Stochastic modelling of urban structure

DOI10.1098/RSPA.2017.0700MaRDI QIDQ4557688zbMATH OpenOpenAlexWikidataFDO

Authors Louis Ellam, M. Girolami, Grigorios A. Pavliotis, Alan G. Wilson

Publication date 26 November 2018

Published in Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1805.03567

zbMATH Keywords

Bayesian inferenceBayesian statisticscomplexityMarkov chain Monte Carlourban modellingurban structure

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Bayesian inference (62F15) Applications of statistics to social sciences (62P25) Models of societies, social and urban evolution (91D10)

Abstract: The building of mathematical and computer models of cities has a long history. The core elements are models of flows (spatial interaction) and the dynamics of structural evolution. In this article, we develop a stochastic model of urban structure to formally account for uncertainty arising from less predictable events. Standard practice has been to calibrate the spatial interaction models independently and to explore the dynamics through simulation. We present two significant results that will be transformative for both elements. First, we represent the structural variables through a single potential function and develop stochastic differential equations (SDEs) to model the evolution. Secondly, we show that the parameters of the spatial interaction model can be estimated from the structure alone, independently of flow data, using the Bayesian inferential framework. The posterior distribution is doubly intractable and poses significant computational challenges that we overcome using Markov chain Monte Carlo (MCMC) methods. We demonstrate our methodology with a case study on the London retail system.

Recommendations

• scientific article; zbMATH DE number 3862883
• Modeling evolving spatial choice patterns
• Modeling space-time data using stochastic differential equations
• Sociodynamics applied to the evolution of urban and regional structures
• scientific article; zbMATH DE number 4170636

Cites work

• A general method for debiasing a Monte Carlo estimator
• Applied Welfare Economics with Discrete Choice Models
• Bayesian data analysis.
• Data assimilation: Mathematical and statistical perspectives
• Exact estimation for Markov chain equilibrium expectations
• Exponential convergence of Langevin distributions and their discrete approximations
• Handbook of Markov Chain Monte Carlo
• scientific article; zbMATH DE number 3965301 (Why is no real title available?)
• scientific article; zbMATH DE number 5060482 (Why is no real title available?)
• Monte Carlo strategies in scientific computing.
• On Russian roulette estimates for Bayesian inference with doubly-intractable likelihoods
• Poincaré and logarithmic Sobolev inequalities by decomposition of the energy landscape
• Saddlepoint Approximations with Applications
• The pseudo-marginal approach for efficient Monte Carlo computations
• Variance reduction using nonreversible Langevin samplers

Cited in

(10)

• Active stabilization of a chaotic urban system
• Simulating urban expansion by coupling a stochastic cellular automata model and socioeconomic indicators
• scientific article; zbMATH DE number 3862883 (Why is no real title available?)
• scientific article; zbMATH DE number 3974676 (Why is no real title available?)
• scientific article; zbMATH DE number 177113 (Why is no real title available?)
• A stochastic-statistical residential burglary model with independent Poisson clocks
• Eigenfunction Martingale Estimators for Interacting Particle Systems and Their Mean Field Limit
• Table inference for combinatorial origin-destination choices in agent-based population synthesis
• Parameter-wise predictions and sensitivity analysis for random walk models in the life sciences
• The future of urban modelling: from BLV to AI

Describes a project that uses

Uses Software

• BayesDA

This page was built for publication: Stochastic modelling of urban structure

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4557688)