Multi-scale Vecchia approximations of Gaussian processes

DOI10.1007/S13253-022-00488-0OpenAlexW4210948218WikidataQ114220110 ScholiaQ114220110MaRDI QIDQ2102959FDOQ2102959

Authors: Jingjie Zhang, Matthias Katzfuss 

Publication date: 12 December 2022

Published in: Journal of Agricultural, Biological and Environmental Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13253-022-00488-0

zbMATH Keywords

computational complexitylarge datasetssparsityspatial statisticscovariance approximation

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12)

Cites Work

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• Covariance approximation for large multivariate spatial data sets with an application to multiple climate model errors
• Composite Gaussian process models for emulating expensive functions
• Spatio-temporal smoothing and EM estimation for massive remote-sensing data sets
• A dimension-reduced approach to space-time Kalman filtering
• Multiscale modeling. A Bayesian perspective
• Multi-scale and hidden resolution time series models
• A Fast, Optimal Spatial-Prediction Method for Massive Datasets
• Sparse Cholesky Factorization by Kullback--Leibler Minimization

Cited In (3)

• Scaling relationships of Gaussian processes
• A level-crossing-based scaling dimensionality transform applied to stationary Gaussian processes
• Spectral-norm risk rates for multi-taper estimation of Gaussian processes

Uses Software

• spBayes
• FRK

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