Modeling Multivariate Spatial Dependencies Using Graphical Models
Volume 1, Issue 2 (2023), pp. 283–295
Pub. online: 6 September 2023
Type: Spatial And Environmental Statistics
Open Access
Accepted
30 May 2023
30 May 2023
Published
6 September 2023
6 September 2023
Abstract
Graphical models have witnessed significant growth and usage in spatial data science for modeling data referenced over a massive number of spatial-temporal coordinates. Much of this literature has focused on a single or relatively few spatially dependent outcomes. Recent attention has focused upon addressing modeling and inference for substantially large number of outcomes. While spatial factor models and multivariate basis expansions occupy a prominent place in this domain, this article elucidates a recent approach, graphical Gaussian Processes, that exploits the notion of conditional independence among a very large number of spatial processes to build scalable graphical models for fully model-based Bayesian analysis of multivariate spatial data.
References
Apanasovich, T. V. and Genton, M. G. (2010). Cross-covariance functions for multivariate random fields based on latent dimensions. Biometrika 97(1) 15–30. https://doi.org/10.1093/biomet/asp078. MR2594414
Apanasovich, T. V., Genton, M. G. and Sun, Y. (2012). A valid Matérn class of cross-covariance functions for multivariate random fields with any number of components. Journal of the American Statistical Association 107(497) 180–193. https://doi.org/10.1080/01621459.2011.643197. MR2949350
Banerjee, S., Gelfand, A. E., Finley, A. O. and Sang, H. (2008). Gaussian Predictive Process Models for Large Spatial Datasets. Journal of the Royal Statistical Society, Series B 70 825–848. https://doi.org/10.1111/j.1467-9868.2008.00663.x. MR2523906
Banerjee, S. (2017). High-Dimensional Bayesian Geostatistics. Bayesian Analysis 12 583–614. https://doi.org/10.1214/17-BA1056R. MR3654826
Banerjee, S., Carlin, B. P. and Gelfand, A. E. (2014) Hierarchical modeling and analysis for spatial data. CRC Press, Boca Raton, FL. MR3362184
Besag, J. (1974). Spatial interaction and the statistical analysis of lattice systems. Journal of the Royal Statistical Society: Series B (Methodological) 36(2) 192–225. MR0373208
Besag, J., York, J. and Mollié, A. (1991). Bayesian image restoration, with two applications in spatial statistics. Annals of the institute of statistical mathematics 43(1) 1–20. https://doi.org/10.1007/BF00116466. MR1105822
Carey, V., Long, L. and Gentleman, R. (2020). RBGL: An interface to the BOOST graph library. R package version 1.66.0. http://www.bioconductor.org.
Chilés, J. and Delfiner, P. (1999) Geostatistics: Modeling Spatial Uncertainty. John Wiley: New York. https://doi.org/10.1002/9780470316993. MR1679557
Cressie, N. (1993) Statistics for Spatial Data, Revised ed. Wiley-Interscience. https://doi.org/10.1002/9781119115151. MR1239641
Cressie, N. and Wikle, C. K. (2015) Statistics for spatio-temporal data. John Wiley & Sons, Hoboken, NJ. MR2848400
Cressie, N. and Zammit-Mangion, A. (2016). Multivariate spatial covariance models: a conditional approach. Biometrika 103(4) 915–935. https://academic.oup.com/biomet/article-pdf/103/4/915/8339199/asw045.pdf. https://doi.org/10.1093/biomet/asw045. MR3620448
Datta, A., Banerjee, S., Finley, A. O., Hamm, N. A. S. and Schaap, M. (2016). Non-Separable Dynamic Nearest-Neighbor Gaussian Process Models For Large Spatio-Temporal Data With An Application To Particulate Matter Analysis. Annals of Applied Statistics 10 1286–1316. https://doi.org/10.1214/16-AOAS931. MR3553225
Datta, A., Banerjee, S., Finley, A. O. and Gelfand, A. E. (2016). Hierarchical Nearest-Neighbor Gaussian Process Models for Large Geostatistical Datasets. Journal of the American Statistical Association 111 800–812. https://doi.org/10.1080/01621459.2015.1044091. MR3538706
Datta, A., Banerjee, S., Finley, A. O. and Gelfand, A. E. (2016). Hierarchical Nearest-Neighbor Gaussian Process Models For Large Geostatistical Datasets. Journal of the American Statistical Association 111(514) 800–812. https://doi.org/10.1080/01621459.2015.1044091. MR3538706
Dempster, A. P. (1972). Covariance selection. Biometrics 157–175. MR3931974
Dey, D., Datta, A. and Banerjee, S. (2021). Graphical Gaussian Process Models for Highly Multivariate Spatial Data. Biometrika. asab061. https://doi.org/10.1093/biomet/asab061. https://academic.oup.com/biomet/advance-article-pdf/doi/10.1093/biomet/asab061/41512896/asab061.pdf.
