Highly Scalable Bayesian Geostatistical Modeling via Meshed Gaussian Processes on Partitioned Domains
- Author(s): Peruzzi, Michele;
- Banerjee, Sudipto;
- Finley, Andrew O
- et al.
Published Web Locationhttps://doi.org/10.1080/01621459.2020.1833889
We introduce a class of scalable Bayesian hierarchical models for the analysis of massive geostatistical datasets. The underlying idea combines ideas on high-dimensional geostatistics by partitioning the spatial domain and modeling the regions in the partition using a sparsity-inducing directed acyclic graph (DAG). We extend the model over the DAG to a well-defined spatial process, which we call the meshed Gaussian process (MGP). A major contribution is the development of an MGPs on tessellated domains, accompanied by a Gibbs sampler for the efficient recovery of spatial random effects. The source code is available at github.com/mkln/meshgp.