Spatial Matérn Fields Driven by Non-Gaussian Noise

DOI10.1111/sjos.12046zbMath1309.62158arXiv1206.0622OpenAlexW2592346727MaRDI QIDQ2922154

David Bolin

Publication date: 9 October 2014

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1206.0622

Mathematics Subject Classification ID

Random fields (60G60) Random fields; image analysis (62M40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (17)

Weak convergence of Galerkin approximations for fractional elliptic stochastic PDEs with spatial white noise ⋮ A stochastic fractional Laplace equation driven by colored noise on bounded domain, and its covariance functional ⋮ Generalized bounds for active subspaces ⋮ Geostatistical Modelling Using Non-Gaussian Matérn Fields ⋮ Local scaling limits of Lévy driven fractional random fields ⋮ Bayesian inversion with α-stable priors ⋮ Cauchy difference priors for edge-preserving Bayesian inversion ⋮ Gaussian Whittle-Matérn fields on metric graphs ⋮ Nearest-neighbor mixture models for non-Gaussian spatial processes ⋮ Controlling the flexibility of non-Gaussian processes through shrinkage priors ⋮ Hyperpriors for Matérn fields with applications in Bayesian inversion ⋮ Hybrid simulation scheme for volatility modulated moving average fields ⋮ Bayesian analysis of spatial generalized linear mixed models with Laplace moving average random fields ⋮ A general framework for SPDE-based stationary random fields ⋮ The SPDE approach to Matérn fields: graph representations ⋮ A spatial skew-Gaussian process with a specified covariance function ⋮ Graph-based prior and forward models for inverse problems on manifolds with boundaries

Uses Software

• GMRFLib

Cites Work

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