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Abstract Multivariate spatially oriented data sets are prevalent in the environmental and physical sciences. Scientists seek to jointly model multiple variables, each indexed by a spatial location, to capture any underlying spatial association for each variable and associations among the different dependent variables. Multivariate latent spatial process models have proved effective in driving statistical inference and rendering better predictive inference at arbitrary locations for the spatial process. High‐dimensional multivariate spatial data, which are the theme of this article, refer to data sets where the number of spatial locations and the number of spatially dependent variables is very large. The field has witnessed substantial developments in scalable models for univariate spatial processes, but such methods for multivariate spatial processes, especially when the number of outcomes are moderately large, are limited in comparison. Here, we extend scalable modeling strategies for a single process to multivariate processes. We pursue Bayesian inference, which is attractive for full uncertainty quantification of the latent spatial process. Our approach exploits distribution theory for the matrix‐normal distribution, which we use to construct scalable versions of a hierarchical linear model of coregionalization (LMC) and spatial factor models that deliver inference over a high‐dimensional parameter space including the latent spatial process. We illustrate the computational and inferential benefits of our algorithms over competing methods using simulation studies and an analysis of a massive vegetation index data set.
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High‐dimensional multivariate geostatistics: A Bayesian matrix‐normal approach
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.
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- Award ID(s):
- 2113778
- PAR ID:
- 10257419
- Publisher / Repository:
- Wiley Blackwell (John Wiley & Sons)
- Date Published:
- Journal Name:
- Environmetrics
- Volume:
- 32
- Issue:
- 4
- ISSN:
- 1180-4009
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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