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Activity Number: 36 - ENVR Student Paper Awards
Type: Topic Contributed
Date/Time: Monday, August 3, 2020 : 10:00 AM to 11:50 AM
Sponsor: Section on Statistics and the Environment
Abstract #312831
Title: PICAR: An Efficient Extendable Approach for Fitting Hierarchical Spatial Models
Author(s): Ben Seiyon Lee* and Murali Haran
Companies: Penn State University and Pennsylvania State University
Keywords: Spatial Statistics; Gaussian random fields; Basis representation; non-Gaussian spatial data; Markov chain Monte Carlo

Hierarchical spatial models are very flexible and popular for a vast array of applications. 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 apply our approach to several real data examples.

Authors who are presenting talks have a * after their name.

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