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UBC Statistics Seminar on Tue, Oct 17: Markov random fields, geostatistics, and matrix-free computation

Tuesday, October 17, 2017 - 11:00 to 12:00
Debashis Mondal, Associate Professor, Department of Statistics, Oregon State University
Statistics Seminar
Room 4192, Earth Sciences Building (2207 Main Mall)

Abstract:  Since their introduction in statistics through the seminal works of Julian Besag, Gaussian Markov random fields have become central to spatial statistics, with applications in agriculture, epidemiology, geology, image analysis and other areas of environmental science. Specified by a set of conditional distributions, these Markov random fields provide a very rich and flexible class of spatial processes, and their adaptability to fast statistical calculations, including those based on Markov chain Monte Carlo computations, makes them very attractive to statisticians. In recent years, new perspectives have emerged in connecting Gaussian Markov random fields with geostatistical models, and in advancing vast statistical computations. In this talk, I will briefly discuss the scaling limit of lattice-based Gaussian Markov random fields, namely,  the de Wijs process that originates in the famous work of George Matheron on gold mines in South Africa. I will then explore how this continuum limit connection holds out further possibilities to fit a wide range of new continuum models by using Gaussian Markov random fields. The main focus of the talk will be on matrix-free computation for these models. In particular, for spatial mixed linear models, I will present frequentist residual maximum likelihood inference via matrix-free h-likelihood computation. I will draw applications both from areal-unit and point-referenced spatial data. The work resulted from collaborations with (late) Julian Besag, and Ph.D.students Somak Dutta (former) and Chunxiao Wang (current).

Short bio:  Debashis Mondal is an associate professor at the Department of Statistics, Oregon State University.  Prior to joining Oregon State in 2014, Mondal was on the statistics faculty at the University of Chicago. He received his Ph.D. in Statistics from the University of Washington and both his Bachelor’s and Master’s degrees in Statistics from the Indian Statistical Institute in Kolkata, India. Mondal's research interests include spatial statistics, MCMC and timeseries. He is a recipient of the NSF career award, the young researcher award by the International Indian Statistical Association, and is an elected member of the International Statistical Institute.