The Matérn model: a journey through statistics, numerical analysis and machine learning

DOI10.1214/24-STS923MaRDI QIDQ6579154FDOQ6579154

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

Publication date: 25 July 2024

Published in: Statistical Science (Search for Journal in Brave)

covariance machine learning maximum likelihood reproducing kernel Hilbert spaces spatial statistics kriging approximation theory Sobolev spaces compact support Kernel

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

Finite element representations of Gaussian processes: balancing numerical and statistical accuracy
Stein hypothesis and screening effect for covariances with compact support
Title not available (Why is that?)
On Identifiability and Consistency of The Nugget in Gaussian Spatial Process Models
Surface Finite Element Approximation of Spherical Whittle--Matérn Gaussian Random Fields
On positive definiteness of some radial functions
A Riemann-Stein kernel method
Semi-exact control functionals from Sard’s method
Gneiting class, semi-metric spaces and isometric embeddings
On the improved rates of convergence for Matérn-type kernel ridge regression with application to calibration of computer models
Multivariate type G Matérn stochastic partial differential equation random fields
Criteria and characterizations for spatially isotropic and temporally symmetric matrix-valued covariance functions
New validity conditions for the multivariate Matérn coregionalization model, with an application to exploration geochemistry
Zastavnyi operators and positive definite radial functions
Graphical Gaussian process models for highly multivariate spatial data
On some Matérn covariance functions for spatio-temporal random fields
Space-Time Estimation and Prediction under Infill Asymptotics with Compactly Supported Covariance Functions
Metric spaces and completely monotone functions.
Probabilistic numerics. Computation as machine learning
Equivalence of measures and asymptotically optimal linear prediction for Gaussian random fields with fractional-order covariance operators
Spatiotemporal covariance functions for Laplacian ARMA fields in higher dimensions
Estimating the parameters of some common Gaussian random fields with nugget under fixed-domain asymptotics
Beyond Matérn: On A Class of Interpretable Confluent Hypergeometric Covariance Functions
Space-time covariance models on networks
Gaussian Whittle-Matérn fields on metric graphs
30 years of space-time covariance functions
Permutation and Grouping Methods for Sharpening Gaussian Process Approximations
Nearest-neighbor sparse Cholesky matrices in spatial statistics
Gaussian likelihood inference on data from trans-Gaussian random fields with Matérn covariance function
Fixed Rank Kriging for Very Large Spatial Data Sets
Geostatistics. Modeling spatial uncertainty.
NIST handbook of mathematical functions
Stochastic Models That Separate Fractal Dimension and the Hurst Effect
The Dagum family of isotropic correlation functions
Asymptotically efficient prediction of a random field with a missspecified covariance function
Interpolation of spatial data. Some theory for kriging
The Rational SPDE Approach for Gaussian Random Fields With General Smoothness
Estimation and prediction using generalized Wendland covariance functions under fixed domain asymptotics
Compactly supported correlation functions
Piecewise polynomial, positive definite and compactly supported radial functions of minimal degree
Isotropic covariance functions on graphs and their edges
A case study competition among methods for analyzing large spatial data
Studies in the history of probability and statistics XLIX: On the Matérn correlation family
Title not available (Why is that?)
Maximum likelihood estimation of models for residual covariance in spatial regression
Gaussian processes for machine learning.
Towards reconciling two asymptotic frameworks in spatial statistics
Gaussian Predictive Process Models for Large Spatial Data Sets
Strictly and non-strictly positive definite functions on spheres
Title not available (Why is that?)
Closed form representations for a class of compactly supported radial basis functions
Nonseparable, Stationary Covariance Functions for Space–Time Data
Approximating Likelihoods for Large Spatial Data Sets
Non-Gaussian geostatistical modeling using (skew) \(t\) processes
Nonseparable, space-time covariance functions with dynamical compact supports
Matérn cross-covariance functions for multivariate random fields
Title not available (Why is that?)
The role of the range parameter for estimation and prediction in geostatistics
