On the consistency of inversion-free parameter estimation for Gaussian random fields

DOI10.1016/j.jmva.2016.06.003zbMath1349.62448arXiv1601.03822OpenAlexW2295602043MaRDI QIDQ739606

Clayton Scott, XuanLong Nguyen, Hossein Keshavarz

Publication date: 18 August 2016

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.03822

zbMATH Keywords

covariance functionasymptotic analysisstationary Gaussian processinversion-free estimation

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Random fields; image analysis (62M40) Gaussian processes (60G15)

Related Items (3)

Nonparametric estimation of isotropic covariance function ⋮ Local inversion-free estimation of spatial Gaussian processes ⋮ On the consistency of inversion-free parameter estimation for Gaussian random fields

Uses Software

• LBFGS-B

Cites Work

• Unnamed Item
• Unnamed Item
• On the consistency of inversion-free parameter estimation for Gaussian random fields
• Hanson-Wright inequality and sub-Gaussian concentration
• Asymptotic properties of a maximum likelihood estimator with data from a Gaussian process
• Fixed-domain asymptotic properties of tapered maximum likelihood estimators
• The block conjugate gradient algorithm and related methods
• A trace inequality of John von Neumann
• Design and analysis of computer experiments. With comments and a rejoinder by the authors
• Piecewise polynomial, positive definite and compactly supported radial functions of minimal degree
• On fixed-domain asymptotics and covariance tapering in Gaussian random field models
• Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes
• Difference Filter Preconditioning for Large Covariance Matrices
• Maximum likelihood estimation of models for residual covariance in spatial regression
• Handbook of Spatial Statistics
• A Limited Memory Algorithm for Bound Constrained Optimization
• Statistics for Spatial Data
• On the Use of Discrete Laplace Operator for Preconditioning Kernel Matrices
• Covariance Tapering for Likelihood-Based Estimation in Large Spatial Data Sets
• Inconsistent Estimation and Asymptotically Equal Interpolations in Model-Based Geostatistics
• Introduction to nonparametric estimation

This page was built for publication: On the consistency of inversion-free parameter estimation for Gaussian random fields