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Variational Bayesian methods for spatial data analysis

Author

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  • Ren, Qian
  • Banerjee, Sudipto
  • Finley, Andrew O.
  • Hodges, James S.

Abstract

With scientific data available at geocoded locations, investigators are increasingly turning to spatial process models for carrying out statistical inference. However, fitting spatial models often involves expensive matrix decompositions, whose computational complexity increases in cubic order with the number of spatial locations. This situation is aggravated in Bayesian settings where such computations are required once at every iteration of the Markov chain Monte Carlo (MCMC) algorithms. In this paper, we describe the use of Variational Bayesian (VB) methods as an alternative to MCMC to approximate the posterior distributions of complex spatial models. Variational methods, which have been used extensively in Bayesian machine learning for several years, provide a lower bound on the marginal likelihood, which can be computed efficiently. We provide results for the variational updates in several models especially emphasizing their use in multivariate spatial analysis. We demonstrate estimation and model comparisons from VB methods by using simulated data as well as environmental data sets and compare them with inference from MCMC.

Suggested Citation

  • Ren, Qian & Banerjee, Sudipto & Finley, Andrew O. & Hodges, James S., 2011. "Variational Bayesian methods for spatial data analysis," Computational Statistics & Data Analysis, Elsevier, vol. 55(12), pages 3197-3217, December.
  • Handle: RePEc:eee:csdana:v:55:y:2011:i:12:p:3197-3217
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    References listed on IDEAS

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    1. Sudipto Banerjee & Alan E. Gelfand & Andrew O. Finley & Huiyan Sang, 2008. "Gaussian predictive process models for large spatial data sets," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(4), pages 825-848.
    2. Fuentes, Montserrat, 2007. "Approximate Likelihood for Large Irregularly Spaced Spatial Data," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 321-331, March.
    3. Alan Gelfand & Alexandra Schmidt & Sudipto Banerjee & C. Sirmans, 2004. "Nonstationary multivariate process modeling through spatially varying coregionalization," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 13(2), pages 263-312, December.
    4. David J. Spiegelhalter & Nicola G. Best & Bradley P. Carlin & Angelika van der Linde, 2002. "Bayesian measures of model complexity and fit," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(4), pages 583-639.
    5. E. E. Kammann & M. P. Wand, 2003. "Geoadditive models," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 52(1), pages 1-18.
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    Cited by:

    1. Volant, Stevenn & Martin Magniette, Marie-Laure & Robin, Stéphane, 2012. "Variational Bayes approach for model aggregation in unsupervised classification with Markovian dependency," Computational Statistics & Data Analysis, Elsevier, vol. 56(8), pages 2375-2387.
    2. F. S. Nathoo & A. Babul & A. Moiseev & N. Virji-Babul & M. F. Beg, 2014. "A variational Bayes spatiotemporal model for electromagnetic brain mapping," Biometrics, The International Biometric Society, vol. 70(1), pages 132-143, March.

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