The Rational SPDE Approach for Gaussian Random Fields With General Smoothness
نویسندگان
چکیده
منابع مشابه
An explicit link between Gaussian fields and Gaussian Markov random fields: The SPDE approach
Continuously indexed Gaussian fields (GFs) is the most important ingredient in spatial statistical modelling and geostatistics. The specification through the covariance function gives an intuitive interpretation of the field properties. On the computational side, GFs are hampered with the big n problem, since the cost of factorising dense matrices is cubic in the dimension. Although the computa...
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Continuously indexed Gaussian fields (GFs) is the most important ingredient in spatial statistical modelling and geo-statistics. The specification through the covariance function gives an intuitive interpretation of its properties. On the computational side, GFs are hampered with the big-n problem, since the cost of factorising dense matrices is cubic in the dimension. Although the computationa...
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ژورنال
عنوان ژورنال: Journal of Computational and Graphical Statistics
سال: 2019
ISSN: 1061-8600,1537-2715
DOI: 10.1080/10618600.2019.1665537