# spStack: Bayesian Geostatistics Using Predictive Stacking

spStack implements Bayesian inference for a rich class of spatial and spatial-temporal geostatistical models using stacking of predictive densities. Besides delivering competitive predictive performance as compared to traditional fully Bayesian inference using MCMC, predictive stacking is embarrassingly parallel, and hence, fast. This package, to the best of our knowledge, is the first to implement stacking for Bayesian analysis of spatial and spatial-temporal data. Technical details surrounding the methodology can be found in the articles Zhang, Tang, and Banerjee (2025) and Pan et al. (2025).

    set.seed(1729)

## Bayesian Gaussian spatial regression models

Here is a quick example using the lazyloaded synthetic data `simGaussian`.

Step 1. Load the library spStack and prepare the data. Here we split the data into `dat_train` and `dat_pred` - we train our model on `dat_train` and subsequently carry out posterior predictive inference at the locations in `dat_pred`.

    library(spStack)

    # training and test data sizes
    n_train <- 100
    n_pred <- 50

    data("simGaussian")
    dat_train <- simGaussian[1:n_train, ]
    dat_pred <- simGaussian[n_train + 1:n_pred, ]

Step 2. Run the function `spLMstack()` - define the model with a formula, input the spatial coordinates as a matrix, specify the correlation function, and accordingly provide candidate values of the parameters through `params.list`. The argument `loopd.method` can be used to specify the method used for calculation of leave-one-out predictive densities, existing parallelization plan can be used if `parallel` is set `TRUE`, and `solver` argument specifies the solver used to carry out the optimization routine to get stacking weights.

    mod1 <- spLMstack(y ~ x1, data = dat_train,
                      coords = as.matrix(dat_train[, c("s1", "s2")]),
                      cor.fn = "matern",
                      params.list = list(phi = c(1.5, 3, 5),
                                         nu = c(0.75, 1.25),
                                         noise_sp_ratio = c(0.5, 1, 2)),
                      n.samples = 1000, loopd.method = "psis",
                      parallel = FALSE, solver = "ECOS", verbose = TRUE)
    #>
    #> STACKING WEIGHTS:
    #>
    #>            | phi | nu   | noise_sp_ratio | weight |
    #> +----------+-----+------+----------------+--------+
    #> | Model 1  |  1.5|  0.75|             0.5| 0.000  |
    #> | Model 2  |  3.0|  0.75|             0.5| 0.030  |
    #> | Model 3  |  5.0|  0.75|             0.5| 0.000  |
    #> | Model 4  |  1.5|  1.25|             0.5| 0.287  |
    #> | Model 5  |  3.0|  1.25|             0.5| 0.000  |
    #> | Model 6  |  5.0|  1.25|             0.5| 0.683  |
    #> | Model 7  |  1.5|  0.75|             1.0| 0.000  |
    #> | Model 8  |  3.0|  0.75|             1.0| 0.000  |
    #> | Model 9  |  5.0|  0.75|             1.0| 0.000  |
    #> | Model 10 |  1.5|  1.25|             1.0| 0.000  |
    #> | Model 11 |  3.0|  1.25|             1.0| 0.000  |
    #> | Model 12 |  5.0|  1.25|             1.0| 0.000  |
    #> | Model 13 |  1.5|  0.75|             2.0| 0.000  |
    #> | Model 14 |  3.0|  0.75|             2.0| 0.000  |
    #> | Model 15 |  5.0|  0.75|             2.0| 0.000  |
    #> | Model 16 |  1.5|  1.25|             2.0| 0.000  |
    #> | Model 17 |  3.0|  1.25|             2.0| 0.000  |
    #> | Model 18 |  5.0|  1.25|             2.0| 0.000  |
    #> +----------+-----+------+----------------+--------+

Step 3. Use the helper function `stackedSampler()` to sample from the stacked posterior distribution. These samples serve as the final posterior samples corresponding to our target model.

    post_samps <- stackedSampler(mod1)

The final output will be a tagged list with each entry containing posterior samples of the corresponding parameter.

    post_beta <- post_samps$beta
    summary_beta <- t(apply(post_beta, 1, function(x) quantile(x, c(0.025, 0.5, 0.975))))
    rownames(summary_beta) <- mod1$X.names
    print(summary_beta)
    #>                 2.5%      50%    97.5%
    #> (Intercept) 1.118222 2.324802 3.258348
    #> x1          4.850667 4.974061 5.101968

> Note: The following optional steps are only required if interested in posterior predictive inference.

