A comparison between Markov approximations and other methods for large spatial data sets
From MaRDI portal
Publication:333683
Abstract: The Mat'ern covariance function is a popular choice for modeling dependence in spatial environmental data. Standard Mat'ern covariance models are, however, often computationally infeasible for large data sets. In this work, recent results for Markov approximations of Gaussian Mat'{e}rn fields based on Hilbert space approximations are extended using wavelet basis functions. These Markov approximations are compared with two of the most popular methods for efficient covariance approximations; covariance tapering and the process convolution method. The results show that, for a given computational cost, the Markov methods have a substantial gain in accuracy compared with the other methods.
Recommendations
- A Full Scale Approximation of Covariance Functions for Large Spatial Data Sets
- Covariance tapering for likelihood-based estimation in large spatial data sets
- A class of multi-resolution approximations for large spatial datasets
- Full-scale approximations of spatio-temporal covariance models for large datasets
- Kryging: geostatistical analysis of large-scale datasets using Krylov subspace methods
Cites work
- scientific article; zbMATH DE number 1313649 (Why is no real title available?)
- scientific article; zbMATH DE number 3210432 (Why is no real title available?)
- A class of convolution-based models for spatio-temporal processes with non-separable covariance structure
- A comparative study of Gaussian geostatistical models and Gaussian Markov random field models
- An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach
- Approximate Bayesian inference for large spatial datasets using predictive process models
- Calibrated spatial moving average simulations
- Compactly supported correlation functions
- Fitting Gaussian Markov Random Fields to Gaussian Fields
- Fixed Rank Kriging for Very Large Spatial Data Sets
- Gaussian Markov Random Fields
- Gaussian Predictive Process Models for Large Spatial Data Sets
- Handbook of spatial statistics.
- Inconsistent Estimation and Asymptotically Equal Interpolations in Model-Based Geostatistics
- Interpolation of spatial data. Some theory for kriging
- Multiresolution models for nonstationary spatial covariance functions
- On Compactly Supported Spline Wavelets and a Duality Principle
- Piecewise polynomial, positive definite and compactly supported radial functions of minimal degree
- Space and space-time modeling using process convolutions
- Spatial models generated by nested stochastic partial differential equations, with an application to global ozone mapping
- Statistical Methods for Spatial Data Analysis
- Ten Lectures on Wavelets
Cited in
(12)- An ensemble solver for segregated cardiovascular FSI
- Finite element representations of Gaussian processes: balancing numerical and statistical accuracy
- A comparative study of Gaussian geostatistical models and Gaussian Markov random field models
- Sparse approximations of fractional Matérn fields
- A Bayesian general linear modeling approach to cortical surface fMRI data analysis
- On the choice of the mesh for the analysis of geostatistical data using R-INLA
- Regularity theory for a new class of fractional parabolic stochastic evolution equations
- Spatial Matérn fields driven by non-Gaussian noise
- Process convolution approaches for modeling interacting trajectories
- Beyond the valley of the covariance function
- Distributed Bayesian inference in massive spatial data
- A class of multi-resolution approximations for large spatial datasets
This page was built for publication: A comparison between Markov approximations and other methods for large spatial data sets
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q333683)
