GMRFs.jl

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Advanced GMRF modelling for disease mapping ​

In this walk‑through we fit a simple, interpretable disease‑mapping model to the classic Scotland lip cancer data. The response is the number of observed cases per district. We use a Poisson likelihood with an exposure offset and a BYM (Besag–York–Mollié) latent field to capture spatial structure and local over‑dispersion. We also include a fixed‑effect covariate.

What we put together:

  • A Poisson model with a log link and log‑exposure offset (so we model relative risk).

  • A BYM latent field = Besag (structured spatial) + IID (unstructured spatial).

  • Fixed effects (intercept + one covariate).

What you’ll learn:

  • Build a polygon contiguity adjacency matrix directly from a shapefile.

  • Compose a BYM + fixed‑effects model via the formula interface.

  • Run a fast Gaussian approximation and make useful maps.

  • Read fixed effects, split BYM into structured/unstructured, and add an exceedance map (P(RR > 1)).

julia
using CSV, DataFrames
using StatsModels
using SparseArrays
using Distributions
using GaussianMarkovRandomFields
using Shapefile              # Activates the Shapefile extension for contiguity
using LibGEOS
using Plots
using GeoInterface
using Random, Statistics

Load data ​

We load from a local data/ directory next to this tutorial. The CSV has observed counts (CANCER), expected counts (CEXP), and the covariate AFF: the proportion of the population engaged in Agriculture, Fishing or Forestry (hence the name). The shapefile contains district polygons with a CODE attribute. We align the CSV rows to the shapefile feature order and keep CODE as a convenient string identifier.

julia
data_dir = joinpath(@__DIR__, "data"); mkpath(data_dir)

base_url = "https://github.com/timweiland/GaussianMarkovRandomFields.jl/raw/refs/heads/main/docs/data"
extensions = ["csv", "shp", "dbf"]
paths = [joinpath(data_dir, "scotlip.$(ext)") for ext in extensions]
csv_path, shp_path, _ = paths
for (path, extension) in zip(paths, extensions)
    if !isfile(path)
        try
            download("$base_url/scotlip.$(extension)", path)
        catch err
            error("Could not download scotlip.$(extension); place it at $(path).")
        end
    end
end
julia
df = DataFrame(CSV.File(csv_path))
rename!(df, Dict(:CANCER => :y, :CEXP => :E, :AFF => :aff, :CODE => :code, :NAME => :name))
df.offset = log.(df.E)
df.aff ./= 100.0 # AFF is provided in percent; convert to fraction for stable scaling
df[1:5, :]
5×12 DataFrame
RowCODENOAREAPERIMETERRECORD_IDDISTRICTnamecodeyPOPEaffoffset
Int64Float64Float64Int64Int64String15String7Int64Int64Float64Float64Float64
161269.74002e8184951.011Skye-Lochalshw61269283241.380.160.322083
260161.46199e9178224.022Banff-Buchanw6016392313378.660.162.15871
361211.75309e9179177.033Caithnessw612111831903.040.11.11186
456018.98599e8128777.044Berwickshirew56019517102.530.240.928219
561255.10987e9580792.055Ross-Cromartyw6125151292714.260.11.44927

Build adjacency matrix from the shapefile and obtain feature IDs (by CODE)

julia
W, ids = contiguity_adjacency(shp_path; id_field = :CODE)
id_to_node = Dict(ids[i] => i for i in eachindex(ids))
W
56×56 SparseArrays.SparseMatrixCSC{Float64, Int64} with 234 stored entries:
⎡⠀⠀⠁⠂⠑⠠⠀⠀⢀⢁⠀⠀⠀⢀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⎤
⎢⠡⠀⠀⠀⠠⠈⠄⠠⠄⠁⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⎥
⎢⠑⡀⡀⠂⠀⠀⠀⠐⠁⠁⠐⠁⠀⠀⠁⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⎥
⎢⠀⠀⠀⡁⢀⠀⠀⠀⡁⠁⣀⠀⠄⠀⡄⠒⠀⠂⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⎥
⎢⠄⢐⠄⠁⠅⠀⠅⠈⢄⠑⠀⠀⠀⠐⠁⠀⠂⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⢒⎥
⎢⠀⠀⠀⠀⠔⠀⠀⠘⠀⠀⠀⠀⠀⡀⢅⡀⠠⠀⠀⠄⠀⢀⠀⣀⠈⠀⠀⣀⎥
⎢⠀⢀⠀⠀⠀⠀⠀⠁⢀⠀⠀⠠⠊⠀⠃⠤⡀⠀⠀⠀⠀⠂⡀⠀⠀⠀⠀⠠⎥
⎢⠀⠀⠀⠀⠁⠀⢠⠉⠁⠀⠁⠱⠉⡄⠀⡠⠈⠄⠐⠀⠐⠑⠢⠄⠈⠀⠀⠂⎥
⎢⠀⠀⠀⠀⠀⠀⠠⠀⠈⠀⠀⠂⠀⠈⠂⠄⠀⠀⡄⠒⡐⠂⠡⠀⠀⠒⠐⠁⎥
⎢⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠄⠀⠀⠐⠀⢠⠉⠀⡠⠑⠐⠈⠀⡂⢂⠐⠀⎥
⎢⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⢀⠠⠀⢔⠀⠰⠈⢑⠀⠠⠂⠈⢀⡁⠂⠁⠀⎥
⎢⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⢠⠀⠈⠈⠆⠁⠂⠂⠀⠂⢀⠠⡢⡄⠀⠆⠁⎥
⎢⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠂⠀⠀⠀⠂⠀⢠⠀⠨⢈⠡⠈⠀⠉⡀⠈⢩⠀⎥
⎣⠀⠀⠀⠀⠀⠀⠀⠀⢠⢀⠀⢠⠀⡀⠠⠀⠔⠀⠐⠀⠁⠀⠌⠁⠃⠒⠀⡠⎦