(Optional) Step 4. Prepare the inputs for posterior predictive inference. The new spatial coordinates at which we intend to carry out prediction is given by `sp_pred` and the value of the covariates at these new locations are given by `X_new`.

    sp_pred <- as.matrix(dat_pred[, c("s1", "s2")])
    X_new <- as.matrix(cbind(rep(1, n_pred), dat_pred$x1))

(Optional) Step 5. Pass the output obtained by running `spLMstack()` through the function `posteriorPredict()` along with the new coordinates and covariates.

    mod.pred <- posteriorPredict(mod1,
                                 coords_new = sp_pred,
                                 covars_new = X_new,
                                 joint = TRUE)

(Optional) Step 6. Once samples from the posterior predictive distribution are obtained, once again run `stackedSampler()` to obtain samples from the stacked posterior predictive distribution.

    postpred_samps <- stackedSampler(mod.pred)

Next, we analyze how well we predict the responses by plotting their posterior predictive summaries against their corresponding true values.

    postpred_y <- postpred_samps$y.pred
    post_y_summ <- t(apply(postpred_y, 1, function(x) quantile(x, c(0.025, 0.5, 0.975))))
    y_combn <- data.frame(y = dat_pred$y, yL = post_y_summ[, 1],
                          yM = post_y_summ[, 2], yU = post_y_summ[, 3])
    library(ggplot2)
    ggplot(data = y_combn, aes(x = y)) +
      geom_errorbar(aes(ymin = yL, ymax = yU), color = "skyblue") +
      geom_point(aes(y = yM), color = "darkblue", alpha = 0.5) +
      geom_abline(slope = 1, intercept = 0, color = "red", linetype = "solid") +
      xlab("True y") + ylab("Posterior predictive of y") + theme_bw() +
      theme(panel.background = element_blank(), aspect.ratio = 1)

More details about this can found in the vignettes titled “Spatial Models” and “Posterior Predictive Inference”.

## Bayesian non-Gaussian spatial regression models

The workflow for the spatial generalized linear models are similar. Here is a quick example using the lazyloaded synthetic data `simPoisson`.

Step 1. Prepare data by splitting into train and test sets.

    # training and test data sizes
    n_train <- 100
    n_pred <- 50

    # load spatial Poisson data
    data("simPoisson")
    dat_train <- simPoisson[1:n_train, ]
    dat_pred <- simPoisson[n_train + 1:n_pred, ]

Step 2. Run the function `spGLMstack()` after specifying the `family`, and supplying the candidate values of the spatial process parameters `phi` and `nu`, and the boundary adjustment parameter `boundary`. The `loopd.controls` option can be used to specify the method and parameters used for calculation of leave-one-out predictive densities. The input `list(method = "CV", CV.K = 10, nMC = 500)` corresponds to \(K\)-fold cross-validation with \(K = 10\) and using 500 Monte Carlo samples for calculating each predictive density.

    mod1 <- spGLMstack(y ~ x1, data = dat_train, family = "poisson",
                       coords = as.matrix(dat_train[, c("s1", "s2")]), cor.fn = "matern",
                       params.list = list(phi = c(3, 4, 5), nu = c(0.5, 1.0),
                                          boundary = c(0.5)),
                       priors = list(nu.beta = 5, nu.z = 5),
                       n.samples = 1000,
                       loopd.controls = list(method = "CV", CV.K = 10, nMC = 500),
                       verbose = TRUE)
    #> Some priors were not supplied. Using defaults.
    #>
    #> STACKING WEIGHTS:
    #>
    #>           | phi | nu  | boundary | weight |
    #> +---------+-----+-----+----------+--------+
    #> | Model 1 |    3|  0.5|       0.5| 0.000  |
    #> | Model 2 |    4|  0.5|       0.5| 0.000  |
    #> | Model 3 |    5|  0.5|       0.5| 0.000  |
    #> | Model 4 |    3|  1.0|       0.5| 0.115  |
    #> | Model 5 |    4|  1.0|       0.5| 0.357  |
    #> | Model 6 |    5|  1.0|       0.5| 0.528  |
    #> +---------+-----+-----+----------+--------+

