Parametric estimation for Gaussian fields indexed by graphs

DOI10.1007/S00440-013-0503-2MaRDI QIDQ2249584zbMATH OpenOpenAlexFDO

Authors Thibault Espinasse, Fabrice Gamboa, Jean-Michel Loubes

Publication date 2 July 2014

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00440-013-0503-2

zbMATH Keywords

maximum likelihood estimationspectral densityGaussian processes on graphs

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Gaussian processes (60G15) Random fields (60G60) Inference from stochastic processes and spectral analysis (62M15)

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Cited in

(9)

• Maximum likelihood for Gaussians on graphs
• Adaptive estimation of nonparametric geometric graphs
• Embedded Trees: Estimation of Gaussian Processes on Graphs with Cycles
• scientific article; zbMATH DE number 176076 (Why is no real title available?)
• A kriging procedure for processes indexed by graphs
• Moment-Based Estimation of Stochastic Kronecker Graph Parameters
• Estimation of means in graphical Gaussian models with symmetries
• Gaussian Whittle-Matérn fields on metric graphs
• Multiple Matrix Gaussian Graphs Estimation

Describes a project that uses

Uses Software

• itsmr
• GMRFLib

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