Computationally exploitable structure of covariance matrices and generalized convariance matrices in spatial models
From MaRDI portal
Recommendations
- Computationally efficient restricted maximum likelihood estimation of generalized covariance functions
- Recursive computation for block-nested covariance matrices
- Computationally efficient cholesky factorization of a covariance matrix with block toeplitz structure
- The Matrix-Logarithmic Covariance Model
- Numerical instability of calculating inverse of spatial covariance matrices
Cites work
- An Algorithm for the Inversion of Finite Toeplitz Matrices
- Block Toeplitz Matrix Inversion
- Efficient inversion of Toeplitz-block Toeplitz matrix
- Maximum likelihood estimation of models for residual covariance in spatial regression
- Minimum-variance unbiased quadratic estimation of covariances of regionalized variables
- On the design of experiments under spatial correlation
- Statistical Analysis of Field Experiments Using Neighbouring Plots
- The intrinsic random functions and their applications
- Toeplitz Matrix Inversion: The Algorithm of W. F. Trench
Cited in
(28)- Application of FFT-based algorithms for large-scale universal kriging problems
- Hyperbolic cross designs for approximation of random fields
- Sparse matrix tools for Gaussian models on lattices
- Large-scale stochastic linear inversion using hierarchical matrices. Illustrated with an application to crosswell tomography in seismic imaging
- Numerical instability of calculating inverse of spatial covariance matrices
- Bayesian spectral modeling for multivariate spatial distributions of elemental concentrations in soil
- Measures of parameter uncertainty in geostatistical estimation and geostatistical optimal design
- General location model with factor analyzer covariance matrix structure and its applications
- Computation of lacunarity from covariance of spatial binary maps
- Spatial circulants, with applications
- Spatial design matrices and associated quadratic forms: structure and properties
- Strict positive definiteness of a product of covariance functions
- scientific article; zbMATH DE number 66191 (Why is no real title available?)
- Fast cars
- Recursive computation for block-nested covariance matrices
- Computationally efficient cholesky factorization of a covariance matrix with block toeplitz structure
- Generating correlated gaussian random fields by orthogonal polynomial approximations to the square root of the covariance matrix
- scientific article; zbMATH DE number 7370622 (Why is no real title available?)
- Kriging and spatial design accelerated by orders of magnitude: combining low-rank covariance approximations with FFT-techniques
- Computationally efficient restricted maximum likelihood estimation of generalized covariance functions
- Estimation of covariance parameters in Kriging via restricted maximum likelihood
- Computationally efficient generation of Gaussian conditional simulations over regular sample grids
- Efficient generation of conditional simulations by Chebyshev matrix polynomial approximations to the symmetric square root of the covariance matrix
- Spatio-temporal generalized complex covariance models based on convolution
- On strict positive definiteness of product and product-sum covariance models
- Efficient Bayesian linear models for a large number of observations
- Efficient computation of linearized cross-covariance and auto-covariance matrices of interdependent quantities
- Asymptotic properties of computationally efficient alternative estimators for a class of multivariate normal models
This page was built for publication: Computationally exploitable structure of covariance matrices and generalized convariance matrices in spatial models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3350594)
