Models and methods for computationally efficient analysis of large spatial and spatio-temporal data

With the development of technology, massive amounts of data are often observed at a large number of spatial locations (n). However, statistical analysis is usually not feasible or not computationally efficient for such large dataset. This is the so-called big n problem . The goal of this dissertation is to contribute solutions to the big n problem . The dissertation is devoted to computationally efficient methods and models for large spatial and spatio-temporal data. Several approximation methods to the big n problem are reviewed, and an extended autoregressive model, called the EAR model, is proposed as a parsimonious model that accounts for smoothness of a process collected over space. It is an extension of the Pettitt et a1. as well as Czado and Prokopenko parameterizations of the spatial conditional autoregressive (CAR) model. To complement the computational advantage, a structure removing orthonormal transformation named pre-whitening is described. This transformation is based on a singular value decomposition and results in the removal of spatial structure from the data. Circulant embedding technique further simplifies the calculation of eigenvalues and eigenvectors for the pre-whitening procedure. The EAR model is studied to have connections to the Matern class covariance structure in geostatistics as well as the integrated nested Laplace approximation (INLA) approach that is based on a stochastic partial differential equation (SPDE) framework. To model geostatistical data, a latent spatial Gaussian Markov random field (GMRF) with an EAR model prior is applied. The GMRF is defined on a fine grid and thus enables the posterior precision matrix to be diagonal through introducing a missing data scheme. This results in parameter estimation and spatial interpolation simultaneously under the Bayesian Markov chain Monte Carlo (MCMC) framework. The EAR model is naturally extended to spatio-temporal models. In particular, a spatio-temporal model with spatially varying temporal trend parameters is discussed