论文标题
高维多元地统计学:贝叶斯矩阵正常方法
High-dimensional Multivariate Geostatistics: A Bayesian Matrix-Normal Approach
论文作者
论文摘要
在环境科学中,对空间导向的因变量的联合建模很普遍,在环境科学中,科学家试图估计一组环境结果之间的关系,以占据这些结果之间的依赖性以及每个结果的空间依赖性。现在,寻求大量数据集的模型,并在大量位置测量的变量。贝叶斯推断尽管可以通过分层结构来适应不确定性,但由于其依赖迭代估计算法的依赖,可以在计算上对大规模的空间数据集进行建模。该手稿开发了一个共轭贝叶斯框架,用于使用可避免迭代算法的分析后的后验分布来分析多元空间数据。我们讨论建模多元响应本身作为空间过程与在层次模型中建模潜在过程的差异。我们使用仿真研究和分析植被指数数据集的计算和推理益处,对数百万的植被指数数据集进行了分析。
Joint modeling of spatially-oriented dependent variables is commonplace in the environmental sciences, where scientists seek to estimate the relationships among a set of environmental outcomes accounting for dependence among these outcomes and the spatial dependence for each outcome. Such modeling is now sought for massive data sets with variables measured at a very large number of locations. Bayesian inference, while attractive for accommodating uncertainties through hierarchical structures, can become computationally onerous for modeling massive spatial data sets because of its reliance on iterative estimation algorithms. This manuscript develops a conjugate Bayesian framework for analyzing multivariate spatial data using analytically tractable posterior distributions that obviate iterative algorithms. We discuss differences between modeling the multivariate response itself as a spatial process and that of modeling a latent process in a hierarchical model. We illustrate the computational and inferential benefits of these models using simulation studies and analysis of a Vegetation Index data set with spatially dependent observations numbering in the millions.