Related papers: Fast expectation-maximization algorithms for spati…
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…
We study maximum likelihood estimation for spatial generalized linear mixed models with Gaussian process approximations using a stochastic Newton-Raphson algorithm. We consider two Gaussian Process approximations in this context: spectral…
Gaussian and discrete non-Gaussian spatial datasets are common across fields like public health, ecology, geosciences, and social sciences. Bayesian spatial generalized linear mixed models (SGLMMs) are a flexible class of models for…
Non-gaussian spatial data are very common in many disciplines. For instance, count data are common in disease mapping, and binary data are common in ecology. When fitting spatial regressions for such data, one needs to account for…
Spatial generalized linear mixed models (SGLMMs) are popular for analyzing non-Gaussian spatial data. These models assume a prescribed link function that relates the underlying spatial field with the mean response. There are circumstances,…
Generalized linear mixed models (GLMMs) are often used for analyzing correlated non-Gaussian data. The likelihood function in a GLMM is available only as a high dimensional integral, and thus closed-form inference and prediction are not…
Gaussian random field (GRF) models are widely used in spatial statistics to capture spatially correlated error. We investigate the results of replacing Gaussian processes with Laplace moving averages (LMAs) in spatial generalized linear…
Nonstationary and non-Gaussian spatial data are common in various fields, including ecology (e.g., counts of animal species), epidemiology (e.g., disease incidence counts in susceptible regions), and environmental science (e.g.,…
Spatial prediction is commonly achieved under the assumption of a Gaussian random field (GRF) by obtaining maximum likelihood estimates of parameters, and then using the kriging equations to arrive at predicted values. For massive datasets,…
Generalized linear mixed models (GLMM) are used for inference and prediction in a wide range of different applications providing a powerful scientific tool. An increasing number of sources of data are becoming available, introducing a…
In this chapter, we show how to efficiently model high-dimensional extreme peaks-over-threshold events over space in complex non-stationary settings, using extended latent Gaussian Models (LGMs), and how to exploit the fitted model in…
We propose a method for inference in generalised linear mixed models (GLMMs) and several extensions of these models. First, we extend the GLMM by allowing the distribution of the random components to be non-Gaussian, that is, assuming an…
In analyses of spatially-referenced data, researchers often have one of two goals: to quantify relationships between a response variable and covariates while accounting for residual spatial dependence or to predict the value of a response…
Quantifying spatial and/or temporal associations in multivariate geolocated data of different types is achievable via spatial random effects in a Bayesian hierarchical model, but severe computational bottlenecks arise when spatial…
The generalized linear mixed model (GLMM) is widely used for analyzing correlated data, particularly in large-scale biomedical and social science applications. Scalable Bayesian inference for GLMMs is challenging because the marginal…
Continuous-time state-space models (SSMs) are flexible tools for analysing irregularly sampled sequential observations that are driven by an underlying state process. Corresponding applications typically involve restrictive assumptions…
We consider distributed estimation of the inverse covariance matrix, also called the concentration or precision matrix, in Gaussian graphical models. Traditional centralized estimation often requires global inference of the covariance…
Geographic Information Systems (GIS) and related technologies have generated substantial interest among statisticians with regard to scalable methodologies for analyzing large spatial datasets. A variety of scalable spatial process models…
Gaussian processes (GPs) are a popular model for spatially referenced data and allow descriptive statements, predictions at new locations, and simulation of new fields. Often a few parameters are sufficient to parameterize the covariance…
Monte Carlo maximum likelihood (MCML) provides an elegant approach to find maximum likelihood estimators (MLEs) for latent variable models. However, MCML algorithms are computationally expensive when the latent variables are…