Bayesian spatial prediction of skew and censored data via a hybrid algorithm

Firoozeh Rivaz and Majid Jafari Khaledi

Journal of Applied Statistics, 2015, vol. 42, issue 9, 1993-2009

Abstract: A correct detection of areas with excess of pollution relies first on accurate predictions of pollutant concentrations, a task that is usually complicated by skewed histograms and the presence of censored data. The unified skew-Gaussian (SUG) random field proposed by Zareifard and Jafari Khaledi [19] offers a more flexible class of sampling spatial models to account for skewness. In this paper, we adopt a Bayesian framework to perform prediction for the SUG model in the presence of censored data. Owing to the presence of many latent variables with strongly dependent components in the model, we encounter convergence issues when using Monte Carlo Markov Chain algorithms. To overcome this obstacle, we use a computationally efficient inverse Bayes formulas sampling procedure to obtain approximately independent samples from the posterior distribution of latent variables. Then they are applied to update parameters in a Gibbs sampler scheme. This hybrid algorithm provides effective samples, resulting in some computational advantages and precise predictions. The proposed approach is illustrated with a simulation study and applied to a spatial data set which contains right censored data.

Date: 2015
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DOI: 10.1080/02664763.2015.1014895

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