Partition-Based Nonstationary Covariance Estimation Using the Stochastic Score Approximation

DOI10.1080/10618600.2022.2044830MaRDI QIDQ5057228zbMATH OpenOpenAlexFDO

Authors Amanda Muyskens, Montserrat Fuentes, Joseph Guinness

Publication date 16 December 2022

Published in Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1809.06904

zbMATH Keywords

circulant embeddingcomputational efficiencygridded datapredictionspectral densitytemperature

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A case study competition among methods for analyzing large spatial data
• A fast summation tree code for Matérn kernel
• A matrix-free approach for solving the parametric Gaussian process maximum likelihood problem
• Bayesian treed Gaussian process models with an application to computer modeling
• Fixed Rank Kriging for Very Large Spatial Data Sets
• Interpolation of nonstationary air pollution processes: a spatial spectral approach
• Likelihood approximations for big nonstationary spatial temporal lattice data
• Local Prediction of a Spatio-Temporal Process with an Application to Wet Sulfate Deposition
• Methods of conjugate gradients for solving linear systems
• Patchwork kriging for large-scale Gaussian process regression
• Stochastic approximation of score functions for Gaussian processes
• The block preconditioned conjugate gradient method on vector computers
• Transformation to approximate independence for locally stationary Gaussian processes

Cited in

(2)

• Flexible Modeling of Nonstationary Extremal Dependence using Spatially Fused LASSO and Ridge Penalties
• Assessing spatial stationarity and segmenting spatial processes into stationary components

Describes a project that uses

Uses Software

• tgp
• fields
• LatticeKrig
• FRK

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