Gaussian random fields: with and without covariances

DOI10.1090/tpms/1163zbMath1493.62555arXiv2111.11960OpenAlexW3215347239WikidataQ114093792 ScholiaQ114093792MaRDI QIDQ5080403

Tasmin L. Symons, Nicholas H. Bingham

Publication date: 31 May 2022

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2111.11960

zbMATH Keywords

covariance functionnumerical linear algebrastochastic partial differential equationBessel potentialGaussian random fieldprecision matrixsparsenessGaussian Markov random fieldMatérn process

Mathematics Subject Classification ID

Random fields; image analysis (62M40)

Uses Software

• CSparse

Cites Work

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