Nonstationary covariance modeling for incomplete data: Monte Carlo EM approach

DOI10.1016/J.CSDA.2010.12.002MaRDI QIDQ901595zbMATH OpenOpenAlexFDO

Authors Tomoko Matsuo, Debashis Paul, Douglas Nychka

Publication date 12 January 2016

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2010.12.002

zbMATH Keywords

computational efficiencyGaussian processmulti-resolution basisregularized method of momentsparse covariance matrixsurface ozone observation

Mathematics Subject Classification ID

Gaussian processes (60G15) Estimation in multivariate analysis (62H12) Inference from spatial processes (62M30) Applications of statistics to environmental and related topics (62P12) Monte Carlo methods (65C05) Numerical methods for wavelets (65T60)

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• Interpolation of spatial data. Some theory for kriging
• Multiresolution models for nonstationary spatial covariance functions
• Nonstationary covariance modeling for incomplete data: Monte Carlo EM approach
• Operator norm consistent estimation of large-dimensional sparse covariance matrices
• Regularized estimation of large covariance matrices
• The EM Algorithm and Extensions, 2E

Cited in

(12)

• Nonparametric estimation of covariance functions by model selection
• Modeling tangential vector fields on a sphere
• Multiresolution models for nonstationary spatial covariance functions
• Estimation of nonstationary spatial covariance structure
• Discussion of the paper ``Analysis of spatio-temporal mobile phone data: a case study in the metropolitan area of Milan
• Estimation of covariance functions by a fully data-driven model selection procedure and its application to Kriging spatial interpolation of real rainfall data
• Regression‐based covariance functions for nonstationary spatial modeling
• Bayesian spatial and spatiotemporal models based on multiscale factorizations
• Flexible nonstationary spatiotemporal modeling of high-frequency monitoring data
• Non-stationary spatial covariance structure estimation in oversampled domains by cluster differences scaling with spatial constraints
• Nonstationary covariance modeling for incomplete data: Monte Carlo EM approach
• Nonstationary covariance models for global data

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