Step 3. Run `stackedSampler()` to obtain posterior samples from the stacked posterior and then analyze the output.

    post_samps <- stackedSampler(mod1)

    post_beta <- post_samps$beta
    summary_beta <- t(apply(post_beta, 1, function(x) quantile(x, c(0.025, 0.5, 0.975))))
    rownames(summary_beta) <- mod1$X.names
    print(summary_beta)
    #>                   2.5%        50%      97.5%
    #> (Intercept)  0.8260636  2.0785242  3.2824479
    #> x1          -0.6883003 -0.5674516 -0.4520464

> Note: The following optional steps are only required if interested in posterior predictive inference.

(Optional) Step 4. Prepare the inputs for posterior predictive inference.

    sp_pred <- as.matrix(dat_pred[, c("s1", "s2")])
    X_new <- as.matrix(cbind(rep(1, n_pred), dat_pred$x1))

(Optional) Step 5. Finally, pass the model output through the function `posteriorPredict()`

    mod.pred <- posteriorPredict(mod1,
                                 coords_new = sp_pred,
                                 covars_new = X_new,
                                 joint = FALSE)

(Optional) Step 6. Once samples from the posterior predictive distribution is obtained, obtain samples from the stacked posterior predictive distribution using `stackedSampler()`.

    postpred_samps <- stackedSampler(mod.pred)

Further, we analyze the posterior predictive distribution of the spatial process against their corresponding true values.

    postpred_z <- postpred_samps$z.pred
    post_z_summ <- t(apply(postpred_z, 1, function(x) quantile(x, c(0.025, 0.5, 0.975))))
    z_combn <- data.frame(z = dat_pred$z_true, zL = post_z_summ[, 1],
                          zM = post_z_summ[, 2], zU = post_z_summ[, 3])
    ggplot(data = z_combn, aes(x = z)) +
      geom_errorbar(aes(ymin = zL, ymax = zU), color = "skyblue") +
      geom_point(aes(y = zM), color = "darkblue", alpha = 0.5) +
      geom_abline(slope = 1, intercept = 0, color = "red", linetype = "solid") +
      xlab("True z") + ylab("Posterior predictive of z") + theme_bw() +
      theme(panel.background = element_blank(), aspect.ratio = 1)

## Additional functionalities

We have devised and demonstrated Bayesian predictive stacking to be an effective tool for estimating spatial/spatial-temporal regression models and yielding robust predictions for Gaussian as well as non-Gaussian data. We develop and exploit analytically accessible distribution theory pertaining to Bayesian analysis of linear mixed model and generalized linear mixed models that enables us to directly sample from the posterior distributions. The focus of this package is on effectively combining inference across different closed-form posterior distributions by circumventing inference on weakly identified parameters.

The “Technical Overview” vignette provides a comprehensive review of the conjugate Bayesian hierarchical models used here. The “Spatial Models” and “Spatial-Temporal Models” explains in detail how to use the functions for spatial and spatial-temporal regressions, respectively. Future developments and investigations will consider zero-inflated non-Gaussian data and adapting to variants of Gaussian process models that scale inference to massive datasets by circumventing the Cholesky decomposition of dense covariance matrices.

## References

Pan, Soumyakanti, Lu Zhang, Jonathan R. Bradley, and Sudipto Banerjee. 2025. “Bayesian Inference for Spatial-Temporal Non-Gaussian Data Using Predictive Stacking.” https://doi.org/10.48550/arXiv.2406.04655.
Zhang, Lu, Wenpin Tang, and Sudipto Banerjee. 2025. “Bayesian Geostatistics Using Predictive Stacking.” Journal of the American Statistical Association. https://doi.org/10.1080/01621459.2025.2566449.