Parallel inference for massive distributed spatial data using low-rank models

• DOI: 10.1007/s11222-016-9627-4
• Publication Date: 2016-02-09T04:51:12Z
• Authors: Matthias Katzfuss; Dorit Hammerling
• Keywords: Rank (graph theory); Statistical Inference

20 pages; published in Statistics and Computing<br/>Due to rapid data growth, statistical analysis of massive datasets often has to be carried out in a distributed fashion, either because several datasets stored in separate physical locations are all relevant to a given problem, or simply to achieve faster (parallel) computation through a divide-and-conquer scheme. In both cases, the challenge is to obtain valid inference that does not require processing all data at a single central computing node. We show that for a very widely used class of spatial low-rank models, which can be written as a linear combination of spatial basis functions plus a fine-scale-variation component, parallel spatial inference and prediction for massive distributed data can be carried out exactly, meaning that the results are the same as for a traditional, non-distributed analysis. The communication cost of our distributed algorithms does not depend on the number of data points. After extending our results to the spatio-temporal case, we illustrate our methodology by carrying out distributed spatio-temporal particle filtering inference on total precipitable water measured by three different satellite sensor systems.<br/>