A Computationally Efficient Projection-Based Approach for Spatial Generalized Linear Mixed Models

Event Sponsor: 
Mathematics and Computer Science Division LANS Seminar
Start Date: 
Nov 17 2016 - 11:00am
Building 240/Room 4301
Argonne National Laboratory
Yawen Guan
Speaker(s) Title: 
Penn State University
Julie Bessac

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.

Bio: Yawen Guan is a PhD student from Penn State University, advised by Dr. Murali Haran. She works on models for non-Gaussian spatial data with a focus on the methodology, and also modeling Antarctic ice sheet using physical model and multiple observations with a focus on statistical application.

Miscellaneous Information: 

Refreshments will be served.

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