Maximum Likelihood Estimation for a Smooth Gaussian Random Field Model

DOI10.1137/15M105358XOpenAlexW2582155237MaRDI QIDQ5269857FDOQ5269857

Wanting Xu, Michael L. Stein

Publication date: 28 June 2017

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/15m105358x

zbMATH Keywords

cross validationcomputer experimentbest linear predictionsquared exponential covariance function

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Gaussian processes (60G15) Interpolation and approximation (educational aspects) (97N50)

Cites Work

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• How to Count

Cited In (12)

• Maximum Likelihood Estimation and Uncertainty Quantification for Gaussian Process Approximation of Deterministic Functions
• Asymptotic properties of the maximum likelihood and cross validation estimators for transformed Gaussian processes
• Probabilistic integration: a role in statistical computation?
• Gaussian Process-Based Dimension Reduction for Goal-Oriented Sequential Design
• Likelihood-based estimation for Gaussian MRFs
• Stable Likelihood Computation for Gaussian Random Fields
• Asymptotic Bounds for Smoothness Parameter Estimates in Gaussian Process Interpolation
• On the inference of applying Gaussian process modeling to a deterministic function
• Selection of a covariance function for a Gaussian random field aimed for modeling global optimization problems
• Maximum likelihood estimation in Gaussian models under total positivity
• Comment: unreasonable effectiveness of Monte Carlo
• Small sample spaces for Gaussian processes

Uses Software

• Mathematica

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