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

Gaussian processcomputational efficiencysparse covariance matrixmulti-resolution basisregularized method of momentsurface ozone observation

Mathematics Subject Classification ID

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

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• A Statistical Model for Positron Emission Tomography
• A spatial analysis of multivariate output from regional climate models
• Covariance regularization by thresholding
• Estimating deformations of isotropic Gaussian random fields on the plane
• 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

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(12)

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• Nonstationary covariance models for global data
• Nonparametric estimation of covariance functions by model selection
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• Modeling tangential vector fields on a sphere
• Estimation of nonstationary spatial covariance structure
• Estimation of covariance functions by a fully data-driven model selection procedure and its application to Kriging spatial interpolation of real rainfall data
• Discussion of the paper ``Analysis of spatio-temporal mobile phone data: a case study in the metropolitan area of Milan
• Multiresolution models for nonstationary spatial covariance functions

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