PICAR: An Efficient Extendable Approach for Fitting Hierarchical Spatial Models
Hierarchical spatial models are very flexible and popular for a vast array of applications in areas such as ecology, social science, public health, and atmospheric science. It is common to carry out Bayesian inference for these models via Markov chain Monte Carlo (MCMC). Each iteration of the MCMC a...
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| Veröffentlicht in: | Technometrics Jg. 64; H. 2; S. 187 - 198 |
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Alexandria
Taylor & Francis
03.04.2022
American Society for Quality |
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| ISSN: | 0040-1706, 1537-2723 |
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| Abstract | Hierarchical spatial models are very flexible and popular for a vast array of applications in areas such as ecology, social science, public health, and atmospheric science. It is common to carry out Bayesian inference for these models via Markov chain Monte Carlo (MCMC). Each iteration of the MCMC algorithm is computationally expensive due to costly matrix operations. In addition, the MCMC algorithm needs to be run for more iterations because the strong cross-correlations among the spatial latent variables result in slow mixing Markov chains. To address these computational challenges, we propose a projection-based intrinsic conditional autoregression (PICAR) approach, which is a discretized and dimension-reduced representation of the underlying spatial random field using empirical basis functions on a triangular mesh. Our approach exhibits fast mixing as well as a considerable reduction in computational cost per iteration. PICAR is computationally efficient and scales well to high dimensions. It is also automated and easy to implement for a wide array of user-specified hierarchical spatial models. We show, via simulation studies, that our approach performs well in terms of parameter inference and prediction. We provide several examples to illustrate the applicability of our method, including (i) a high-dimensional cloud cover dataset that showcases its computational efficiency, (ii) a spatially varying coefficient model that demonstrates the ease of implementation of PICAR in the probabilistic programming languages stan and nimble, and (iii) a watershed survey example that illustrates how PICAR applies to models that are not amenable to efficient inference via existing methods. |
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| AbstractList | Hierarchical spatial models are very flexible and popular for a vast array of applications in areas such as ecology, social science, public health, and atmospheric science. It is common to carry out Bayesian inference for these models via Markov chain Monte Carlo (MCMC). Each iteration of the MCMC algorithm is computationally expensive due to costly matrix operations. In addition, the MCMC algorithm needs to be run for more iterations because the strong cross-correlations among the spatial latent variables result in slow mixing Markov chains. To address these computational challenges, we propose a projection-based intrinsic conditional autoregression (PICAR) approach, which is a discretized and dimension-reduced representation of the underlying spatial random field using empirical basis functions on a triangular mesh. Our approach exhibits fast mixing as well as a considerable reduction in computational cost per iteration. PICAR is computationally efficient and scales well to high dimensions. It is also automated and easy to implement for a wide array of user-specified hierarchical spatial models. We show, via simulation studies, that our approach performs well in terms of parameter inference and prediction. We provide several examples to illustrate the applicability of our method, including (i) a high-dimensional cloud cover dataset that showcases its computational efficiency, (ii) a spatially varying coefficient model that demonstrates the ease of implementation of PICAR in the probabilistic programming languages stan and nimble, and (iii) a watershed survey example that illustrates how PICAR applies to models that are not amenable to efficient inference via existing methods. |
| Author | Haran, Murali Lee, Ben Seiyon |
| Author_xml | – sequence: 1 givenname: Ben Seiyon orcidid: 0000-0003-0658-7458 surname: Lee fullname: Lee, Ben Seiyon organization: Department of Statistics, George Mason University – sequence: 2 givenname: Murali surname: Haran fullname: Haran, Murali organization: Department of Statistics, Pennsylvania State University |
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| SubjectTerms | Algorithms Arrays Atmospheric models Basis functions Basis representation Bayesian analysis Cloud cover Computational efficiency Computing costs Cross correlation Fields (mathematics) Finite element method Gaussian random field Iterative methods Markov analysis Markov chain Monte Carlo Markov chains Monte Carlo simulation Non-Gaussian spatial data Ordinal spatial data Predictions Programming languages Public health Spatial data Spatially varying coefficients Statistical inference |
| Title | PICAR: An Efficient Extendable Approach for Fitting Hierarchical Spatial Models |
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