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Activity Number: 229 - Geostatistical Computing on Modern Parallel Architectures
Type: Topic Contributed
Date/Time: Tuesday, August 9, 2022 : 8:30 AM to 10:20 AM
Sponsor: Section on Statistical Computing
Abstract #323343
Title: Distributed Inference for a Spatial Bayesian Network with Application to Natural Hazard Risk Assessment
Author(s): Christopher Krapu* and Nolan Hayes and Robert Stewart and Amy Rose and Alexandre Sorokine and Kuldeep Kurte
Companies: Oak Ridge National Laboratory and Oak Ridge National Laboratory and Oak Ridge National Laboratory and Oak Ridge National Laboratory and Oak Ridge National Laboratory and Oak Ridge National Laboratory
Keywords: MCMC; Distributed inference; Spatial statistics; Bayesian networks
Abstract:

Major challenges for modeling opportunistically sampled real-world data are a high degree of missingness, strong sampling bias, as well as inherent spatial autocorrelation. To address these issues, we propose a novel graphical model for a spatial Bayesian network which combines a dimension-reduced latent Gaussian spatial field with parameters enforcing a DAG-derived cross-variable covariance structure which is amenable to usage of prior information derived from expert elicitation. To perform inference using large datasets with frequent missing data, we implement a distributed Gibbs sampling scheme composed of alternating steps of data augmentation and Hamiltonian Monte Carlo in PyMC3. We present a case study on modeling the properties of buildings for natural hazard risk assessment in Washington, D.C.


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