Non-Separable Spatio-temporal Models via Transformed Gaussian Markov Random Fields
Douglas R. M. Azevedo, Marcos O. Prates, Michael R. Willig

TL;DR
This paper introduces a flexible class of non-separable spatio-temporal models called TGMRF, which simplifies interpretation and allows for custom marginal distributions, demonstrated through ecological data analysis.
Contribution
The paper presents a novel TGMRF framework that enhances non-separable spatio-temporal modeling with flexible dependence structures and interpretability, enabling new applications like spatio-temporal Gamma fields.
Findings
Identified environmental factors affecting snail abundance.
Characterized spatial and temporal trends in a tropical ecosystem.
Demonstrated model's applicability to ecological data.
Abstract
Models that capture the spatial and temporal dynamics are applicable in many science fields. Non-separable spatio-temporal models were introduced in the literature to capture these features. However, these models are generally complicated in construction and interpretation. We introduce a class of non-separable Transformed Gaussian Markov Random Fields (TGMRF) in which the dependence structure is flexible and facilitates simple interpretations concerning spatial, temporal and spatio-temporal parameters. Moreover, TGMRF models have the advantage of allowing specialists to define any desired marginal distribution in model construction without suffering from spatio-temporal confounding. Consequently, the use of spatio-temporal models under the TGMRF framework leads to a new class of general models, such as spatio-temporal Gamma random fields, that can be directly used to model Poisson…
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Taxonomy
TopicsData Management and Algorithms · Soil Geostatistics and Mapping · Bayesian Methods and Mixture Models
