Posterior inference for sparse hierarchical non-stationary models
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Publication:2189583
DOI10.1016/J.CSDA.2020.106954OpenAlexW3010999265MaRDI QIDQ2189583FDOQ2189583
Authors: Karla Monterrubio-Gómez, Lassi Roininen, Sara Wade, Theodoros Damoulas, M. Girolami 
Publication date: 16 June 2020
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1804.01431
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Cited In (7)
- Multi-scale process modelling and distributed computation for spatial data
- Stochastic variational inference for scalable non-stationary Gaussian process regression
- Non-stationary multi-layered Gaussian priors for Bayesian inversion
- Nonstationary Gaussian Process Discriminant Analysis With Variable Selection for High-Dimensional Functional Data
- The SPDE approach to Matérn fields: graph representations
- Deep state-space Gaussian processes
- Deep Compositional Spatial Models
Uses Software
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