Fast expectation-maximization algorithms for spatial generalized linear mixed models

TL;DR

This paper introduces fast, scalable expectation-maximization algorithms for fitting spatial generalized linear mixed models, enabling efficient maximum likelihood estimation for large, complex spatial datasets across various disciplines.

Contribution

It proposes two novel EM-based algorithms using MCMC and Laplace approximation, improving computational efficiency for SGLMMs in high-dimensional settings.

Findings

Algorithms perform well in parameter estimation and prediction.

Methods scale efficiently with data size.

Applicable to both discrete and continuous spatial models.

Abstract

Spatial generalized linear mixed models (SGLMMs) are popular and flexible models for non-Gaussian spatial data. They are useful for spatial interpolations as well as for fitting regression models that account for spatial dependence, and are commonly used in many disciplines such as epidemiology, atmospheric science, and sociology. Inference for SGLMMs is typically carried out under the Bayesian framework at least in part because computational issues make maximum likelihood estimation challenging, especially when high-dimensional spatial data are involved. Here we provide a computationally efficient projection-based maximum likelihood approach and two computationally efficient algorithms for routinely fitting SGLMMs. The two algorithms proposed are both variants of expectation maximization algorithm, using either Markov chain Monte Carlo or a Laplace approximation for the conditional expectation. Our methodology is general and applies to both discrete-domain (Gaussian Markov random field) as well as continuous-domain (Gaussian process) spatial models. We show, via simulation and real data applications, that our methods perform well both in terms of parameter estimation as well as prediction. Crucially, our methodology is computationally efficient and scales well with the size of the data and is applicable to problems where maximum likelihood estimation was previously infeasible.