Modelling Spatial Compositional Data: Reconstructions of past land cover and uncertainties

In this paper, we construct a hierarchical model for spatial compositional data, which is used to reconstruct past land-cover compositions (in terms of coniferous forest, broadleaved forest, and unforested/open land) for five time periods during the past $6\,000$ years over Europe. The model consists of a Gaussian Markov Random Field (GMRF) with Dirichlet observations. A block updated Markov chain Monte Carlo (MCMC), including an adaptive Metropolis adjusted Langevin step, is used to estimate model parameters. The sparse precision matrix in the GMRF provides computational advantages leading to a fast MCMC algorithm. Reconstructions are obtained by combining pollen-based estimates of vegetation cover at a limited number of locations with scenarios of past deforestation and output from a dynamic vegetation model. To evaluate uncertainties in the predictions a novel way of constructing joint confidence regions for the entire composition at each prediction location is proposed. The hierarchical model's ability to reconstruct past land cover is evaluated through cross validation for all time periods, and by comparing reconstructions for the recent past to a present day European forest map. The evaluation results are promising and the model is able to capture known structures in past land-cover compositions

Bayesian Spatial Binary Regression for Label Fusion in Structural Neuroimaging

Many analyses of neuroimaging data involve studying one or more regions of interest (ROIs) in a brain image. In order to do so, each ROI must first be identified. Since every brain is unique, the location, size, and shape of each ROI varies across subjects. Thus, each ROI in a brain image must either be manually identified or (semi-) automatically delineated, a task referred to as segmentation. Automatic segmentation often involves mapping a previously manually segmented image to a new brain image and propagating the labels to obtain an estimate of where each ROI is located in the new image. A more recent approach to this problem is to propagate labels from multiple manually segmented atlases and combine the results using a process known as label fusion. To date, most label fusion algorithms either employ voting procedures or impose prior structure and subsequently find the maximum a posteriori estimator (i.e., the posterior mode) through optimization. We propose using a fully Bayesian spatial regression model for label fusion that facilitates direct incorporation of covariate information while making accessible the entire posterior distribution. We discuss the implementation of our model via Markov chain Monte Carlo and illustrate the procedure through both simulation and application to segmentation of the hippocampus, an anatomical structure known to be associated with Alzheimer's disease.Comment: 24 pages, 10 figure

Arriving on time: estimating travel time distributions on large-scale road networks

Most optimal routing problems focus on minimizing travel time or distance traveled. Oftentimes, a more useful objective is to maximize the probability of on-time arrival, which requires statistical distributions of travel times, rather than just mean values. We propose a method to estimate travel time distributions on large-scale road networks, using probe vehicle data collected from GPS. We present a framework that works with large input of data, and scales linearly with the size of the network. Leveraging the planar topology of the graph, the method computes efficiently the time correlations between neighboring streets. First, raw probe vehicle traces are compressed into pairs of travel times and number of stops for each traversed road segment using a `stop-and-go' algorithm developed for this work. The compressed data is then used as input for training a path travel time model, which couples a Markov model along with a Gaussian Markov random field. Finally, scalable inference algorithms are developed for obtaining path travel time distributions from the composite MM-GMRF model. We illustrate the accuracy and scalability of our model on a 505,000 road link network spanning the San Francisco Bay Area

On dimension reduction in Gaussian filters

A priori dimension reduction is a widely adopted technique for reducing the computational complexity of stationary inverse problems. In this setting, the solution of an inverse problem is parameterized by a low-dimensional basis that is often obtained from the truncated Karhunen-Loeve expansion of the prior distribution. For high-dimensional inverse problems equipped with smoothing priors, this technique can lead to drastic reductions in parameter dimension and significant computational savings. In this paper, we extend the concept of a priori dimension reduction to non-stationary inverse problems, in which the goal is to sequentially infer the state of a dynamical system. Our approach proceeds in an offline-online fashion. We first identify a low-dimensional subspace in the state space before solving the inverse problem (the offline phase), using either the method of "snapshots" or regularized covariance estimation. Then this subspace is used to reduce the computational complexity of various filtering algorithms - including the Kalman filter, extended Kalman filter, and ensemble Kalman filter - within a novel subspace-constrained Bayesian prediction-and-update procedure (the online phase). We demonstrate the performance of our new dimension reduction approach on various numerical examples. In some test cases, our approach reduces the dimensionality of the original problem by orders of magnitude and yields up to two orders of magnitude in computational savings

spam: A Sparse Matrix R Package with Emphasis on MCMC Methods for Gaussian Markov Random Fields

spam is an R package for sparse matrix algebra with emphasis on a Cholesky factorization of sparse positive definite matrices. The implemantation of spam is based on the competing philosophical maxims to be competitively fast compared to existing tools and to be easy to use, modify and extend. The first is addressed by using fast Fortran routines and the second by assuring S3 and S4 compatibility. One of the features of spam is to exploit the algorithmic steps of the Cholesky factorization and hence to perform only a fraction of the workload when factorizing matrices with the same sparsity structure. Simulations show that exploiting this break-down of the factorization results in a speed-up of about a factor 5 and memory savings of about a factor 10 for large matrices and slightly smaller factors for huge matrices. The article is motivated with Markov chain Monte Carlo methods for Gaussian Markov random fields, but many other statistical applications are mentioned that profit from an efficient Cholesky factorization as well.