JSM 2012 Home

JSM 2012 Online Program

The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.

Online Program Home

Abstract Details

Activity Number: 303
Type: Contributed
Date/Time: Tuesday, July 31, 2012 : 8:30 AM to 10:20 AM
Sponsor: Section on Statistics and the Environment
Abstract - #306144
Title: Modeling Low-Rank Spatially Varying Cross-Covariances Using Predictive Processes with Application to Soil Nutrient Data
Author(s): Rajarshi Guhaniyogi*+ and Rajarshi Guhaniyogi and Andrew O. Finley and Sudipto Banerjee and Rich Kobe
Companies: and and Michigan State University and University of Minnesota and Michigan State University
Address: 516 University Avenue SE, Minneapolis, MN, 55414, United States
Keywords: spatial ; low rank model ; multivariate model ; cross covariance ; large datasets ; matrix algorithm
Abstract:

We extend earlier work on hierarchical multivariate spatial models to accommodate non-stationarity in the correlations among the outcomes as well as capturing the underlying spatial associations. Direct application of such multivariate models to even moderatesized spatial datasets is often computationally infeasible because of the large number of parameters used to describe the nonstationary multivariate structures and cubic order matrix algorithms involved in estimation. Here, we discuss approaches that help overcome these hurdles without sacri?cing richness in modeling. Our methodological contribution comprises a new class of low-rank spatially-varying cross-covariance matrices that are non-degenerate and that e?ectively capture nonstationary covariances among the multiple outcomes. We provide theoretical and modeling insight into these constructions and elucidate certain implications of some common structural assumptions in building cross-covariance matrices. From a data analytic standpoint, we apply our methods to a soil nutrients dataset collected at La Selva Biological Station, Costa Rica.


The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.

Back to the full JSM 2012 program




2012 JSM Online Program Home

For information, contact jsm@amstat.org or phone (888) 231-3473.

If you have questions about the Continuing Education program, please contact the Education Department.