BibTeX

@article{2107.07736v3,
Author        = {Xiaotian Zheng and Athanasios Kottas and Bruno Sansó},
Title         = {Nearest-Neighbor Mixture Models for Non-Gaussian Spatial Processes},
Eprint        = {2107.07736v3},
ArchivePrefix = {arXiv},
PrimaryClass  = {stat.ME},
Abstract      = {We develop a class of nearest-neighbor mixture models that provide direct, computationally efficient, probabilistic modeling for non-Gaussian geospatial data. The class is defined over a directed acyclic graph, which implies conditional independence in representing a multivariate distribution through factorization into a product of univariate conditionals, and is extended to a full spatial process. We model each conditional as a mixture of spatially varying transition kernels, with locally adaptive weights, for each one of a given number of nearest neighbors. The modeling framework emphasizes the description of non-Gaussian dependence at the data level, in contrast with approaches that introduce a spatial process for transformed data, or for functionals of the data probability distribution. Thus, it facilitates efficient, full simulation-based inference. We study model construction and properties analytically through specification of bivariate distributions that define the local transition kernels, providing a general strategy for modeling general types of non-Gaussian data. Regarding computation, the framework lays out a new approach to handling spatial data sets, leveraging a mixture model structure to avoid computational issues that arise from large matrix operations. We illustrate the methodology using synthetic data examples and an analysis of Mediterranean Sea surface temperature observations.},
Year          = {2021},
Month         = {Jul},
Url           = {http://arxiv.org/abs/2107.07736v3},
File          = {2107.07736v3.pdf}
}