The SPDE approach to Matérn fields: graph representations

DOI10.1214/21-STS838MaRDI QIDQ2092895

Ruiyi Yang, Daniel Sanz-Alonso

Publication date: 4 November 2022

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2004.08000

zbMATH Keywords

stochastic partial differential equationslatent Gaussian modelsGaussian Markov random fieldsgraph LaplaciansGauss Matérn fields

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (4)

Finite Element Representations of Gaussian Processes: Balancing Numerical and Statistical Accuracy ⋮ Analysis of a Computational Framework for Bayesian Inverse Problems: Ensemble Kalman Updates and MAP Estimators under Mesh Refinement ⋮ Optimization on Manifolds via Graph Gaussian Processes ⋮ Gaussian Whittle-Matérn fields on metric graphs

Uses Software

• GMRFLib
• spBayes
• Stem

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