Large multi-scale spatial modeling using tree shrinkage priors

DOI10.5705/SS.202018.0232zbMATH Open1464.62288arXiv1803.11331OpenAlexW2963051918WikidataQ128658544 ScholiaQ128658544MaRDI QIDQ4986341FDOQ4986341

Authors: Rajarshi Guhaniyogi, Bruno Sansó 

Publication date: 27 April 2021

Published in: STATISTICA SINICA (Search for Journal in Brave)

Abstract: We develop a multiscale spatial kernel convolution technique with higher order functions to capture fine scale local features and lower order terms to capture large scale features. To achieve parsimony, the coefficients in the multiscale kernel convolution model is assigned a new class of "Tree shrinkage prior" distributions. Tree shrinkage priors exert increasing shrinkage on the coefficients as resolution grows so as to adapt to the necessary degree of resolution at any sub-domain. Our proposed model has a number of significant features over the existing multi-scale spatial models for big data. In contrast to the existing multiscale approaches, the proposed approach auto-tunes the degree of resolution necessary to model a subregion in the domain, achieves scalability by suitable parallelization of local updating of parameters and is buttressed by theoretical support. Excellent empirical performances are illustrated using several simulation experiments and a geostatistical analysis of the sea surface temperature data from the pacific ocean.

Full work available at URL: https://arxiv.org/abs/1803.11331

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zbMATH Keywords

multiscale modelingsea surface temperaturediscrete kernel convolutionlarge spatial datatree shrinkage prior

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Inference from spatial processes (62M30) Applications of statistics to environmental and related topics (62P12) Geostatistics (86A32)

Cited In (4)

• On estimation and prediction for multivariate multiresolution tree-structured spatial linear models
• Nearest-neighbor sparse Cholesky matrices in spatial statistics
• Distributed Bayesian inference in massive spatial data
• Multi-scale shotgun stochastic search for large spatial datasets

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