Linear-Cost Covariance Functions for Gaussian Random Fields (Q6107197)

scientific article; zbMATH DE number 7705983

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English	Linear-Cost Covariance Functions for Gaussian Random Fields	scientific article; zbMATH DE number 7705983

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instance of

scholarly article

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title

Linear-Cost Covariance Functions for Gaussian Random Fields (English)

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Journal of the American Statistical Association

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publication date

3 July 2023

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full work available at URL

https://arxiv.org/abs/1711.05895

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https://figshare.com/articles/journal_contribution/Linear-Cost_Covariance_Functions_for_Gaussian_Random_Fields/14454483

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zbMATH Keywords

climate data

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Gaussian sampling

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hierarchical matrix

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kriging

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maximum likelihood estimation

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A Matrix-free Approach for Solving the Parametric Gaussian Process Maximum Likelihood Problem

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Parameter estimation in high dimensional Gaussian distributions

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Stabilized rounded addition of hierarchical matrices

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Multidimensional binary search trees used for associative searching

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Introduction to hierarchical matrices with applications.

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Asymptotic properties of computationally efficient alternative estimators for a class of multivariate normal models

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A Fast Summation Tree Code for Matérn Kernel

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Geostatistics

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Fixed Rank Kriging for Very Large Spatial Data Sets

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Edge effects and efficient parameter estimation for stationary random fields

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Approximate Bayesian inference for large spatial datasets using predictive process models

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Improving the performance of predictive process modeling for large datasets

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Parameter estimation for a stationary process on a <i>d</i>-dimensional lattice

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Data-sparse approximation by adaptive ${\mathcal H}^2$-matrices

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

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Difference Filter Preconditioning for Large Covariance Matrices

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Stochastic approximation of score functions for Gaussian processes

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Identifiers

zbMATH Open document ID

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10.1080/01621459.2021.1919122

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6107197