Bayesian inference for high-dimensional nonstationary Gaussian processes
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Publication:5033449
DOI10.1080/00949655.2020.1792472OpenAlexW3042382242MaRDI QIDQ5033449FDOQ5033449
Authors: Mark D. Risser, Daniel Turek 
Publication date: 23 February 2022
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1910.14101
spatial statisticsspatially varying parametersprocess convolution\textbf{nimble}nearest-neighbour Gaussian processsparse general vecchia
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- A covariance regression model
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Cited In (6)
- A scalable approximate Bayesian inference for high-dimensional Gaussian processes
- A Nonstationary Soft Partitioned Gaussian Process Model via Random Spanning Trees
- BayesNSGP
- A spatially varying hierarchical random effects model for longitudinal macular structural data in glaucoma patients
- Correlation-based sparse inverse Cholesky factorization for fast Gaussian-process inference
- Hierarchical Bayesian modeling of ocean heat content and its uncertainty
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