Covariance–Based Rational Approximations of Fractional SPDEs for Computationally Efficient Bayesian Inference
From MaRDI portal
Publication:6552525
DOI10.1080/10618600.2023.2231051MaRDI QIDQ6552525FDOQ6552525
Zhen Xiong, Alexandre B. Simas, David Bolin
Publication date: 10 June 2024
Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)
Cites Work
- Gaussian Markov Random Fields
- Interpolation of spatial data. Some theory for kriging
- The Rational SPDE Approach for Gaussian Random Fields With General Smoothness
- A case study competition among methods for analyzing large spatial data
- Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
- Title not available (Why is that?)
- Covariance Tapering for Likelihood-Based Estimation in Large Spatial Data Sets
- Spatial models generated by nested stochastic partial differential equations, with an application to global ozone mapping
- An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach
- Penalising model component complexity: a principled, practical approach to constructing priors
- Title not available (Why is that?)
- Mercer's theorem on general domains: on the interaction between measures, kernels, and RKHSs
- Title not available (Why is that?)
- Weak convergence of Galerkin approximations for fractional elliptic stochastic PDEs with spatial white noise
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Numerical solution of fractional elliptic stochastic PDEs with spatial white noise
- Title not available (Why is that?)
- The screening effect in kriging
- Stochastic partial differential equations
- Title not available (Why is that?)
- Title not available (Why is that?)
- An algorithm for best rational approximation based on barycentric rational interpolation
- Analysis of Boundary Effects on PDE-Based Sampling of Whittle--Matérn Random Fields
- Multilevel approximation of Gaussian random fields: Fast simulation
- Constructing Priors that Penalize the Complexity of Gaussian Random Fields
- Regularity and convergence analysis in Sobolev and Hölder spaces for generalized Whittle-Matérn fields
- Equivalence of measures and asymptotically optimal linear prediction for Gaussian random fields with fractional-order covariance operators
Cited In (4)
- A diffusion-based spatio-temporal extension of Gaussian Matérn fields
- An efficient workflow for modelling high-dimensional spatial extremes
- Efficient Stochastic Generators with Spherical Harmonic Transformation for High-Resolution Global Climate Simulations from CESM2-LENS2
- The third competition on spatial statistics for large datasets
This page was built for publication: Covariance–Based Rational Approximations of Fractional SPDEs for Computationally Efficient Bayesian Inference
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6552525)