Hierarchical Gaussian Processes for Spatially Dependent Model Selection

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2018-07-18

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Virginia Tech

Abstract

In this dissertation, we develop a model selection and estimation methodology for nonstationary spatial fields. Large, spatially correlated data often cover a vast geographical area. However, local spatial regions may have different mean and covariance structures. Our methodology accomplishes three goals: (1) cluster locations into small regions with distinct, stationary models, (2) perform Bayesian model selection within each cluster, and (3) correlate the model selection and estimation in nearby clusters. We utilize the Conditional Autoregressive (CAR) model and Ising distribution to provide intra-cluster correlation on the linear effects and model inclusion indicators, while modeling inter-cluster correlation with separate Gaussian processes. We apply our model selection methodology to a dataset involving the prediction of Brook trout presence in subwatersheds across Pennsylvania. We find that our methodology outperforms the stationary spatial model and that different regions in Pennsylvania are governed by separate Gaussian process regression models.

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Keywords

spatial statistics, Gaussian process, model selection, nonstationary process, Ising distribution, CAR model

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