the climate envelope approach can be. We show that dispersal and interactions, which are important elements of population dynamics, must be included in predictions of biotic responses to climate change.

Modelling and smoothing parameter estimation with multiple quadratic penalties

Abstract: Summary. Penalized likelihood methods provide a range of practical modelling tools, including spline smoothing, generalized additive models and variants of ridge regression. Selecting the correct weights for penalties is a critical part of using these methods and in the single penalty case the analyst has several well founded techniques to choose from. However, many modelling problems suggest a formulation employing multiple penalties, and here general methodology is lacking. A wide family of models with multiple penalties can be fitted to data by iterative solution of the generalized ridge regression problem: minimise kW 1=2 (Xp A y)k 2 o + P m i=1 iip 0 S i p (p is a parameter vector, X a design matrix, Si a non-negative definite coefficient matrix defining the i th penalty with associated smoothing parameter ii, W a diagonal weight matrix, y a vector of data or pseudodata and o an ‘overall’ smoothing parameter included for reasons of computational efficiency). This paper shows how smoothing parameter selection can be performed efficiently by applying generalized cross validation to this problem and how this allows non-linear, generalized linear and linear models to be fitted using multiple penalties, substantially increasing the scope of penalized modelling methods. Examples of non-linear modelling, generalized additive modelling and anisotropic smoothing are given.

Species assemblages and indicator species:the need for a flexible asymmetrical approach

Abstract: This paper presents a new and simple method to find indicator species and species assemblages characterizing groups of sites The novelty of our approach lies in the way we combine a species relative abundance with its relative frequency of occurrence in the various groups of sites This index is maximum when all individuals of a species are found in a single group of sites and when the species occurs in all sites of that group; it is a symmetric indicator The statistical significance of the species indicator values is evaluated using a randomization procedure Contrary to TWINSPAN, our indicator index for a given species is independent of the other species relative abundances, and there is no need to use pseudospecies The new method identifies indicator species for typologies of species releves obtained by any hierarchical or nonhierarchical classification procedure; its use is independent of the classification method Because indicator species give ecological meaning to groups of sites, this method provides criteria to compare typologies, to identify where to stop dividing clusters into subsets, and to point out the main levels in a hierarchical classification of sites Species can be grouped on the basis of their indicator values for each clustering level, the heterogeneous nature of species assemblages observed in any one site being well preserved Such assemblages are usually a mixture of eurytopic (higher level) and stenotopic species (characteristic of lower level clusters) The species assemblage approach demonstrates the importance of the ''sampled patch size,'' ie, the diversity of sampled ecological combinations, when we compare the frequencies of core and satellite species A new way to present species-site tables, accounting for the hierarchical relationships among species, is proposed A large data set of carabid beetle distributions in open habitats of Belgium is used as a case study to illustrate the new method

Predicting species distribution: offering more than simple habitat models.

Abstract: In the last two decades, interest in species distribution models (SDMs) of plants and animals has grown dramatically. Recent advances in SDMs allow us to potentially forecast anthropogenic effects on patterns of biodiversity at different spatial scales. However, some limitations still preclude the use of SDMs in many theoretical and practical applications. Here, we provide an overview of recent advances in this field, discuss the ecological principles and assumptions underpinning SDMs, and highlight critical limitations and decisions inherent in the construction and evaluation of SDMs. Particular emphasis is given to the use of SDMs for the assessment of climate change impacts and conservation management issues. We suggest new avenues for incorporating species migration, population dynamics, biotic interactions and community ecology into SDMs at multiple spatial scales. Addressing all these issues requires a better integration of SDMs with ecological theory.

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Fast stable restricted maximum likelihood and marginal likelihood estimation of semiparametric generalized linear models

Abstract: Summary. Recent work by Reiss and Ogden provides a theoretical basis for sometimes preferring restricted maximum likelihood (REML) to generalized cross-validation (GCV) for smoothing parameter selection in semiparametric regression. However, existing REML or marginal likelihood (ML) based methods for semiparametric generalized linear models (GLMs) use iterative REML or ML estimation of the smoothing parameters of working linear approximations to the GLM. Such indirect schemes need not converge and fail to do so in a non-negligible proportion of practical analyses. By contrast, very reliable prediction error criteria smoothing parameter selection methods are available, based on direct optimization of GCV, or related criteria, for the GLM itself. Since such methods directly optimize properly defined functions of the smoothing parameters, they have much more reliable convergence properties. The paper develops the first such method for REML or ML estimation of smoothing parameters. A Laplace approximation is used to obtain an approximate REML or ML for any GLM, which is suitable for efficient direct optimization. This REML or ML criterion requires that Newton–Raphson iteration, rather than Fisher scoring, be used for GLM fitting, and a computationally stable approach to this is proposed. The REML or ML criterion itself is optimized by a Newton method, with the derivatives required obtained by a mixture of implicit differentiation and direct methods. The method will cope with numerical rank deficiency in the fitted model and in fact provides a slight improvement in numerical robustness on the earlier method of Wood for prediction error criteria based smoothness selection. Simulation results suggest that the new REML and ML methods offer some improvement in mean-square error performance relative to GCV or Akaike's information criterion in most cases, without the small number of severe undersmoothing failures to which Akaike's information criterion and GCV are prone. This is achieved at the same computational cost as GCV or Akaike's information criterion. The new approach also eliminates the convergence failures of previous REML- or ML-based approaches for penalized GLMs and usually has lower computational cost than these alternatives. Example applications are presented in adaptive smoothing, scalar on function regression and generalized additive model selection.