Computationally efficient multivariate spatio-temporal models for high-dimensional count-valued data (with discussion)
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Publication:1752017
DOI10.1214/17-BA1069zbMATH Open1392.62148arXiv1711.06477OpenAlexW3121757393MaRDI QIDQ1752017FDOQ1752017
Authors: Jonathan R. Bradley, Scott H. Holan, Christopher K. Wikle 
Publication date: 25 May 2018
Published in: Bayesian Analysis (Search for Journal in Brave)
Abstract: I begin my discussion by summarizing the methodology proposed and new distributional results on multivariate log-Gamma derived in the paper. Then, I draw an interesting connection between their work with mean field variational Bayes. Lastly, I make some comments on the simulation results and the performance of the proposed Poisson multivariate spatio-temporal mixed effects model (P-MSTM).
Full work available at URL: https://arxiv.org/abs/1711.06477
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Cited In (25)
- Vecchia-Laplace approximations of generalized Gaussian processes for big non-Gaussian spatial data
- Bayesian Hierarchical Models With Conjugate Full-Conditional Distributions for Dependent Data From the Natural Exponential Family
- Bayesian inference of spatio-temporal changes of arctic sea ice
- Modeling Massive Highly Multivariate Nonstationary Spatial Data with the Basis Graphical Lasso
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- Computationally efficient multivariate spatio-temporal models for high-dimensional count-valued data (with discussion)
- Efficient Posterior Sampling for Bayesian Poisson Regression
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