Bayesian fixed-domain asymptotics for covariance parameters in a Gaussian process model (Q2112815)

scientific article; zbMATH DE number 7641128

Language	Label	Description	Also known as
English	Bayesian fixed-domain asymptotics for covariance parameters in a Gaussian process model	scientific article; zbMATH DE number 7641128

Statements

instance of

scholarly article

0 references

title

Bayesian fixed-domain asymptotics for covariance parameters in a Gaussian process model (English)

0 references

author

Cheng Li

0 references

published in

The Annals of Statistics

0 references

publication date

12 January 2023

0 references

full work available at URL

https://arxiv.org/abs/2010.02126

0 references

https://projecteuclid.org/journals/annals-of-statistics/volume-50/issue-6/Bayesian-fixed-domain-asymptotics-for-covariance-parameters-in-a-Gaussian/10.1214/22-AOS2230.full

0 references

zbMATH Keywords

fixed-domain asymptotics

0 references

limiting posterior distribution

0 references

Matérn covariance function

0 references

asymptotic efficiency in posterior prediction

0 references

MaRDI profile type

Publication

0 references

cites work

On the consistent separation of scale and variance for Gaussian random fields

0 references

Composite likelihood estimation for a Gaussian process under fixed domain asymptotics

0 references

Fixed-domain asymptotic properties of maximum composite likelihood estimators for Gaussian processes

0 references

Gaussian Predictive Process Models for Large Spatial Data Sets

0 references

Objective Bayesian Analysis of Spatially Correlated Data

0 references

Estimation and prediction using generalized Wendland covariance functions under fixed domain asymptotics

0 references

The semiparametric Bernstein-von Mises theorem

0 references

The Bernstein-von Mises theorem and nonregular models

0 references

Fisher information matrix for the Feller-Pareto distribution

0 references

Wasserstein upper bounds of the total variation for smooth densities

0 references

Asymptotic theory of generalized information criterion for geostatistical regression model selection

0 references

Mixed domain asymptotics for a stochastic process model with time trend and measurement error

0 references

Q4947008

0 references

Monte Carlo Confidence Sets for Identified Sets

0 references

Likelihood Estimation and Inference in a Class of Nonregular Econometric Models

0 references

Statistics for Spatial Data

0 references

Q4088122

0 references

Bayesian Prediction of Transformed Gaussian Random Fields

0 references

Fixed-domain asymptotic properties of tapered maximum likelihood estimators

0 references

Constructing Priors that Penalize the Complexity of Gaussian Random Fields

0 references

Fundamentals of Nonparametric Bayesian Inference

0 references

Compactly supported correlation functions

0 references

Robust Gaussian stochastic process emulation

0 references

Bayesian inference in partially identified models: is the shape of the posterior distribution useful?

0 references

Q5250220

0 references

A case study competition among methods for analyzing large spatial data

0 references

On Bayesian oracle properties

0 references

Classical Laplace estimation for \(\root3\of n\)-consistent estimators: improved convergence rates and rate-adaptive inference

0 references

Covariance Tapering for Likelihood-Based Estimation in Large Spatial Data Sets

0 references

The role of the range parameter for estimation and prediction in geostatistics

0 references

Bayesian calibration of computer models. (With discussion)

0 references

Q4219536

0 references

Simple, scalable and accurate posterior interval estimation

0 references

Fixed-domain asymptotics for a subclass of Matérn-type Gaussian random fields

0 references

Estimating the smoothness of a Gaussian random field from irregularly spaced data via higher-order quadratic variations

0 references

On fixed-domain asymptotics, parameter estimation and isotropic Gaussian random fields with Matérn covariance functions

0 references

Partial identification of probability distributions.

0 references

Maximum likelihood estimation of models for residual covariance in spatial regression

0 references

Bayesian and frequentist inference in partially identified models

0 references

Highly Scalable Bayesian Geostatistical Modeling via Meshed Gaussian Processes on Partitioned Domains

0 references

On the effect of covariance function estimation on the accuracy of kriging predictors

0 references

Q3394879

0 references

Average-case analysis of numerical problems

0 references

A Full Scale Approximation of Covariance Functions for Large Spatial Data Sets

0 references

Covariance approximation for large multivariate spatial data sets with an application to multiple climate model errors

0 references

Asymptotic Normality of Semiparametric and Nonparametric Posterior Distributions

0 references

Uniform asymptotic optimality of linear predictions of a random field using an incorrect second-order structure

0 references

Asymptotically efficient prediction of a random field with a missspecified covariance function

0 references

Bounds on the efficiency of linear predictions using an incorrect covariance function

0 references

A comparison of generalized cross validation and modified maximum likelihood for estimating the parameters of a stochastic process

0 references

A simple condition for asymptotic optimality of linear predictions of random fields

0 references

Efficiency of linear predictors for periodic processes using an incorrect covariance function

0 references

Interpolation of spatial data. Some theory for kriging

0 references

Predicting random fields with increasing dense observations

0 references

On Identifiability and Consistency of The Nugget in Gaussian Spatial Process Models

0 references

Q5148979

0 references

Q5396672

0 references

Asymptotic Statistics

0 references

Rates of contraction of posterior distributions based on Gaussian process priors

0 references

Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth

0 references

Maximum likelihood estimation for a bivariate Gaussian process under fixed domain asymptotics

0 references

Optimal Transport

0 references

On fixed-domain asymptotics and covariance tapering in Gaussian random field models

0 references

On Prediction Properties of Kriging: Uniform Error Bounds and Robustness

0 references

Scattered Data Approximation

0 references

Local error estimates for radial basis function interpolation of scattered data

0 references

A comparison of Kriging with nonparametric regression methods

0 references

Minimax-optimal nonparametric regression in high dimensions

0 references

Asymptotic properties of a maximum likelihood estimator with data from a Gaussian process

0 references

Maximum likelihood estimation of parameters under a spatial sampling scheme

0 references

Inconsistent Estimation and Asymptotically Equal Interpolations in Model-Based Geostatistics

0 references

Towards reconciling two asymptotic frameworks in spatial statistics

0 references

Identifiers

DOI

10.1214/22-AOS2230

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:2112815