Adaptive Gaussian Predictive Process Models for Large Spatial Datasets.

Large point referenced datasets occur frequently in the environmental and natural sciences. Use of Bayesian hierarchical spatial models for analyzing these datasets is undermined by onerous computational burdens associated with parameter estimation. Low-rank spatial process models attempt to resolve this problem by projecting spatial effects to a lower-dimensional subspace. This subspace is determined by a judicious choice of "knots" or locations that are fixed a priori. One such representation yields a class of predictive process models (e.g., Banerjee et al., 2008) for spatial and spatial-temporal data. Our contribution here expands upon predictive process models with fixed knots to models that accommodate stochastic modeling of the knots. We view the knots as emerging from a point pattern and investigate how such adaptive specifications can yield more flexible hierarchical frameworks that lead to automated knot selection and substantial computational benefits.

Duke Scholars

Author Alan E. Gelfand Statistical Science