Scaled Vecchia Approximation for Fast Computer-Model Emulation
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Publication:5097836
DOI10.1137/20M1352156zbMath1493.62011arXiv2005.00386WikidataQ114074180 ScholiaQ114074180MaRDI QIDQ5097836
Matthias Katzfuss, Earl Lawrence, Joseph Guinness
Publication date: 1 September 2022
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2005.00386
Gaussian processFisher scoringnearest neighborscomputer experimentsparse inverse Choleskymaximin ordering
Computational methods for problems pertaining to statistics (62-08) Inference from spatial processes (62M30) Applications of statistics in engineering and industry; control charts (62P30)
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