Bayesian nonstationary spatial modeling for very large datasets

With the proliferation of modern high-resolution measuring instruments mounted on satellites, planes, ground-based vehicles, and monitoring stations, a need has arisen for statistical methods suitable for the analysis of large spatial datasets observed on large spatial domains. Statistical analyses...

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1. Verfasser: Katzfuß, Matthias (VerfasserIn)
Dokumenttyp: Article (Journal)
Sprache:Englisch
Veröffentlicht: 11 February 2013
In: Environmetrics
Year: 2013, Jahrgang: 24, Heft: 3, Pages: 189-200
ISSN:1099-095X
DOI:https://doi.org/10.1002/env.2200
Online-Zugang:Verlag, lizenzpflichtig, Volltext: https://doi.org/https://doi.org/10.1002/env.2200
Verlag, lizenzpflichtig, Volltext: https://onlinelibrary.wiley.com/doi/abs/10.1002/env.2200
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Verfasserangaben:Matthias Katzfuss

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520 |a With the proliferation of modern high-resolution measuring instruments mounted on satellites, planes, ground-based vehicles, and monitoring stations, a need has arisen for statistical methods suitable for the analysis of large spatial datasets observed on large spatial domains. Statistical analyses of such datasets provide two main challenges: first, traditional spatial-statistical techniques are often unable to handle large numbers of observations in a computationally feasible way; second, for large and heterogeneous spatial domains, it is often not appropriate to assume that a process of interest is stationary over the entire domain. We address the first challenge by using a model combining a low-rank component, which allows for flexible modeling of medium-to-long-range dependence via a set of spatial basis functions, with a tapered remainder component, which allows for modeling of local dependence using a compactly supported covariance function. Addressing the second challenge, we propose two extensions to this model that result in increased flexibility: first, the model is parameterized on the basis of a nonstationary Matérn covariance, where the parameters vary smoothly across space; second, in our fully Bayesian model, all components and parameters are considered random, including the number, locations, and shapes of the basis functions used in the low-rank component. Using simulated data and a real-world dataset of high-resolution soil measurements, we show that both extensions can result in substantial improvements over the current state-of-the-art. Copyright © 2013 John Wiley & Sons, Ltd. 
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