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Activity Number: 274 - Advances in Scalable Bayesian Methods for Spatial Data
Type: Topic Contributed
Date/Time: Tuesday, August 9, 2022 : 10:30 AM to 12:20 PM
Sponsor: International Society for Bayesian Analysis (ISBA)
Abstract #320930
Title: Multivariate Nearest-Neighbors Gaussian Processes with Random Covariance Matrices
Author(s): Isabelle Grenier* and Bruno Sanso
Companies: UC Santa Cruz and UC Santa Cruz
Keywords: Spatial statistics; Gaussian process; Nearest neighbors; Bayesian modeling; Bayesian computation
Abstract:

Computational efficiency is at the forefront of many cutting edge spatial modeling techniques. Non-stationarity, on the other hand, has often been an unintentional feature of the approximations used in these spatial models. Deriving from the well known multivariate linear regression model, we propose a non-stationary and non-isotropic spatial model. In order to remain relevant with today's massive datasets challenges, we apply the concept of nearest-neighbors to our normal-inverse-Wishart framework. The model, called Nearest-Neighbor Gaussian Process with Random Covariance matrices (NN-RCM) is developed for both univariate and multivariate spatial settings and allow for specific characteristics such as duplicate observations and missing data. The model is illustrated in a case study of albedo assessments over CONUS from the Geostationary Operational Environmental Satellites (GOES) East and West. We apply the bivariate NN-RCM model using each satellite as a source of information. The objective is to merge the albedo assessments while also quantifying the discrepancy between the sources.


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

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