Likelihood approximation with hierarchical matrices for large spatial datasets
From MaRDI portal
Publication:2416774
DOI10.1016/j.csda.2019.02.002OpenAlexW2962942717MaRDI QIDQ2416774
Alexander Litvinenko, Ying Sun, David E. Keyes, Marc G. Genton
Publication date: 24 May 2019
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1709.04419
spatial statisticsrandom fieldcomputational statisticshierarchical matrixMatérn covariancelarge dataset
Computational methods for problems pertaining to statistics (62-08) Inference from spatial processes (62M30) Numerical methods for low-rank matrix approximation; matrix compression (65F55)
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