Nearest-Neighbor Non-Gaussian Processes for Geostatistical Modeling

Abstract

We develop a general class of nearest-neighbor non-Gaussian processes (NNnGP) for modeling geostatistical data. By introducing non-linear conditional mean functions into the Vecchia approximation, NNnGP extends the popular nearest-neighbor Gaussian process (NNGP) to effectively capture complex, non-Gaussian spatial characteristics. To ensure coherent spatial predictions from a single realization, we propose a regularized homogeneity condition across the univariate conditionals. We then formulate a Bayesian non-parametric construction of the conditional mean using Gaussian processes and embed the resulting NNnGP as a non-Gaussian spatial prior within a hierarchical regression model. For posterior computation and prediction, we adopt a normalizing flow-based variational inference approach. Numerical experiments on synthetic data and real-world PRISM precipitation anomalies demonstrate that NNnGP captures local non-linear dependencies and significantly mitigates the underestimation of extreme spatial events, all the while maintaining global predictive accuracy.