Correlation-based sparse inverse Cholesky factorization for fast Gaussian-process inference

DOI10.1007/s11222-023-10231-5zbMath1516.62017arXiv2112.14591MaRDI QIDQ6172908

Publication date: 20 July 2023

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2112.14591

zbMATH Keywords

spatial statistics nearest neighbors covariance approximation Vecchia approximation maximum-minimum-distance ordering

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Inference from spatial processes (62M30)

Related Items (1)

Finite Element Representations of Gaussian Processes: Balancing Numerical and Statistical Accuracy

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