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This work provides a class of non-Gaussian spatial Matérn fields which are useful for analysing geostatistical data. The models are constructed as solutions to stochastic partial differential equations driven by generalized hyperbolic noise and are incorporated in a standard geostatistical setting with irregularly spaced observations, measurement errors and covariates. A maximum likelihood estimation technique based on the Monte Carlo expectation-maximization algorithm is presented, and a Monte Carlo method for spatial prediction is derived. Finally, an application to precipitation data is presented, and the performance of the non-Gaussian models is compared with standard Gaussian and transformed Gaussian models through cross-validation.

We develop scalar-on-image regression models when images are registered multidimensional manifolds. We propose a fast and scalable Bayes' inferential procedure to estimate the image coefficient. The central idea is the combination of an Ising prior distribution, which controls a latent binary indicator map, and an intrinsic Gaussian Markov random field, which controls the smoothness of the nonzero coefficients. The model is fit using a single-site Gibbs sampler, which allows fitting within minutes for hundreds of subjects with predictor images containing thousands of locations. The code is simple and is provided in the online Appendix (see the \"Supplementary Materials\" section). We apply this method to a neuroimaging study where cognitive outcomes are regressed on measures of white-matter microstructure at every voxel of the corpus callosum for hundreds of subjects.

In this paper, a hierarchical probabilistic graphical model is proposed to tackle joint classification of multiresolution and multisensor remote sensing images of the same scene. This problem is crucial in the study of satellite imagery and jointly involves multiresolution and multisensor image fusion. The proposed framework consists of a hierarchical Markov model with a quadtree structure to model information contained in different spatial scales, a planar Markov model to account for contextual spatial information at each resolution, and decision tree ensembles for pixelwise modeling. This probabilistic graphical model and its topology are especially fit for application to very high resolution (VHR) image data. The theoretical properties of the proposed model are analyzed: the causality of the whole framework is mathematically proved, granting the use of time-efficient inference algorithms such as the marginal posterior mode criterion, which is non-iterative when applied to quadtree structures. This is mostly advantageous for classification methods linked to multiresolution tasks formulated on hierarchical Markov models. Within the proposed framework, two multimodal classification algorithms are developed, that incorporate Markov mesh and spatial Markov chain concepts. The results obtained in the experimental validation conducted with two datasets containing VHR multispectral, panchromatic, and radar satellite images, verify the effectiveness of the proposed framework. The proposed approach is also compared to previous methods that are based on alternate strategies for multimodal fusion.

Service accessibility is defined as the access of a community to the nearby site locations in a service network consisting of multiple geographically distributed service sites. Leveraging new statistical methods, this article estimates and classifies service accessibility patterns varying over a large geographic area (Georgia) and over a period of 16 years. The focus of this study is on financial services but it generally applies to any other service operation. To this end, we introduce a model-based method for clustering random time-varying functions that are spatially interdependent. The underlying clustering model is nonparametric with spatially correlated errors. We also assume that the clustering membership is a realization from a Markov random field. Under these model assumptions, we borrow information across functions corresponding to nearby spatial locations resulting in enhanced estimation accuracy of the cluster effects and of the cluster membership as shown in a simulation study. Supplementary materials including the estimation algorithm, additional maps of the data, and the C++ computer programs for analyzing the data in our case study are available online.

Continuously indexed Gaussian fields (GFs) are the most important ingredient in spatial statistical modelling and geostatistics. The specification through the covariance function gives an intuitive interpretation of the field properties. On the computational side, GFs are hampered with the big n problem, since the cost of factorizing dense matrices is cubic in the dimension. Although computational power today is at an all time high, this fact seems still to be a computational bottleneck in many applications. Along with GFs, there is the class of Gaussian Markov random fields (GMRFs) which are discretely indexed. The Markov property makes the precision matrix involved sparse, which enables the use of numerical algorithms for sparse matrices, that for fields in only use the square root of the time required by general algorithms. The specification of a GMRF is through its full conditional distributions but its marginal properties are not transparent in such a parameterization. We show that, using an approximate stochastic weak solution to (linear) stochastic partial differential equations, we can, for some GFs in the Matérn class, provide an explicit link, for any triangulation of , between GFs and GMRFs, formulated as a basis function representation. The consequence is that we can take the best from the two worlds and do the modelling by using GFs but do the computations by using GMRFs. Perhaps more importantly, our approach generalizes to other covariance functions generated by SPDEs, including oscillating and non-stationary GFs, as well as GFs on manifolds. We illustrate our approach by analysing global temperature data with a non-stationary model defined on a sphere.

