The Rational SPDE Approach for Gaussian Random Fields With General Smoothness
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Publication:160195
DOI10.1080/10618600.2019.1665537OpenAlexW3105358277MaRDI QIDQ160195FDOQ160195
Authors: Kristin Kirchner, David Bolin, Kristin Kirchner, David Bolin 
Publication date: 30 October 2019
Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10618600.2019.1665537
stochastic partial differential equationsspatial statisticsfractional operatorsnonstationary Gaussian fieldsMatérn covariances
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Cited In (33)
- Galerkin-Chebyshev approximation of Gaussian random fields on compact Riemannian manifolds
- Regularity and numerical approximation of fractional elliptic differential equations on compact metric graphs
- A general framework for SPDE-based stationary random fields
- A diffusion-based spatio-temporal extension of Gaussian Matérn fields
- Optimization on Manifolds via Graph Gaussian Processes
- Stochastic modeling and identification of material parameters on structures produced by additive manufacturing
- Analysis of Boundary Effects on PDE-Based Sampling of Whittle--Matérn Random Fields
- The Matérn model: a journey through statistics, numerical analysis and machine learning
- An efficient workflow for modelling high-dimensional spatial extremes
- Microstructurally-informed stochastic inhomogeneity of material properties and material symmetries in 3D-printed 316 L stainless steel
- Finite elements for Matérn-type random fields: uncertainty in computational mechanics and design optimization
- Numerical approximation of Gaussian random fields on closed surfaces
- Finite element representations of Gaussian processes: balancing numerical and statistical accuracy
- Regularity theory for a new class of fractional parabolic stochastic evolution equations
- Spatial 3D Matérn priors for fast whole-brain fMRI analysis
- Scalable Physics-Based Maximum Likelihood Estimation Using Hierarchical Matrices
- Stochastic modeling of geometrical uncertainties on complex domains, with application to additive manufacturing and brain interface geometries
- Stochastic PDE representation of random fields for large-scale Gaussian process regression and statistical finite element analysis
- Multilevel approximation of Gaussian random fields: covariance compression, estimation, and spatial prediction
- Spatiotemporal reconstructions of global CO\(_2\)-fluxes using Gaussian Markov random fields
- Surface Finite Element Approximation of Spherical Whittle--Matérn Gaussian Random Fields
- Graph-based prior and forward models for inverse problems on manifolds with boundaries
- Gaussian Whittle-Matérn fields on metric graphs
- Controlling the flexibility of non-Gaussian processes through shrinkage priors
- rSPDE
- The SPDE approach to Matérn fields: graph representations
- Equivalence of measures and asymptotically optimal linear prediction for Gaussian random fields with fractional-order covariance operators
- A non-stationary model for spatially dependent circular response data based on wrapped Gaussian processes
- Covariance–Based Rational Approximations of Fractional SPDEs for Computationally Efficient Bayesian Inference
- 30 years of space-time covariance functions
- Implicit regularization effects of the Sobolev norms in image processing
- Analysis of a Computational Framework for Bayesian Inverse Problems: Ensemble Kalman Updates and MAP Estimators under Mesh Refinement
- Multilevel approximation of Gaussian random fields: fast simulation
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