Hierarchical Nearest-Neighbor Gaussian Process Models for Large Geostatistical Datasets

Spatial process models for analyzing geostatistical data entail computations that become prohibitive as the number of spatial locations become large. This manuscript develops a class of highly scalable Nearest Neighbor Gaussian Process (NNGP) models to provide fully model-based inference for large geostatistical datasets. We establish that the NNGP is a well-defined spatial process providing legitimate finite-dimensional Gaussian densities with sparse precision matrices. We embed the NNGP as a sparsity-inducing prior within a rich hierarchical modeling framework and outline how computationally efficient Markov chain Monte Carlo (MCMC) algorithms can be executed without storing or decomposing large matrices. The floating point operations (flops) per iteration of this algorithm is linear in the number of spatial locations, thereby rendering substantial scalability. We illustrate the computational and inferential benefits of the NNGP over competing methods using simulation studies and also analyze forest biomass from a massive United States Forest Inventory dataset at a scale that precludes alternative dimension-reducing methods

Relabelling Algorithms for Large Dataset Mixture Models

Mixture models are flexible tools in density estimation and classification problems. Bayesian estimation of such models typically relies on sampling from the posterior distribution using Markov chain Monte Carlo. Label switching arises because the posterior is invariant to permutations of the component parameters. Methods for dealing with label switching have been studied fairly extensively in the literature, with the most popular approaches being those based on loss functions. However, many of these algorithms turn out to be too slow in practice, and can be infeasible as the size and dimension of the data grow. In this article, we review earlier solutions which can scale up well for large data sets, and compare their performances on simulated and real datasets. In addition, we propose a new, and computationally efficient algorithm based on a loss function interpretation, and show that it can scale up well in larger problems. We conclude with some discussions and recommendations of all the methods studied

Permutation and Grouping Methods for Sharpening Gaussian Process Approximations

Vecchia's approximate likelihood for Gaussian process parameters depends on how the observations are ordered, which can be viewed as a deficiency because the exact likelihood is permutation-invariant. This article takes the alternative standpoint that the ordering of the observations can be tuned to sharpen the approximations. Advantageously chosen orderings can drastically improve the approximations, and in fact, completely random orderings often produce far more accurate approximations than default coordinate-based orderings do. In addition to the permutation results, automatic methods for grouping calculations of components of the approximation are introduced, having the result of simultaneously improving the quality of the approximation and reducing its computational burden. In common settings, reordering combined with grouping reduces Kullback-Leibler divergence from the target model by a factor of 80 and computation time by a factor of 2 compared to ungrouped approximations with default ordering. The claims are supported by theory and numerical results with comparisons to other approximations, including tapered covariances and stochastic partial differential equation approximations. Computational details are provided, including efficiently finding the orderings and ordered nearest neighbors, and profiling out linear mean parameters and using the approximations for prediction and conditional simulation. An application to space-time satellite data is presented

Adaptive and Iterative Multi-Branch MMSE Decision Feedback Detection Algorithms for MIMO Systems

In this work, decision feedback (DF) detection algorithms based on multiple processing branches for multi-input multi-output (MIMO) spatial multiplexing systems are proposed. The proposed detector employs multiple cancellation branches with receive filters that are obtained from a common matrix inverse and achieves a performance close to the maximum likelihood detector (MLD). Constrained minimum mean-squared error (MMSE) receive filters designed with constraints on the shape and magnitude of the feedback filters for the multi-branch MMSE DF (MB-MMSE-DF) receivers are presented. An adaptive implementation of the proposed MB-MMSE-DF detector is developed along with a recursive least squares-type algorithm for estimating the parameters of the receive filters when the channel is time-varying. A soft-output version of the MB-MMSE-DF detector is also proposed as a component of an iterative detection and decoding receiver structure. A computational complexity analysis shows that the MB-MMSE-DF detector does not require a significant additional complexity over the conventional MMSE-DF detector, whereas a diversity analysis discusses the diversity order achieved by the MB-MMSE-DF detector. Simulation results show that the MB-MMSE-DF detector achieves a performance superior to existing suboptimal detectors and close to the MLD, while requiring significantly lower complexity.Comment: 10 figures, 3 tables; IEEE Transactions on Wireless Communications, 201