Scalable computations for nonstationary Gaussian processes
From MaRDI portal
Publication:6173565
DOI10.1007/s11222-023-10252-0zbMath1516.62005arXiv2206.05220OpenAlexW4381281560MaRDI QIDQ6173565
Christopher J. Geoga, Mihai Anitescu, Michael L. Stein, Paul G. Beckman
Publication date: 21 July 2023
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2206.05220
Computational methods for problems pertaining to statistics (62-08) Gaussian processes (60G15) Applications of statistics to environmental and related topics (62P12)
Cites Work
- Unnamed Item
- An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach
- Gaussian Process Learning via Fisher Scoring of Vecchia's Approximation
- Hilbert space methods for reduced-rank Gaussian process regression
- Approximate Bayesian inference for large spatial datasets using predictive process models
- Local likelihood estimation for nonstationary random fields
- Covariance approximation for large multivariate spatial data sets with an application to multiple climate model errors
- Interpolation of spatial data. Some theory for kriging
- Likelihood approximation with hierarchical matrices for large spatial datasets
- Stochastic approximation of score functions for Gaussian processes
- Scalable Gaussian Process Computations Using Hierarchical Matrices
- A Stochastic Estimator of the Trace of the Influence Matrix for Laplacian Smoothing Splines
- Fixed Rank Kriging for Very Large Spatial Data Sets
- Gaussian Predictive Process Models for Large Spatial Data Sets
- Multidimensional binary search trees used for associative searching
- Numerical Optimization
- Fast Spatial Gaussian Process Maximum Likelihood Estimation via Skeletonization Factorizations
- A Full Scale Approximation of Covariance Functions for Large Spatial Data Sets
- Approximating Likelihoods for Large Spatial Data Sets
- A class of multi-resolution approximations for large spatial datasets
- Efficient Estimation of Non-stationary Spatial Covariance Functions with Application to High-resolution Climate Model Emulation
- Inconsistent Estimation and Asymptotically Equal Interpolations in Model-Based Geostatistics
- A general framework for Vecchia approximations of Gaussian processes
- Fitting Matérn smoothness parameters using automatic differentiation