A multi-resolution approximation via linear projection for large spatial datasets (2004.05102v2)

Abstract: Recent technical advances in collecting spatial data have been increasing the demand for methods to analyze large spatial datasets. The statistical analysis for these types of datasets can provide useful knowledge in various fields. However, conventional spatial statistical methods, such as maximum likelihood estimation and kriging, are impractically time-consuming for large spatial datasets due to the necessary matrix inversions. To cope with this problem, we propose a multi-resolution approximation via linear projection ($M$-RA-lp). The $M$-RA-lp conducts a linear projection approach on each subregion whenever a spatial domain is subdivided, which leads to an approximated covariance function capturing both the large- and small-scale spatial variations. Moreover, we elicit the algorithms for fast computation of the log-likelihood function and predictive distribution with the approximated covariance function obtained by the $M$-RA-lp. Simulation studies and a real data analysis for air dose rates demonstrate that our proposed $M$-RA-lp works well relative to the related existing methods.