Estimating structured correlation matrices in smooth Gaussian random field models.
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Cites work
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- Asymptotic properties of a maximum likelihood estimator with data from a Gaussian process
- Design and analysis of computer experiments. With comments and a rejoinder by the authors
- Maximum likelihood estimation of parameters under a spatial sampling scheme
- Maximum likelihood estimation under a spatial sampling scheme
Cited in
(22)- Optimal change point detection in Gaussian processes
- Maximum Likelihood Estimation for a Smooth Gaussian Random Field Model
- Asymptotic Analysis of Maximum Likelihood Estimation of Covariance Parameters for Gaussian Processes: An Introduction with Proofs
- Fixed-domain asymptotics for a subclass of Matérn-type Gaussian random fields
- Convergence of Gaussian process regression with estimated hyper-parameters and applications in Bayesian inverse problems
- Estimation of a multiplicative correlation structure in the large dimensional case
- Estimating the parameters of some common Gaussian random fields with nugget under fixed-domain asymptotics
- Selection of a covariance function for a Gaussian random field aimed for modeling global optimization problems
- On the condition number anomaly of Gaussian correlation matrices
- On the consistent separation of scale and variance for Gaussian random fields
- Likelihood geometry of correlation models
- Cross-validation estimation of covariance parameters under fixed-domain asymptotics
- ESTIMATION OF THE KRONECKER COVARIANCE MODEL BY QUADRATIC FORM
- Finite-Dimensional Gaussian Approximation with Linear Inequality Constraints
- Factor Models for High-Dimensional Tensor Time Series
- Cross validation and maximum likelihood estimations of hyper-parameters of Gaussian processes with model misspecification
- Correlation matrices of Gaussian Markov random fields over cycle graphs
- The BLUE in continuous-time regression models with correlated errors
- Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes
- Small sample spaces for Gaussian processes
- Gaussian processes for computer experiments
- Modelling structured correlation matrices
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