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Activity Number: 134
Type: Contributed
Date/Time: Monday, August 5, 2013 : 8:30 AM to 10:20 AM
Sponsor: Section on Statistical Computing
Abstract - #308127
Title: A Bayesian Spatio-Temporal Geostatistical Model with an Auxiliary Lattice for Large Data Sets
Author(s): Ganggang Xu*+ and Faming Liang and Marc G. Genton
Companies: Texas A & M University and Texas A&M University and KAUST
Keywords: Auxiliary Lattice ; Bayesian Hierarchical Spatio-Temporal Model ; Gaussian Markov Random Field ; Large Datasets ; Markov Chain Monte Carlo ; Spatio-temporal Kriging

When facing spatial temporal datasets of massive size, the aggravated computational burden can often lead to failures in the implementations of traditional spatial statistical tools. In this paper, we propose a computationally efficient Bayesian hierarchical spatio-temporal model where the spatial dependence is approximated by a Gaussian Markov random field while the temporal correlation is described using a vector autoregressive model. By introducing an auxiliary lattice on the spatial region of interest, the proposed method not only can handle irregularly spaced observations in the spatial domain but can also nicely bypass the missing data problem in a spatio-temporal process. Because the computational complexity of the proposed Markov chain Monte Carlo algorithm is of the order $O(n)$ with $n$ being the total number of observations in space and time, our method can be used to handle very-large-to-massive spatio-temporal datasets with reasonable CPU times. The predictive performance of the proposed model is illustrated using simulation studies and a real-world dataset of precipitation data for the coterminous United States.

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