Parallel cross-validation: a scalable fitting method for Gaussian process models
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Publication:829752
DOI10.1016/J.CSDA.2020.107113OpenAlexW3094493083MaRDI QIDQ829752FDOQ829752
Florian Gerber, Douglas Nychka
Publication date: 6 May 2021
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1912.13132
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Cites Work
- Efficient Algorithms for Bayesian Nearest Neighbor Gaussian Processes
- A survey of cross-validation procedures for model selection
- Interpolation of spatial data. Some theory for kriging
- A comparison of generalized cross validation and modified maximum likelihood for estimating the parameters of a stochastic process
- The screening effect in kriging
- Cross validation and maximum likelihood estimations of hyper-parameters of Gaussian processes with model misspecification
- Predictive approaches for choosing hyperparameters in Gaussian processes
- Asymptotic analysis of covariance parameter estimation for Gaussian processes in the misspecified case
- Spatial Factor Models for High-Dimensional and Large Spatial Data: An Application in Forest Variable Mapping
Cited In (5)
- Parallel partial Gaussian process emulation for computer models with massive output
- A Nonstationary Soft Partitioned Gaussian Process Model via Random Spanning Trees
- Statistical test for anomalous diffusion based on empirical anomaly measure for Gaussian processes
- Title not available (Why is that?)
- Fast covariance parameter estimation of spatial Gaussian process models using neural networks
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