Kriging with large data sets using sparse matrix techniques
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Publication:4369366
DOI10.1080/03610919708813401zbMATH Open0900.62681OpenAlexW2058616361MaRDI QIDQ4369366FDOQ4369366
Authors: Ronald P. Barry, R. Kelley Pace 
Publication date: 15 November 1998
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610919708813401
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Cites Work
Cited In (12)
- Compactly supported correlation functions
- Fast cars
- Nested kriging predictions for datasets with a large number of observations
- On the condition number of covariance matrices in kriging, estimation, and simulation of random fields
- Monte Carlo estimates of the log determinant of large sparse matrices
- A Spatial Interaction Model with Spatially Structured Origin and Destination Effects
- Strategies for Fitting Large, Geostatistical Data in MCMC Simulation
- The local approximation of variograms in \(\mathcal R^2\) by covariance functions
- Efficient emulators of computer experiments using compactly supported correlation functions, with an application to cosmology
- Fast kriging of large data sets with Gaussian Markov random fields
- Application of FFT-based algorithms for large-scale universal kriging problems
- Estimating sensitivity indices based on Gaussian process metamodels with compactly supported correlation functions
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