Structured additive regression models are perhaps the most commonly used class of models in statistical applications. It includes, among others, (generalized) linear models, (generalized) additive models, smoothing spline models, state space models, semiparametric regression, spatial and spatiotemporal models, log-Gaussian Cox processes and geostatistical and geoadditive models. We consider approximate Bayesian inference in a popular subset of structured additive regression models, latent Gaussian models, where the latent field is Gaussian, controlled by a few hyperparameters and with non-Gaussian response variables. The posterior marginals are not available in closed form owing to the non-Gaussian response variables. For such models, Markov chain Monte Carlo methods can be implemented, but they are not without problems, in terms of both convergence and computational time. In some practical applications, the extent of these problems is such that Markov chain Monte Carlo sampling is simply not an appropriate tool for routine analysis. We show that, by using an integrated nested Laplace approximation and its simplified version, we can directly compute very accurate approximations to the posterior marginals. The main benefit of these approximations is computational: where Markov chain Monte Carlo algorithms need hours or days to run, our approximations provide more precise estimates in seconds or minutes. Another advantage with our approach is its generality, which makes it possible to perform Bayesian analysis in an automatic, streamlined way, and to compute model comparison criteria and various predictive measures so that models can be compared and the model under study can be challenged.

We consider the problem of estimating the graph associated with a binary Ising Markov random field. We describe a method based on ℓ₁-regularized logistic regression, in which the neighborhood of any given node is estimated by performing logistic regression subject to an ℓ₁-constraint. The method is analyzed under high-dimensional scaling in which both the number of nodes p and maximum neighborhood size d are allowed to grow as a function of the number of observations n. Our main results provide sufficient conditions on the triple (n, p, d) and the model parameters for the method to succeed in consistently estimating the neighborhood of every node in the graph simultaneously. With coherence conditions imposed on the population Fisher information matrix, we prove that consistent neighborhood selection can be obtained for sample sizes n = Ω(d³ log p) with exponentially decaying error. When these same conditions are imposed directly on the sample matrices, we show that a reduced sample size of n = Ω(d² log p) suffices for the method to estimate neighborhoods consistently. Although this paper focuses on the binary graphical models, we indicate how a generalization of the method of the paper would apply to general discrete Markov random fields.

Issue Title: Special Issue: Computer Vision and Pattern Recognition-CVPR 2004 Markov random field models provide a robust and unified framework for early vision problems such as stereo and image restoration. Inference algorithms based on graph cuts and belief propagation have been found to yield accurate results, but despite recent advances are often too slow for practical use. In this paper we present some algorithmic techniques that substantially improve the running time of the loopy belief propagation approach. One of the techniques reduces the complexity of the inference algorithm to be linear rather than quadratic in the number of possible labels for each pixel, which is important for problems such as image restoration that have a large label set. Another technique speeds up and reduces the memory requirements of belief propagation on grid graphs. A third technique is a multi-grid method that makes it possible to obtain good results with a small fixed number of message passing iterations, independent of the size of the input images. Taken together these techniques speed up the standard algorithm by several orders of magnitude. In practice we obtain results that are as accurate as those of other global methods (e.g., using the Middlebury stereo benchmark) while being nearly as fast as purely local methods.[PUBLICATION ABSTRACT]

This paper lays the foundation for employing Gaussian Markov random fields (GMRFs) for discrete decision–variable optimization via simulation; that is, optimizing the performance of a simulated system. Gaussian processes have gained popularity for inferential optimization, which iteratively updates a model of the simulated solutions and selects the next solution to simulate by relying on statistical inference from that model. We show that, for a discrete problem, GMRFs, a type of Gaussian process defined on a graph, provides better inference on the remaining optimality gap than the typical choice of continuous Gaussian process and thereby enables the algorithm to search efficiently and stop correctly when the remaining optimality gap is below a predefined threshold. We also introduce the concept of multiresolution GMRFs for large-scale problems, with which GMRFs of different resolutions interact to efficiently focus the search on promising regions of solutions. We consider optimizing the expected value of some performance measure of a dynamic stochastic simulation with a statistical guarantee for optimality when the decision variables are discrete , in particular, integer-ordered; the number of feasible solutions is large; and the model execution is too slow to simulate even a substantial fraction of them. Our goal is to create algorithms that stop searching when they can provide inference about the remaining optimality gap similar to the correct-selection guarantee of ranking and selection when it simulates all solutions. Further, our algorithm remains competitive with fixed-budget algorithms that search efficiently but do not provide such inference. To accomplish this we learn and exploit spatial relationships among the decision variables and objective function values using a Gaussian Markov random field (GMRF). Gaussian random fields on continuous domains are already used in deterministic and stochastic optimization because they facilitate the computation of measures, such as expected improvement, that balance exploration and exploitation. We show that GMRFs are particularly well suited to the discrete decision–variable problem, from both a modeling and a computational perspective. Specifically, GMRFs permit the definition of a sensible neighborhood structure, and they are defined by their precision matrices, which can be constructed to be sparse. Using this framework, we create both single and multiresolution algorithms, prove the asymptotic convergence of both, and evaluate their finite-time performance empirically. The e-companion is available at https://doi.org/10.1287/opre.2018.1778 .