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High‐dimensional multivariate geostatistics: A Bayesian matrix‐normal approach

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  • Lu Zhang
  • Sudipto Banerjee
  • Andrew O. Finley

Abstract

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 article 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.

Suggested Citation

  • Lu Zhang & Sudipto Banerjee & Andrew O. Finley, 2021. "High‐dimensional multivariate geostatistics: A Bayesian matrix‐normal approach," Environmetrics, John Wiley & Sons, Ltd., vol. 32(4), June.
    • Handle: RePEc:wly:envmet:v:32:y:2021:i:4:n:e2675
    DOI: 10.1002/env.2675
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    References listed on IDEAS

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