A multi-resolution approximation via linear projection for large spatial datasets

DOI10.1007/s42081-020-00092-xzbMath1477.62267arXiv2004.05102OpenAlexW3097080577MaRDI QIDQ825323

Toshihiro Hirano

Publication date: 17 December 2021

Published in: Japanese Journal of Statistics and Data Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2004.05102

zbMATH Keywords

Gaussian processgeostatisticscovariance taperinglarge spatial datasetsmulti-resolution approximationstochastic matrix approximation

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Geostatistics (86A32)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach
• Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions
• Asymptotic properties of multivariate tapering for estimation and prediction
• Covariance tapering for prediction of large spatial data sets in transformed random fields
• Penalized maximum likelihood estimation and variable selection in geostatistics
• Vecchia-Laplace approximations of generalized Gaussian processes for big non-Gaussian spatial data
• Improving the performance of predictive process modeling for large datasets
• Fixed-domain asymptotic properties of tapered maximum likelihood estimators
• 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
• On fixed-domain asymptotics and covariance tapering in Gaussian random field models
• A case study competition among methods for analyzing large spatial data
• Locally stationary spatio-temporal processes
• Modified linear projection for large spatial datasets
• Matrix Tricks for Linear Statistical Models
• Estimating Extremal Eigenvalues and Condition Numbers of Matrices
• Fourier Analysis of Irregularly Spaced Data onRd
• Fixed Rank Kriging for Very Large Spatial Data Sets
• Gaussian Predictive Process Models for Large Spatial Data Sets
• On the Early History of the Singular Value Decomposition
• A Full Scale Approximation of Covariance Functions for Large Spatial Data Sets
• Approximating Likelihoods for Large Spatial Data Sets
• Spectral density estimation for random fields via periodic embeddings
• A class of multi-resolution approximations for large spatial datasets
• Statistics for Spatial Data
• Approximate Likelihood for Large Irregularly Spaced Spatial Data
• Strictly Proper Scoring Rules, Prediction, and Estimation
• Efficient Gaussian process regression for large datasets
• Covariance Tapering for Likelihood-Based Estimation in Large Spatial Data Sets
• A general framework for Vecchia approximations of Gaussian processes

This page was built for publication: A multi-resolution approximation via linear projection for large spatial datasets