Skip to main content
eScholarship
Open Access Publications from the University of California

Department of Biostatistics

Research Reports bannerUCLA

High-dimensional MultivariateGeostatistics: A Conjugate BayesianMatrix-Normal Approach

Abstract

Joint modeling of spatially-oriented dependent variables are commonplace in the environmentalsciences, where scientists seek to estimate the relationships among a set of environmental outcomesaccounting for dependence among these outcomes and the spatial dependence for each outcome. Suchmodeling is now sought for very large data sets where the variables have been measured at a very largenumber of locations. Bayesian inference, while attractive for accommodating uncertainties through theirhierarchical structures, can become computationally onerous for modeling massive spatial data sets becauseof their reliance on iterative estimation algorithms. This manuscript develops a conjugate Bayesianframework for analyzing multivariate spatial data using analytically tractable posterior distributions thatdo not require iterative algorithms. We discuss differences between modeling the multivariate responseitself as a spatial process and that of modeling a latent process. We illustrate the computational andinferential benefits of these models using simulation studies and real data analyses for a Vege Indicesdataset with observed locations numbering in the millions.

Main Content
For improved accessibility of PDF content, download the file to your device.
Current View