Asymptotic behavior of the likelihood function of covariance matrices of spatial Gaussian processes

DOI10.1155/2010/494070zbMATH Open1205.62141OpenAlexW2022434169WikidataQ58652421 ScholiaQ58652421MaRDI QIDQ624764FDOQ624764

Authors: R. Zimmermann 

Publication date: 9 February 2011

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/228635

Recommendations

• Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes
• On the maximum likelihood training of gradient-enhanced spatial Gaussian processes
• Maximum likelihood estimation for Gaussian processes under inequality constraints
• Stable Likelihood Computation for Gaussian Random Fields
• Local inversion-free estimation of spatial Gaussian processes

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from spatial processes (62M30)

Cites Work

• The design and analysis of computer experiments.
• Design and analysis of computer experiments. With comments and a rejoinder by the authors
• Gaussian processes for machine learning.
• Towards reconciling two asymptotic frameworks in spatial statistics
• On multimodality of the likelihood in the spatial linear model
• Simplified cross-correlation estimation for multi-fidelity surrogate cokriging models
• Problems with likelihood estimation of covariance functions of spatial Gaussian processes
• Predicting the output from a complex computer code when fast approximations are available
• Asymptotic properties of a maximum likelihood estimator with data from a Gaussian process
• Computation of eigenvalue and eigenvector derivatives for a general complex-valued eigensystem
• On the condition number of covariance matrices in kriging, estimation, and simulation of random fields
• Conditioning of the stationary Kriging matrices for some well-known covariance models
• A note on radial basis function interpolant limits

Cited In (6)

• A Vecchia approximation for high-dimensional Gaussian cumulative distribution functions arising from spatial data
• Energy-driven image interpolation using Gaussian process regression
• On the condition number anomaly of Gaussian correlation matrices
• Quantification of Airfoil Geometry-Induced Aerodynamic Uncertainties---Comparison of Approaches
• On the maximum likelihood training of gradient-enhanced spatial Gaussian processes
• Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes

Uses Software

• DACE

This page was built for publication: Asymptotic behavior of the likelihood function of covariance matrices of spatial Gaussian processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q624764)