The Mat\'ern Model: A Journey through Statistics, Numerical Analysis and Machine Learning

arXiv2303.02759MaRDI QIDQ6428458FDOQ6428458

Authors: Emilio Porcu, Moreno Bevilacqua, Robert Schaback, Chris J. Oates 

Publication date: 5 March 2023

Abstract: The Mat'ern model has been a cornerstone of spatial statistics for more than half a century. More recently, the Mat'ern model has been central to disciplines as diverse as numerical analysis, approximation theory, computational statistics, machine learning, and probability theory. In this article we take a Mat'ern-based journey across these disciplines. First, we reflect on the importance of the Mat'ern model for estimation and prediction in spatial statistics, establishing also connections to other disciplines in which the Mat'ern model has been influential. Then, we position the Mat'ern model within the literature on big data and scalable computation: the SPDE approach, the Vecchia likelihood approximation, and recent applications in Bayesian computation are all discussed. Finally, we review recent devlopments, including flexible alternatives to the Mat'ern model, whose performance we compare in terms of estimation, prediction, screening effect, computation, and Sobolev regularity properties.

This page was built for publication: The Mat\'ern Model: A Journey through Statistics, Numerical Analysis and Machine Learning

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6428458)