Fixed-Domain Posterior Contraction Rates for Spatial Gaussian Process Model with Nugget

Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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Detail(s)

Original languageEnglish
Journal / PublicationJournal of the American Statistical Association
Online published18 Apr 2023
Publication statusOnline published - 18 Apr 2023
Externally publishedYes

Abstract

Spatial Gaussian process regression models typically contain finite dimensional covariance parameters that need to be estimated from the data. We study the Bayesian estimation of covariance parameters including the nugget parameter in a general class of stationary covariance functions under fixed-domain asymptotics, which is theoretically challenging due to the increasingly strong dependence among spatial observations. We propose a novel adaptation of the Schwartz’s consistency theorem for showing posterior contraction rates of the covariance parameters including the nugget. We derive a new polynomial evidence lower bound, and propose consistent higher-order quadratic variation estimators that satisfy concentration inequalities with exponentially small tails. Our Bayesian fixed-domain asymptotics theory leads to explicit posterior contraction rates for the microergodic and nugget parameters in the isotropic Matérn covariance function under a general stratified sampling design. We verify our theory and the Bayesian predictive performance in simulation studies and an application to sea surface temperature data. Supplementary materials for this article are available online. © 2023 American Statistical Association.

Research Area(s)

  • Bayesian inference, Evidence lower bound, Higher-order quadratic variation, Matérn covariance function