Model in one picture ​

The (log) relative risk per district is modelled as

log RRᵢ = β₀ + β_aff · AFFᵢ + uᵢ (Besag) + vᵢ (IID)

and counts as yᵢ ~ Poisson(Eᵢ · RRᵢ), where Eᵢ is the expected count (offset).

In code, we specify:

  • besag = Besag(W; id_to_node = Dict(code => i)) for the structured effect.

  • IID(code) for the unstructured effect.

  • 1 + aff for fixed effects (intercept + AFF). The fixed block is weakly regularized internally for numerical stability.

julia
besag = Besag(W; id_to_node = id_to_node, singleton_policy = :degenerate)

f = @formula(y ~ 1 + aff + IID(code) + besag(code))
comp = build_formula_components(f, df; family = Poisson)
(A = sparse([4, 18, 20, 55, 43, 42, 34, 56, 27, 32  …  45, 46, 47, 48, 50, 51, 53, 54, 55, 56], [1, 2, 3, 4, 5, 6, 7, 8, 9, 10  …  114, 114, 114, 114, 114, 114, 114, 114, 114, 114], [1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0  …  0.01, 0.07, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.16, 0.1], 56, 114), y = [9, 39, 11, 9, 15, 8, 26, 7, 6, 20  …  2, 3, 28, 6, 1, 1, 1, 1, 0, 0], obs_model = LinearlyTransformedObservationModel(base=ExponentialFamily{Distributions.Poisson, LogLink, Nothing}, A=56×114 sparse), combined_model = CombinedModel with 3 components (total=114):
  [1] iid (n=56), hyperparameters = [τ]
  [2] besag (n=56), hyperparameters = [τ]
  [3] fixed (n=2), hyperparams = (τ_iid = Real, τ_besag = Real), meta = (n_random = 2, n_fixed = 2, term_sizes = (random = [56, 56], fixed = [1, 1])))

Likelihood with offset and Gaussian approximation ​

The Poisson observation model uses the log‑link by default. Passing offset = log(E) encodes exposure and turns the linear predictor into log RR.

julia
lik = comp.obs_model(df.y; offset = df.offset)
LinearlyTransformedLikelihood{PoissonLikelihood{LogLink, Nothing, Vector{Float64}}, SparseArrays.SparseMatrixCSC{Float64, Int64}}(PoissonLikelihood{LogLink, Nothing, Vector{Float64}}(LogLink(), [9, 39, 11, 9, 15, 8, 26, 7, 6, 20  …  2, 3, 28, 6, 1, 1, 1, 1, 0, 0], nothing, [0.3220834991691133, 2.1587147225743437, 1.1118575154181303, 0.9282193027394288, 1.449269160281279, 0.8754687373538999, 2.0930978681273213, 0.8329091229351039, 0.6830968447064438, 1.891604804197771  …  1.7209792871670078, 2.234306252240751, 4.484808829316908, 2.976549454137217, 1.235471471385307, 1.2864740258376797, 1.747459210331475, 1.9501867058225735, 1.425515074273172, 0.5653138090500605]), sparse([4, 18, 20, 55, 43, 42, 34, 56, 27, 32  …  45, 46, 47, 48, 50, 51, 53, 54, 55, 56], [1, 2, 3, 4, 5, 6, 7, 8, 9, 10  …  114, 114, 114, 114, 114, 114, 114, 114, 114, 114], [1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0  …  0.01, 0.07, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.16, 0.1], 56, 114))

Pick prior precision scales for the BYM parts (you can tune these later) and form a Gaussian approximation of the posterior.

julia
prior = comp.combined_model(; τ_besag = 4.1, τ_iid = 3.9)
post = gaussian_approximation(prior, lik)
ConstrainedGMRF{Float64} with 114 variables and 4 constraints
  Base GMRF: GMRF{Float64}(n=114, alg=LinearSolve.DefaultLinearSolver)
  Constraints: 4×114 matrix
  Constraint values: [0.0, 0.0, 0.0, 0.0]

Linear predictor on the observation scale (η = log RR) and relative risk

julia
η = comp.A * mean(post)
RR = exp.(η)
(minimum(RR), median(RR), maximum(RR))
(0.33079007558467366, 1.0609784063149603, 5.603679567006663)

Choropleth: polygons filled by relative risk ​

This is the “money map”: areas in purple have elevated RR; yellowish areas are comparatively lower. Multipolygons are handled by duplicating the area’s value across its parts.

