Scalable Bayesian spatial analysis with Gaussian Markov random fields

Sammanfattning: Accurate statistical analysis of spatial data is important in many applications. Failing to properly account for spatial autocorrelation may often lead to false conclusions. At the same time, the ever-increasing sizes of spatial datasets pose a great computational challenge, as many standard methods for spatial analysis are limited to a few thousand data points.In this thesis, we explore how Gaussian Markov random fields (GMRFs) can be used for scalable analysis of spatial data. GMRFs are closely connected to the commonly used Gaussian processes, but have sparsity properties that make them computationally cheap both in time and memory. The Bayesian framework enables a GMRF to be used as a spatial prior, comprising the assumption of smooth variation over space, and gives a principled way to estimate the parameters and propagate uncertainty.We develop new algorithms that enable applying GMRF priors in 3D to the brain activity inherent in functional magnetic resonance imaging (fMRI) data, with millions of observations. We show that our methods are both faster and more accurate than previous work. A method for approximating selected elements of the inverse precision matrix (i.e. the covariance matrix) is also proposed, which is important for evaluating the posterior uncertainty. In addition, we establish a link between GMRFs and deep convolutional neural networks, which have been successfully used in countless machine learning tasks for images, resulting in a deep GMRF model. Finally, we show how GMRFs can be used in real-time robotic search and rescue operations, for modeling the spatial distribution of injured persons.