Scalable spatio-temporal smoothing via hierarchical sparse Cholesky decomposition

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DOI10.1002/env.2757zbMath1545.62822MaRDI QIDQ6626523

Matthias Katzfuss, Marcin Jurek

Publication date: 28 October 2024

Published in: Environmetrics (Search for Journal in Brave)

zbMATH Keywords

smoothing state-space model data assimilation spatio-temporal statistics Vecchia approximation

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12)

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