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Generalized Spatial Dirichlet Process Models

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  • Jason A. Duan
  • Michele Guindani
  • Alan E. Gelfand

Abstract

Many models for the study of point-referenced data explicitly introduce spatial random effects to capture residual spatial association. These spatial effects are customarily modelled as a zero-mean stationary Gaussian process. The spatial Dirichlet process introduced by Gelfand et al. (2005) produces a random spatial process which is neither Gaussian nor stationary. Rather, it varies about a process that is assumed to be stationary and Gaussian. The spatial Dirichlet process arises as a probability-weighted collection of random surfaces. This can be limiting for modelling and inferential purposes since it insists that a process realization must be one of these surfaces. We introduce a random distribution for the spatial effects that allows different surface selection at different sites. Moreover, we can specify the model so that the marginal distribution of the effect at each site still comes from a Dirichlet process. The development is offered constructively, providing a multivariate extension of the stick-breaking representation of the weights. We then introduce mixing using this generalized spatial Dirichlet process. We illustrate with a simulated dataset of independent replications and note that we can embed the generalized process within a dynamic model specification to eliminate the independence assumption. Copyright 2007, Oxford University Press.

Suggested Citation

  • Jason A. Duan & Michele Guindani & Alan E. Gelfand, 2007. "Generalized Spatial Dirichlet Process Models," Biometrika, Biometrika Trust, vol. 94(4), pages 809-825.
  • Handle: RePEc:oup:biomet:v:94:y:2007:i:4:p:809-825
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    File URL: http://hdl.handle.net/10.1093/biomet/asm071
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    Cited by:

    1. Mahdi Hosseinpouri & Majid Jafari Khaledi, 2019. "An area-specific stick breaking process for spatial data," Statistical Papers, Springer, vol. 60(1), pages 199-221, February.
    2. Stefano Favaro & Antonio Lijoi & Igor Prünster, 2012. "On the stick–breaking representation of normalized inverse Gaussian priors," DEM Working Papers Series 008, University of Pavia, Department of Economics and Management.
    3. Peter Müeller & Fernando A. Quintana & Garritt Page, 2018. "Nonparametric Bayesian inference in applications," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 27(2), pages 175-206, June.
    4. Bassetti, Federico & Casarin, Roberto & Leisen, Fabrizio, 2011. "Beta-product Poisson-Dirichlet Processes," DES - Working Papers. Statistics and Econometrics. WS 12160, Universidad Carlos III de Madrid. Departamento de Estadística.
    5. Tchumtchoua, Sylvie & Dey, Dipak, 2007. "Semiparametric Bayesian Estimation of Random Coefficients Discrete Choice Models," Research Reports 149208, University of Connecticut, Food Marketing Policy Center.
    6. Bissiri, Pier Giovanni & Cleanthous, Galatia & Emery, Xavier & Nipoti, Bernardo & Porcu, Emilio, 2022. "Nonparametric Bayesian modelling of longitudinally integrated covariance functions on spheres," Computational Statistics & Data Analysis, Elsevier, vol. 176(C).
    7. Zahra Barzegar & Firoozeh Rivaz, 2020. "A scalable Bayesian nonparametric model for large spatio-temporal data," Computational Statistics, Springer, vol. 35(1), pages 153-173, March.
    8. Bhattacharya, Indrabati & Ghosal, Subhashis, 2021. "Bayesian multivariate quantile regression using Dependent Dirichlet Process prior," Journal of Multivariate Analysis, Elsevier, vol. 185(C).
    9. Kurtis Shuler & Samuel Verbanic & Irene A. Chen & Juhee Lee, 2021. "A Bayesian nonparametric analysis for zero‐inflated multivariate count data with application to microbiome study," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 70(4), pages 961-979, August.
    10. Igor Prünster & Matteo Ruggiero, 2011. "A Bayesian nonparametric approach to modeling market share dynamics," Carlo Alberto Notebooks 217, Collegio Carlo Alberto.
    11. Shamsi Zamenjani, Azam, 2021. "Do financial variables help predict the conditional distribution of the market portfolio?," Journal of Empirical Finance, Elsevier, vol. 62(C), pages 327-345.
    12. Bassetti, Federico & Casarin, Roberto & Leisen, Fabrizio, 2014. "Beta-product dependent Pitman–Yor processes for Bayesian inference," Journal of Econometrics, Elsevier, vol. 180(1), pages 49-72.
    13. Chen, Kunzhi & Shen, Weining & Zhu, Weixuan, 2023. "Covariate dependent Beta-GOS process," Computational Statistics & Data Analysis, Elsevier, vol. 180(C).
    14. repec:jss:jstsof:40:i05 is not listed on IDEAS
    15. Christoph Hellmayr & Alan E. Gelfand, 2021. "A Partition Dirichlet Process Model for Functional Data Analysis," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(1), pages 30-65, May.
    16. Cornwall, Gary J. & Parent, Olivier, 2017. "Embracing heterogeneity: the spatial autoregressive mixture model," Regional Science and Urban Economics, Elsevier, vol. 64(C), pages 148-161.
    17. Bruno Scarpa & David B. Dunson, 2014. "Enriched Stick-Breaking Processes for Functional Data," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(506), pages 647-660, June.

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