julia
table = Shapefile.Table(shp_path)
geoms = GeoInterface.convert.(Ref(LibGEOS), table.geometry)

shape_from_polygon(poly::LibGEOS.Polygon) = begin
    ring = LibGEOS.exteriorRing(poly)
    mp = LibGEOS.uniquePoints(ring)            # MultiPoint of ring vertices
    pts = LibGEOS.getGeometries(mp)            # Vector{Point}
    xs = Float64[LibGEOS.getXMin(p) for p in pts]
    ys = Float64[LibGEOS.getYMin(p) for p in pts]
    Shape(xs, ys)
end

shapes = Shape[]
zvals = Float64[]
@inbounds for (i, g) in enumerate(geoms)
    if g isa LibGEOS.Polygon
        push!(shapes, shape_from_polygon(g))
        push!(zvals, RR[i])
    elseif g isa LibGEOS.MultiPolygon
        for poly in LibGEOS.getGeometries(g)
            push!(shapes, shape_from_polygon(poly))
            push!(zvals, RR[i])
        end
    end
end

plt = plot(
    shapes; fill_z = reshape(zvals, 1, :), st = :shape, c = :viridis, lc = :gray30,
    axis = nothing, aspect_ratio = 1.0, legend = false,
    title = "Relative Risk (BYM + fixed)", cb = :right
)
plt

Fixed effects summary (β and 95 CI) ​

Interpreting fixed effects is easy in a log‑link Poisson GLM:

  • exp(β₀) is the baseline relative risk when AFF=0 and random effects are zero.

  • exp(β_aff) is the multiplicative change in RR per unit increase in AFF (here AFF is a fraction; e.g. +0.10 = +10 percentage points). Larger positive β_aff means higher RR in districts with greater AFF.

The code below simply extracts the fixed‑effects block and reports estimates and approximate 95% intervals.

julia
n_fixed = comp.meta.n_fixed
n_cols = size(comp.A, 2)
fix_rng = (n_cols - n_fixed + 1):n_cols

β̂_intercept, β̂_aff = mean(post)[fix_rng]
se_intercept, se_aff = std(post)[fix_rng]
z = 1.96  # 95% normal-approx interval
println("Intercept: $(β̂_intercept) ± $(z * se_intercept)")
println("AFF coefficient: $(β̂_aff) ± $(z * se_aff)")
Intercept: -0.28851745424145814 ± 0.32312602114786326
AFF coefficient: 4.818131643674898 ± 3.1475776025737137

BYM decomposition: structured vs unstructured effects ​

Two quick maps help understand “signal vs noise”:

  • Structured (Besag): smooth, neighbor‑sharing spatial pattern.

  • Unstructured (IID): local over‑dispersion not explained by smooth structure.

julia
sizes = comp.combined_model.component_sizes
offs = cumsum([0; sizes[1:(end - 1)]])
idx_block(k) = (offs[k] + 1):(offs[k] + sizes[k])
idx_block (generic function with 1 method)

Given RHS order here: IID first, Besag second (fixed appended last).

julia
rng_iid = idx_block(1)
rng_besag = idx_block(2)

u_iid = mean(post)[rng_iid]
u_besag = mean(post)[rng_besag]

plt_besag = plot(
    shapes; fill_z = Float64.(u_besag), st = :shape, c = :balance, lc = :gray30,
    legend = false, axis = nothing, aspect_ratio = 1.0,
    title = "Structured effect", cb = :bottom
)
plt_iid = plot(
    shapes; fill_z = Float64.(u_iid), st = :shape, c = :balance, lc = :gray30,
    legend = false, axis = nothing, aspect_ratio = 1.0,
    title = "Unstructured effect", cb = :bottom
)
plot(plt_besag, plt_iid; layout = (1, 2))

Exceedance probability map: RR greater than 1 ​

A very actionable view: the probability that RR exceeds 1 (i.e., rates are elevated vs expectation). Values near 1 indicate strong evidence for elevation; near 0 suggests lower‑than‑expected; around 0.5 is uncertain.

julia
using Random
N = 2000
rng = Random.MersenneTwister(42)
exceed = zeros(length(df.y))
for _ in 1:N
    x = rand(rng, post)
    ηs = comp.A * x
    exceed .+= (ηs .> 0.0)
end
exceed ./= N

plt_ex = plot(
    shapes; fill_z = reshape(Float64.(exceed), 1, :), st = :shape, c = :viridis, lc = :gray30,
    legend = false, axis = nothing, aspect_ratio = 1.0,
    title = "Exceedance: RR greater than 1", cb = :right
)
plt_ex

Notes ​

  • The id_to_node mapping allows using string IDs in the formula; we avoid forcing integer region indices on users.

  • Offsets are supported for Poisson with LogLink; here offset = log(E) encodes exposure.

  • Intrinsic Besag imposes sum-to-zero constraints per connected component.

  • Isolated islands (with no edges) receive a degenerate prior, such that only the IID part has an effect there.

  • For more realism, you can tune τ_besag and τ_iid and add further covariates to the fixed-effects part of the formula.

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