Problems with likelihood estimation of covariance functions of spatial Gaussian processes
From MaRDI portal
Cited in
(21)- Kriging by local polynomials.
- Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension
- Generation of a cokriging metamodel using a multiparametric strategy
- A dynamic nonstationary spatio-temporal model for short term prediction of precipitation
- A unified view on Bayesian varying coefficient models
- A matrix exponential spatial specification
- A gm estimation of the location parameters in a spatial linear model
- Fast cars
- On the condition number anomaly of Gaussian correlation matrices
- Consistency of empirical Bayes and kernel flow for hierarchical parameter estimation
- scientific article; zbMATH DE number 7307482 (Why is no real title available?)
- Constructing Priors that Penalize the Complexity of Gaussian Random Fields
- Estimation of covariance parameters in Kriging via restricted maximum likelihood
- Rao's score test in spatial econometrics
- Probabilistic physics-guided transfer learning for material property prediction in extrusion deposition additive manufacturing
- Asymptotic behavior of the likelihood function of covariance matrices of spatial Gaussian processes
- Leveraging the nugget parameter for efficient Gaussian process modeling
- Selecting a separable parametric spatiotemporal covariance structure for longitudinal imaging data
- On maximizing the likelihood function of general geostatistical models
- On composite marginal likelihoods
- A general probabilistic approach for inference of Gaussian model parameters from noisy data of point and volume support
This page was built for publication: Problems with likelihood estimation of covariance functions of spatial Gaussian processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3765080)
