Incorporating Subsampling into Bayesian Models for High-Dimensional Spatial Data

Fuente: arXiv
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Main Authors: Saha, Sudipto, Bradley, Jonathan R.
Format: Preprint
Published: 2023
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author Saha, Sudipto
Bradley, Jonathan R.
author_facet Saha, Sudipto
Bradley, Jonathan R.
contents Additive spatial statistical models with weakly stationary process assumptions have become standard in spatial statistics. However, one disadvantage of such models is the computation time, which rapidly increases with the number of data points. The goal of this article is to apply an existing subsampling strategy to standard spatial additive models and to derive the spatial statistical properties. We call this strategy the ''spatial data subset model'' (SDSM) approach, which can be applied to big datasets in a computationally feasible way. Our approach has the advantage that one does not require any additional restrictive model assumptions. That is, computational gains increase as model assumptions are removed when using our model framework. This provides one solution to the computational bottlenecks that occur when applying methods such as Kriging to ''big data''. We provide several properties of this new spatial data subset model approach in terms of moments, sill, nugget, and range under several sampling designs. An advantage of our approach is that it subsamples without throwing away data, and can be implemented using datasets of any size that can be stored. We present the results of the spatial data subset model approach on simulated datasets, and on a large dataset consists of 150,000 observations of daytime land surface temperatures measured by the MODIS instrument onboard the Terra satellite.
format Preprint
id arxiv_https___arxiv_org_abs_2305_13221
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Incorporating Subsampling into Bayesian Models for High-Dimensional Spatial Data
Saha, Sudipto
Bradley, Jonathan R.
Methodology
Computation
Additive spatial statistical models with weakly stationary process assumptions have become standard in spatial statistics. However, one disadvantage of such models is the computation time, which rapidly increases with the number of data points. The goal of this article is to apply an existing subsampling strategy to standard spatial additive models and to derive the spatial statistical properties. We call this strategy the ''spatial data subset model'' (SDSM) approach, which can be applied to big datasets in a computationally feasible way. Our approach has the advantage that one does not require any additional restrictive model assumptions. That is, computational gains increase as model assumptions are removed when using our model framework. This provides one solution to the computational bottlenecks that occur when applying methods such as Kriging to ''big data''. We provide several properties of this new spatial data subset model approach in terms of moments, sill, nugget, and range under several sampling designs. An advantage of our approach is that it subsamples without throwing away data, and can be implemented using datasets of any size that can be stored. We present the results of the spatial data subset model approach on simulated datasets, and on a large dataset consists of 150,000 observations of daytime land surface temperatures measured by the MODIS instrument onboard the Terra satellite.
title Incorporating Subsampling into Bayesian Models for High-Dimensional Spatial Data
topic Methodology
Computation
url https://arxiv.org/abs/2305.13221