10.6084/m9.figshare.5787492.v1
Yawen Guan
Yawen
Guan
Murali Haran
Murali
Haran
A Computationally Efficient Projection-Based Approach for Spatial Generalized Linear Mixed Models
Taylor & Francis Group
2018
random projection
non-Gaussian spatial data
spatial confounding
Gaussian process
MCMC mixing
2018-01-15 13:11:28
Dataset
https://tandf.figshare.com/articles/dataset/A_Computationally_Efficient_Projection-Based_Approach_for_Spatial_Generalized_Linear_Mixed_Models/5787492
<p>Inference for spatial generalized linear mixed models (SGLMMs) for high-dimensional non-Gaussian spatial data is computationally intensive. The computational challenge is due to the high-dimensional random effects and because Markov chain Monte Carlo (MCMC) algorithms for these models tend to be slow mixing. Moreover, spatial confounding inflates the variance of fixed effect (regression coefficient) estimates. Our approach addresses both the computational and confounding issues by replacing the high-dimensional spatial random effects with a reduced-dimensional representation based on random projections. Standard MCMC algorithms mix well and the reduced-dimensional setting speeds up computations per iteration. We show, via simulated examples, that Bayesian inference for this reduced-dimensional approach works well both in terms of inference as well as prediction; our methods also compare favorably to existing reduced-rank approaches. We also apply our methods to two real world data examples, one on bird count data and the other classifying rock types.</p>