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. Author manuscript; available in PMC: 2018 Apr 30.
Published in final edited form as: J Am Stat Assoc. 2016 Aug 18;111(514):800–812. doi: 10.1080/01621459.2015.1044091

Table 1.

Univariate synthetic data analysis parameter estimates and computing time in minutes for NNGP and full GP models. Parameter posterior summary 50 (2.5, 97.5) percentiles.

NNGP (𝒮 ≠ 𝒯) NNGP (𝒮 = 𝒯)


True m = 10, k = 2000 m = 20, k = 2000 m = 10 m = 20
β0 1 0.99 (0.71, 1.48) 1.02 (0.73, 1.49) 1.00 (0.62, 1.31) 1.03 (0.65, 1.34)
β1 5 5.00 (4.98, 5.03) 5.01 (4.98, 5.03) 5.01 (4.99, 5.03) 5.01 (4.99, 5.03)
σ2 1 1.09 (0.89, 1.49) 1.04 (0.85, 1.40) 0.96 (0.78, 1.23) 0.94 (0.77, 1.20)
τ2 0.1 0.07 (0.04, 0.10) 0.07 (0.04, 0.10) 0.10 (0.08, 0.13) 0.10 (0.08, 0.13)
φ 12 11.81 (8.18, 15.02) 12.21 (8.83, 15.62) 12.93 (9.70, 16.77) 13.36 (9.99, 17.15)
pD 1491.08 1478.61 1243.32 1249.57
DIC 1856.85 1901.57 2390.65 2377.51
G 33.67 35.68 77.84 76.40
P 253.03 259.13 340.40 337.88
D 286.70 294.82 418.24 414.28
RMSPE 1.22 1.22 1.2 1.2
95% CI cover % 97.2 97.2 97.6 97.6
95% CI width 2.19 2.18 2.13 2.12
Time 14.2 47.08 9.98 33.5
True Predictive process 64 knots Full Gaussian process

β0 1 1.30 (0.54, 2.03) 1.03 (0.69, 1.34)
β1 5 5.03 (4.99, 5.06) 5.01 (4.99, 5.03)
σ2 1 1.29 (0.96, 2.00) 0.94 (0.76, 1.23)
τ2 0.1 0.08 (0.04, 0.13) 0.10 (0.08, 0.12)
φ 12 5.61 (3.48, 8.09) 13.52 (9.92, 17.50)
pD 1258.27 1260.68
DIC 13677.97 2364.80
G 1075.63 74.80
P 200.39 333.27
D 1276.03 408.08
RMSPE 1.68 1.2
95% CI cover % 95.6 97.6
95% CI width 2.97 2.12
Time 43.36 560.31