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Bayesian Modeling and Inference for Complex Dependent Non-Gaussian Data
Bayesian Modeling and Inference for Complex Dependent Non-Gaussian Data
Bayesian Modeling and Inference for Complex Dependent Non-Gaussian Data

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자료유형  
 학위논문 서양
최종처리일시  
20260202105142
ISBN  
9798293805679
DDC  
574
저자명  
Pan, Soumyakanti.
서명/저자  
Bayesian Modeling and Inference for Complex Dependent Non-Gaussian Data
발행사항  
[Sl] : University of California, Los Angeles, 2025
발행사항  
Ann Arbor : ProQuest Dissertations & Theses, 2025
형태사항  
185 p
주기사항  
Source: Dissertations Abstracts International, Volume: 87-03, Section: B.
주기사항  
Advisor: Banerjee, Sudipto.
학위논문주기  
Thesis (Ph.D.)--University of California, Los Angeles, 2025.
초록/해제  
요약This thesis develops novel methodology and software for efficient Bayesian inference in spatial-temporal models, with a focus on non-Gaussian data and misaligned observations, using stacking of predictive densities. Traditional Bayesian approaches for spatial-temporal regression models rely heavily on Markov chain Monte Carlo (MCMC) algorithms, which often face serious convergence issues due to the presence of weakly identified parameters in the spatial-temporal covariance kernel and computational bottlenecks arising from high-dimensional latent processes. To address these challenges, we develop a suite of methods based on predictive stacking, which aggregates analytically tractable posterior distributions conditional on fixed values of certain model parameters. By extending the Diaconis-Ylvisaker conjugate prior framework and leveraging generalized conjugate multivariate distribution theory, we enable exact conditional inference and circumvent the need for iterative algorithms in the non-Gaussian setup. These methodologies are implemented in the R package spStack, which offers a fast, parallelizable, and user-friendly tool for Bayesian geostatistical modeling. We apply our methods to various real-world problems, including the analysis of bird count data and spatially-temporally misaligned air pollution and asthma-related hospital visits data. The latter setting, commonly referred to as the change of support problem, arises frequently in environmental health studies where pollutant exposures are recorded at fine spatial-temporal resolutions, while health outcomes are aggregated over coarser units due to survey or privacy constraints. We pursue predictive stacking in this context to synthesize inference across disparate spatial-temporal supports, demonstrating competitive predictive accuracy and computational efficiency over traditional MCMC-based approaches. In addition to the main line of research on predictive stacking, this thesis also includes brief work on Bayesian modeling of ordinary differential equations, broadening the scope of its methodological contributions. Collectively, the work presented here offers scalable Bayesian alternatives for spatial-temporal data analysis, expanding the practical utility of hierarchical models in the environmental and health sciences. 
일반주제명  
Biostatistics
일반주제명  
Statistics
일반주제명  
Information technology
키워드  
Conjugate prior
키워드  
Exponential family
키워드  
Geostatistics
키워드  
Mechanistic systems
키워드  
Model combination
키워드  
Predictive modeling
기타저자  
University of California, Los Angeles Biostatistics 0132
기본자료저록  
Dissertations Abstracts International. 87-03B.
전자적 위치 및 접속  
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MARC

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■040    ▼aMiAaPQ▼cMiAaPQ
■0820  ▼a574
■1001  ▼aPan,  Soumyakanti.
■24510▼aBayesian  Modeling  and  Inference  for  Complex  Dependent  Non-Gaussian  Data
■260    ▼a[Sl]▼bUniversity  of  California,  Los  Angeles▼c2025
■260  1▼aAnn  Arbor▼bProQuest  Dissertations  &  Theses▼c2025
■300    ▼a185  p
■500    ▼aSource:  Dissertations  Abstracts  International,  Volume:  87-03,  Section:  B.
■500    ▼aAdvisor:  Banerjee,  Sudipto.
■5021  ▼aThesis  (Ph.D.)--University  of  California,  Los  Angeles,  2025.
■520    ▼aThis  thesis  develops  novel  methodology  and  software  for  efficient  Bayesian  inference  in  spatial-temporal  models,  with  a  focus  on  non-Gaussian  data  and  misaligned  observations,  using  stacking  of  predictive  densities.  Traditional  Bayesian  approaches  for  spatial-temporal  regression  models  rely  heavily  on  Markov  chain  Monte  Carlo  (MCMC)  algorithms,  which  often  face  serious  convergence  issues  due  to  the  presence  of  weakly  identified  parameters  in  the  spatial-temporal  covariance  kernel  and  computational  bottlenecks  arising  from  high-dimensional  latent  processes.  To  address  these  challenges,  we  develop  a  suite  of  methods  based  on  predictive  stacking,  which  aggregates  analytically  tractable  posterior  distributions  conditional  on  fixed  values  of  certain  model  parameters.  By  extending  the  Diaconis-Ylvisaker  conjugate  prior  framework  and  leveraging  generalized  conjugate  multivariate  distribution  theory,  we  enable  exact  conditional  inference  and  circumvent  the  need  for  iterative  algorithms  in  the  non-Gaussian  setup.  These  methodologies  are  implemented  in  the  R  package  spStack,  which  offers  a  fast,  parallelizable,  and  user-friendly  tool  for  Bayesian  geostatistical  modeling.  We  apply  our  methods  to  various  real-world  problems,  including  the  analysis  of  bird  count  data  and  spatially-temporally  misaligned  air  pollution  and  asthma-related  hospital  visits  data.  The  latter  setting,  commonly  referred  to  as  the  change  of  support  problem,  arises  frequently  in  environmental  health  studies  where  pollutant  exposures  are  recorded  at  fine  spatial-temporal  resolutions,  while  health  outcomes  are  aggregated  over  coarser  units  due  to  survey  or  privacy  constraints.  We  pursue  predictive  stacking  in  this  context  to  synthesize  inference  across  disparate  spatial-temporal  supports,  demonstrating  competitive  predictive  accuracy  and  computational  efficiency  over  traditional  MCMC-based  approaches.  In  addition  to  the  main  line  of  research  on  predictive  stacking,  this  thesis  also  includes  brief  work  on  Bayesian  modeling  of  ordinary  differential  equations,  broadening  the  scope  of  its  methodological  contributions.  Collectively,  the  work  presented  here  offers  scalable  Bayesian  alternatives  for  spatial-temporal  data  analysis,  expanding  the  practical  utility  of  hierarchical  models  in  the  environmental  and  health  sciences. 
■590    ▼aSchool  code:  0031.
■650  4▼aBiostatistics
■650  4▼aStatistics
■650  4▼aInformation  technology
■653    ▼aConjugate  prior
■653    ▼aExponential  family
■653    ▼aGeostatistics
■653    ▼aMechanistic  systems
■653    ▼aModel  combination
■653    ▼aPredictive  modeling
■690    ▼a0308
■690    ▼a0489
■690    ▼a0463
■71020▼aUniversity  of  California,  Los  Angeles▼bBiostatistics  0132.
■7730  ▼tDissertations  Abstracts  International▼g87-03B.
■790    ▼a0031
■791    ▼aPh.D.
■792    ▼a2025
■793    ▼aEnglish
■85640▼uhttp://www.riss.kr/pdu/ddodLink.do?id=T17359586▼nKERIS▼z이  자료의  원문은  한국교육학술정보원에서  제공합니다.

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