Nonstationary covariance modeling for incomplete data: Monte Carlo EM approach

DOI10.1016/j.csda.2010.12.002zbMath1328.62550OpenAlexW2079032095MaRDI QIDQ901595

Tomoko Matsuo, Debashis Paul, Douglas W. Nychka

Publication date: 12 January 2016

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2010.12.002

zbMATH Keywords

Gaussian processcomputational efficiencysparse covariance matrixmulti-resolution basisregularized method of momentsurface ozone observation

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Estimation in multivariate analysis (62H12) Gaussian processes (60G15) Applications of statistics to environmental and related topics (62P12) Monte Carlo methods (65C05) Numerical methods for wavelets (65T60)

Related Items

Regression‐based covariance functions for nonstationary spatial modeling, Nonstationary covariance modeling for incomplete data: Monte Carlo EM approach, Nonparametric estimation of covariance functions by model selection, Discussion of the paper ``Analysis of spatio-temporal mobile phone data: a case study in the metropolitan area of Milan, Estimation of covariance functions by a fully data-driven model selection procedure and its application to Kriging spatial interpolation of real rainfall data, Modeling Tangential Vector Fields on a Sphere

Cites Work

• A spatial analysis of multivariate output from regional climate models
• Nonstationary covariance modeling for incomplete data: Monte Carlo EM approach
• Covariance regularization by thresholding
• Operator norm consistent estimation of large-dimensional sparse covariance matrices
• Interpolation of spatial data. Some theory for kriging
• Estimating deformations of isotropic Gaussian random fields on the plane
• Regularized estimation of large covariance matrices
• Multiresolution models for nonstationary spatial covariance functions
• The EM Algorithm and Extensions, 2E
• A Statistical Model for Positron Emission Tomography
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item