The screening effect in kriging
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Cites work
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Cited in
(33)- Localized/shrinkage Kriging predictors
- Hierarchical sparse Cholesky decomposition with applications to high-dimensional spatio-temporal filtering
- Solving and learning nonlinear PDEs with Gaussian processes
- Screening effect in isotropic Gaussian processes
- Stein hypothesis and screening effect for covariances with compact support
- A screening-based gradient-enhanced Kriging modeling method for high-dimensional problems
- High frequency asymptotics for wavelet-based tests for Gaussianity and isotropy on the torus
- Applying Dynkin's isomorphism: an alternative approach to understand the Markov property of the de Wijs process
- Asymptotic properties of multivariate tapering for estimation and prediction
- Tail estimation of the spectral density for a stationary Gaussian random field
- 2010 Rietz lecture: When does the screening effect hold?
- Sparse Cholesky Factorization by Kullback--Leibler Minimization
- A deep look into the Dagum family of isotropic covariance functions
- Finite element representations of Gaussian processes: balancing numerical and statistical accuracy
- Multi-Resolution Filters for Massive Spatio-Temporal Data
- Strong local nondeterminism and exact modulus of continuity for isotropic Gaussian random fields on compact two-point homogeneous spaces
- BRISC: bootstrap for rapid inference on spatial covariances
- Covariance–Based Rational Approximations of Fractional SPDEs for Computationally Efficient Bayesian Inference
- Valid Model-Free Spatial Prediction
- An adaptive factorized Nyström preconditioner for regularized kernel matrices
- The Matérn model: a journey through statistics, numerical analysis and machine learning
- Permutation and Grouping Methods for Sharpening Gaussian Process Approximations
- Using expected improvement of gradients for robotic exploration of ocean salinity fronts
- Closed form representations for the compactly supported radial basis functions of Buhmann, Wendland and Wu
- Sparse inverse Cholesky factorization of dense kernel matrices by greedy conditional selection
- Precision and Cholesky factor estimation for Gaussian processes
- Space-time smoothness and parsimony in covariance functions
- Maximin design on non hypercube domains and kernel interpolation
- A Scalable Method to Exploit Screening in Gaussian Process Models with Noise
- Sparse Cholesky factorization for solving nonlinear PDEs via Gaussian processes
- Linear-Cost Vecchia Approximation of Multivariate Normal Probabilities
- Towards unified native spaces in kernel methods
- Parallel cross-validation: a scalable fitting method for Gaussian process models
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