Fitting Matérn smoothness parameters using automatic differentiation
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Publication:6116590
DOI10.1007/s11222-022-10127-wzbMath1516.62014arXiv2201.00090OpenAlexW4322623608MaRDI QIDQ6116590
Christopher J. Geoga, Michel Schanen, O. Marin, Michael L. Stein
Publication date: 18 July 2023
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2201.00090
Computational methods for problems pertaining to statistics (62-08) Inference from spatial processes (62M30) Gaussian processes (60G15) Numerical differentiation (65D25)
Related Items
Scalable computations for nonstationary Gaussian processes, On information about covariance parameters in Gaussian Matérn random fields
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