Finley, A. O., Datta, A., Cook, B. C., Morton, D. C., Andersen, H. E. and Banerjee, S. (2019). Efficient algorithms for Bayesian Nearest Neighbor Gaussian Processes. Journal of Computational and Graphical Statistics 28(2) 401–414. https://doi.org/10.1080/10618600.2018.1537924. MR3974889
Gamerman, D. and Moreira, A. R. (2004). Multivariate spatial regression models. Journal of multivariate analysis 91(2) 262–281. https://doi.org/10.1016/j.jmva.2004.02.016. MR2087846
Gelfand, A. E. and Banerjee, S. (2010). Multivariate Spatial Process Models. In Handbook of Spatial Statistics (A. E. Gelfand, P. J. Diggle, M. Fuentes and P. Guttorp, eds.) 495–516 Boca Raton, FL: CRC Press. https://doi.org/10.1201/9781420072884-c28. MR2730963
Gelfand, A. E. and Banerjee, S. (2010). Multivariate Spatial Process Models. In Handbook of Spatial Statistics (A. E. Gelfand, P. J. Diggle, M. Fuentes and P. Guttorp, eds.) 217–244 Boca Raton, FL: CRC Press. https://doi.org/10.1201/9781420072884-c28. MR2730963
Genton, M. G. and Kleiber, W. (2015). Cross-covariance functions for multivariate geostatistics. Statistical Science 147–163. https://doi.org/10.1214/14-STS487. MR3353096
Gneiting, T., Kleiber, W. and Schlather, M. (2010). Matérn cross-covariance functions for multivariate random fields. Journal of the American Statistical Association 105(491) 1167–1177. https://doi.org/10.1198/jasa.2010.tm09420. MR2752612
Jin, X., Banerjee, S. and Carlin, B. P. (2007). Order-free co-regionalized areal data models with application to multiple-disease mapping. Journal of the Royal Statistical Society: Series B (Statistical Methodology) 69(5) 817–838. https://doi.org/10.1111/j.1467-9868.2007.00612.x. MR2368572
Jin, X., Carlin, B. P. and Banerjee, S. (2005). Generalized hierarchical multivariate CAR models for areal data. Biometrics 61(4) 950–961. https://doi.org/10.1111/j.1541-0420.2005.00359.x. MR2216188
Katzfuss, M. and Guinness, J. (2021). A General Framework for Vecchia Approximations of Gaussian Processes. Statistical Science 36(1) 124–141. https://doi.org/10.1214/19-STS755. https://doi.org/10.1214/19-STS755. MR4194207
Lauritzen, S. L. (1996). Graphical Models. Clarendon Press, Oxford, United Kingdom. MR1419991
Le, N., Sun, L. and Zidek, J. V. (2001). Spatial prediction and temporal backcasting for environmental fields having monotone data patterns. Canadian Journal of Statistics 29(4) 529–554. https://doi.org/10.2307/3316006. MR1888503
Le, N. D. and Zidek, J. V. (2006) Statistical analysis of environmental space-time processes. Springer Science & Business Media. MR2223933
Le, N. D., Sun, W. and Zidek, J. V. (1997). Bayesian multivariate spatial interpolation with data missing by design. Journal of the Royal Statistical Society: Series B (Statistical Methodology) 59(2) 501–510. https://doi.org/10.1111/1467-9868.00081. MR1440593
Lopes, H. F., Salazar, E. and Gamerman, D. (2008). Spatial Dynamic Factor Analysis. Bayesian Analysis 3(4) 759–792. https://doi.org/10.1214/08-BA329. MR2469799
Majumdar, A. and Gelfand, A. E. (2007). Multivariate spatial modeling for geostatistical data using convolved covariance functions. Mathematical Geology 39(2) 225–245. https://doi.org/10.1007/s11004-006-9072-6. MR2324633
