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

DOI10.1214/24-STS923MaRDI QIDQ6579154zbMATH OpenFDO

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

Publication date 25 July 2024

Published in Statistical Science (Search for Journal in Brave)

zbMATH Keywords

covariancemachine learningmaximum likelihoodreproducing kernel Hilbert spacesspatial statisticskrigingapproximation theorySobolev spacescompact supportKernel

Mathematics Subject Classification ID

Statistics (62-XX)

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• A class of non-Gaussian second order random fields
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• Anisotropy models for spatial data
• Approximating Likelihoods for Large Spatial Data Sets
• Asymptotically efficient prediction of a random field with a missspecified covariance function
• Asymptotically equivalent prediction in multivariate geostatistics
• Bayesian Probabilistic Numerical Methods
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• Characterization theorems for the Gneiting class of space-time covariances
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• Compactly supported correlation functions
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• Error analysis of nodal meshless methods
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• Finite element representations of Gaussian processes: balancing numerical and statistical accuracy
• Fixed Rank Kriging for Very Large Spatial Data Sets
• Fractional Gaussian fields: a survey
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• Fractional random fields associated with stochastic fractional heat equations
• Galerkin-Chebyshev approximation of Gaussian random fields on compact Riemannian manifolds
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• Gaussian processes for machine learning.
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• Geostatistics. Modeling spatial uncertainty.
• Gneiting class, semi-metric spaces and isometric embeddings
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• Hyperpriors for Matérn fields with applications in Bayesian inversion
• Inconsistent Estimation and Asymptotically Equal Interpolations in Model-Based Geostatistics
• Interpolation of spatial data -- a stochastic or a deterministic problem?
• Interpolation of spatial data. Some theory for kriging
• Inverses of Matérn covariances on grids
• Isotropic covariance functions on graphs and their edges
• Isotropic covariance functions on spheres: some properties and modeling considerations
• Kernel techniques: From machine learning to meshless methods
• Localization in matrix computations: theory and applications
• Matérn class tensor-valued random fields and beyond
• Matérn cross-covariance functions for multivariate random fields
• Maximum likelihood estimation of models for residual covariance in spatial regression
• Metric spaces and completely monotone functions.
• Modeling Temporally Evolving and Spatially Globally Dependent Data
• Modeling temporal gradients in regionally aggregated California asthma hospitalization data
• Modelling Point Referenced Spatial Count Data: A Poisson Process Approach
• Multivariate type G Matérn stochastic partial differential equation random fields
• NIST handbook of mathematical functions
• Nearest-neighbor sparse Cholesky matrices in spatial statistics
• New validity conditions for the multivariate Matérn coregionalization model, with an application to exploration geochemistry
• Non-Gaussian Bayesian Geostatistical Modeling
• Non-Gaussian geostatistical modeling using (skew) \(t\) processes
• Nonseparable dynamic nearest neighbor Gaussian process models for large spatio-temporal data with an application to particulate matter analysis
• Nonseparable, Stationary Covariance Functions for Space–Time Data
• Nonseparable, space-time covariance functions with dynamical compact supports
• Nonstationary modeling for multivariate spatial processes
• On Identifiability and Consistency of The Nugget in Gaussian Spatial Process Models
• On fixed-domain asymptotics, parameter estimation and isotropic Gaussian random fields with Matérn covariance functions
• On positive definiteness of some radial functions
• On some Matérn covariance functions for spatio-temporal random fields
• On some properties of Buhmann functions
• On spectral theory of random fields in the ball
• On the consistent separation of scale and variance for Gaussian random fields
• On the improved rates of convergence for Matérn-type kernel ridge regression with application to calibration of computer models
• Optimal stencils in Sobolev spaces
• Permutation and Grouping Methods for Sharpening Gaussian Process Approximations
• Piecewise polynomial, positive definite and compactly supported radial functions of minimal degree
• Positive definite functions on spheres
• Positive definite radial functions and splines
• Probabilistic numerics. Computation as machine learning
• Regularity of the sample paths of a general second order random field
• Scattered Data Approximation
• Semi-exact control functionals from Sard’s method
• Semivariogram methods for modeling Whittle-Matérn priors in Bayesian inverse problems
• Sobolev error estimates and a Bernstein inequality for scattered data interpolation via radial basis functions
• Space-Time Estimation and Prediction under Infill Asymptotics with Compactly Supported Covariance Functions
• Space-time covariance models on networks
• Spatial Matérn fields driven by non-Gaussian noise
• Spatio-temporal modeling of particulate matter concentration through the SPDE approach
• Spatiotemporal covariance functions for Laplacian ARMA fields in higher dimensions
• Spatiotemporal random fields associated with stochastic fractional Helmholtz and heat equations
• Statistical Methods for Regular Monitoring Data
• Stein hypothesis and screening effect for covariances with compact support
• Stochastic Models That Separate Fractal Dimension and the Hurst Effect
• Strictly and non-strictly positive definite functions on spheres
• Studies in the history of probability and statistics XLIX: On the Matérn correlation family
• Surface Finite Element Approximation of Spherical Whittle--Matérn Gaussian Random Fields
• The Dagum family of isotropic correlation functions
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• The origins of kriging
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• Towards reconciling two asymptotic frameworks in spatial statistics
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• Unifying compactly supported and Matérn covariance functions in spatial statistics
• Zastavnyi operators and positive definite radial functions

Cited in

(1)

• Extending the generalized Wendland covariance model

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