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 (6)

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

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