Mardia, K. (1988). Multi-dimensional multivariate Gaussian Markov random fields with application to image processing. Journal of Multivariate Analysis 24(2) 265–284. https://doi.org/10.1016/0047-259X(88)90040-1. MR0926357
Peruzzi, M., Banerjee, S. and Finley, A. O. (2022). Highly Scalable Bayesian Geostatistical Modeling via Meshed Gaussian Processes on Partitioned Domains. Journal of the American Statistical Association 117(538) 969–982. https://doi.org/10.1080/01621459.2020.1833889. MR4436326
Ren, Q. and Banerjee, S. (2013). Hierarchical factor models for large spatially misaligned datasets: A low-rank predictive process approach. Biometrics 69 19–30. https://doi.org/10.1111/j.1541-0420.2012.01832.x. MR3058048
Rua, H. and Held, L. (2005) Gaussian Markov Random Fields: Theory and Applications. Monographs on statistics and applied probability. Chapman and Hall/CRC Press, Boca Raton, FL. http://opac.inria.fr/record=b1119989. https://doi.org/10.1201/9780203492024. MR2130347
Saha, A. and Datta, A. (2018). BRISC: bootstrap for rapid inference on spatial covariances. Stat 7(1) 184. https://doi.org/10.1002/sta4.184. MR3805084
Salvaña, M. L. O. and Genton, M. G. (2020). Nonstationary cross-covariance functions for multivariate spatio-temporal random fields. Spatial Statistics 100411. https://doi.org/10.1016/j.spasta.2020.100411. MR4109598
Speed, T. P., Kiiveri, H. T. et al. (1986). Gaussian Markov distributions over finite graphs. The Annals of Statistics 14(1) 138–150. https://doi.org/10.1214/aos/1176349846. MR0829559
Taylor-Rodriguez, D., Finley, A. O., Datta, A., Babcock, C., Andersen, H. E., Cook, B. D., Morton, D. C. and Banerjee, S. (2019). Spatial factor models for high-dimensional and large spatial data: An application in forest variable mapping. Statistica Sinica 29(3) 1155–1180. MR3932513
Ver Hoef, J. M. and Barry, R. P. (1998). Constructing and fitting models for cokriging and multivariable spatial prediction. Journal of Statistical Planning and Inference 69(2) 275–294. https://doi.org/10.1016/S0378-3758(97)00162-6. MR1631328
Ver Hoef, J. M., Cressie, N. and Barry, R. P. (2004). Flexible spatial models for kriging and cokriging using moving averages and the Fast Fourier Transform (FFT). Journal of Computational and Graphical Statistics 13(2) 265–282. https://doi.org/10.1198/1061860043498. MR2063985
Xu, P. q. F., Guo, J. and He, X. (2011). An improved iterative proportional scaling procedure for Gaussian graphical models. Journal of Computational and Graphical Statistics 20(2) 417–431. https://doi.org/10.1198/jcgs.2010.09044. MR2847802
Zapata, J., Oh, S. Y. and Petersen, A. (2021). Partial separability and functional graphical models for multivariate Gaussian processes. Biometrika. asab046. https://academic.oup.com/biomet/advance-article-pdf/doi/10.1093/biomet/asab046/41856973/asab046.pdf. https://doi.org/10.1093/biomet/asab046. MR4472841
Zhang, L. and Banerjee, S. Spatial factor modeling: A Bayesian matrix-normal approach for misaligned data. Biometrics 78(2) 560–573. https://doi.org/10.1111/biom.13452. https://onlinelibrary.wiley.com/doi/pdf/10.1111/biom.13452.
Zhu, H., Strawn, N. and Dunson, D. B. (2016). Bayesian Graphical Models for Multivariate Functional Data. Journal of Machine Learning Research 17(204) 1–27. MR3580357