A class of multi-resolution approximations for large spatial datasets
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Gaussian processes (60G15) Computational methods for problems pertaining to statistics (62-08) Inference from spatial processes (62M30) Applications of statistics in engineering and industry; control charts (62P30) Statistical aspects of big data and data science (62R07) Functional data analysis (62R10)
Abstract: Gaussian processes are popular and flexible models for spatial, temporal, and functional data, but they are computationally infeasible for large datasets. We discuss Gaussian-process approximations that use basis functions at multiple resolutions to achieve fast inference and that can (approximately) represent any spatial covariance structure. We consider two special cases of this multi-resolution-approximation framework, a taper version and a domain-partitioning (block) version. We describe theoretical properties and inference procedures, and study the computational complexity of the methods. Numerical comparisons and an application to satellite data are also provided.
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