Sparse Approximations of Fractional Matérn Fields

DOI10.1111/sjos.12297zbMath1388.35234arXiv1410.2113OpenAlexW2256464407MaRDI QIDQ4637097

Sari Lasanen, Mikko Orispää, Simo Särkkä, Lassi Roininen

Publication date: 17 April 2018

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

Full work available at URL: https://arxiv.org/abs/1410.2113

zbMATH Keywords

inverse problemsstochastic partial differential equationsspatial interpolationGaussian Markov random fieldsfractional order SPDE

Mathematics Subject Classification ID

Random fields (60G60) Inverse problems for PDEs (35R30) PDEs with randomness, stochastic partial differential equations (35R60) Fractional partial differential equations (35R11)

Related Items (2)

Fast sampling of parameterised Gaussian random fields ⋮ The Rational SPDE Approach for Gaussian Random Fields With General Smoothness

Uses Software

• FLIPS
• SuitSparseQR

Cites Work

• Unnamed Item
• An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach
• A comparison between Markov approximations and other methods for large spatial data sets
• Non-Gaussian statistical inverse problems. Part I: Posterior distributions
• Whittle-Matérn priors for Bayesian statistical inversion with applications in electrical impedance tomography
• Correlation priors
• Fortran linear inverse problem solver
• Constructing continuous stationary covariances as limits of the second-order stochastic difference equations
• Inverse problems: A Bayesian perspective
• Algorithm 915, SuiteSparseQR
• Discretized Fractional Calculus
• State space regularization in the nonstationary inverse problem for diffuse optical tomography
• Algorithm 933

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