A Fast Summation Tree Code for Matérn Kernel

DOI10.1137/120903002zbMath1290.65010OpenAlexW1984720405MaRDI QIDQ5418037

Lei Wang, Jie Chen, Mihai Anitescu

Publication date: 26 May 2014

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/120903002

zbMATH Keywords

algorithmspatial statisticsGaussian processcovariance matrixerror estimatenumerical experimenttree codefast summationMatérn kernel

Mathematics Subject Classification ID

Gaussian processes (60G15) Analysis of variance and covariance (ANOVA) (62J10)

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