Inconsistent Estimation and Asymptotically Equal Interpolations in Model-Based Geostatistics
Estimators of fractal dimension: assessing the roughness of time series and spatial data
A general framework for Vecchia approximations of Gaussian processes
The missing Wendland functions
An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach
Comparing composite likelihood methods based on pairs for spatial Gaussian random fields
Unifying compactly supported and Matérn covariance functions in spatial statistics
Modelling Point Referenced Spatial Count Data: A Poisson Process Approach
Localization in matrix computations: theory and applications
Bayesian Wombling
2010 Rietz lecture: When does the screening effect hold?
Nonseparable dynamic nearest neighbor Gaussian process models for large spatio-temporal data with an application to particulate matter analysis
Spatio-temporal modeling of particulate matter concentration through the SPDE approach
A valid Matérn class of cross-covariance functions for multivariate random fields with any number of components
Scattered Data Approximation
Hyperpriors for Matérn fields with applications in Bayesian inversion
Cross-covariance functions for multivariate geostatistics
Geostatistical modelling using non-Gaussian Matérn fields
Title not available (Why is that?)
Directional Rates of Change Under Spatial Process Models
Nonstationary modeling for multivariate spatial processes
A class of non-Gaussian second order random fields
On the consistent separation of scale and variance for Gaussian random fields
Positive definite functions on spheres
Fractional random fields associated with stochastic fractional heat equations
On spectral theory of random fields in the ball
Statistical Methods for Regular Monitoring Data
Fractional elliptic, hyperbolic and parabolic random fields
Modeling temporal gradients in regionally aggregated California asthma hospitalization data
Kernel techniques: From machine learning to meshless methods
Tractability of multivariate problems. Volume II: Standard information for functionals.
Interpolation of spatial data -- a stochastic or a deterministic problem?
Title not available (Why is that?)
Control Functionals for Monte Carlo Integration
The origins of kriging
The screening effect in kriging
Spatiotemporal random fields associated with stochastic fractional Helmholtz and heat equations
Title not available (Why is that?)
Matérn class tensor-valued random fields and beyond
Composite likelihood estimation for a Gaussian process under fixed domain asymptotics
Sobolev error estimates and a Bernstein inequality for scattered data interpolation via radial basis functions
Characterization theorems for the Gneiting class of space-time covariances
Duality between matrix variate \(t\) and matrix variate V.G. distributions
A new class of radial basis functions with compact support
Continuity properties for random fields
On some properties of Buhmann functions
Semivariogram methods for modeling Whittle-Matérn priors in Bayesian inverse problems
A computational tool for comparing all linear PDE solvers
Isotropic covariance functions on spheres: some properties and modeling considerations
Fractional Gaussian fields: a survey
Bayesian fixed-domain asymptotics for covariance parameters in a Gaussian process model
Closed form representations and properties of the generalised Wendland functions
Spatial Matérn fields driven by non-Gaussian noise
Positive definite radial functions and splines
Optimal stencils in Sobolev spaces
Error analysis of nodal meshless methods
Bayesian Probabilistic Numerical Methods
Anisotropy models for spatial data
Asymptotically equivalent prediction in multivariate geostatistics
Non-Gaussian Bayesian Geostatistical Modeling
Angular spectra for non-Gaussian isotropic fields
Regularity of the sample paths of a general second order random field
Equivalence of Gaussian measures for some nonstationary random fields
Galerkin-Chebyshev approximation of Gaussian random fields on compact Riemannian manifolds
The SPDE approach to Matérn fields: graph representations
Inverses of Matérn covariances on grids
Modeling Temporally Evolving and Spatially Globally Dependent Data
Title not available (Why is that?)
Analysis of Boundary Effects on PDE-Based Sampling of Whittle--Matérn Random Fields
On fixed-domain asymptotics, parameter estimation and isotropic Gaussian random fields with Matérn covariance functions
Generalized Whittle–Matérn random field as a model of correlated fluctuations

Cited In (1)

Extending the generalized Wendland covariance model

This page was built for publication: The Matérn 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 Q6579154)