Generalized Sparse Precision Matrix Selection for Fitting Multivariate Gaussian Random Fields to Large Data Sets

DOI10.5705/ss.202017.0091zbMath1390.62187arXiv1605.03267OpenAlexW2963488518MaRDI QIDQ4639586

Sam Davanloo Tajbakhsh, Necdet Serhat Aybat, Enrique Del Castillo

Publication date: 9 May 2018

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.03267

zbMATH Keywords

convex optimizationspatial statisticsGaussian Markov random fieldscovariance selectionmultivariate Gaussian processes

Mathematics Subject Classification ID

Random fields (60G60) Inference from spatial processes (62M30) Estimation in multivariate analysis (62H12) Gaussian processes (60G15)

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