[HTML][HTML] A case study competition among methods for analyzing large spatial data

MJ Heaton, A Datta, AO Finley, R Furrer… - Journal of Agricultural …, 2019 - Springer
The Gaussian process is an indispensable tool for spatial data analysts. The onset of the
“big data” era, however, has lead to the traditional Gaussian process being computationally …

Maximum likelihood estimation in Gaussian process regression is ill-posed

T Karvonen, CJ Oates - Journal of Machine Learning Research, 2023 - jmlr.org
Gaussian process regression underpins countless academic and industrial applications of
machine learning and statistics, with maximum likelihood estimation routinely used to select …

Modeling temporally evolving and spatially globally dependent data

E Porcu, A Alegria, R Furrer - International Statistical Review, 2018 - Wiley Online Library
The last decades have seen an unprecedented increase in the availability of data sets that
are inherently global and temporally evolving, from remotely sensed networks to climate …

Gaussian process regression: Optimality, robustness, and relationship with kernel ridge regression

W Wang, BY Jing - Journal of Machine Learning Research, 2022 - jmlr.org
Gaussian process regression is widely used in many fields, for example, machine learning,
reinforcement learning and uncertainty quantification. One key component of Gaussian …

A Riemann–Stein kernel method

A Barp, CJ Oates, E Porcu, M Girolami - Bernoulli, 2022 - projecteuclid.org
This paper proposes and studies a numerical method for approximation of posterior
expectations based on interpolation with a Stein reproducing kernel. Finite-sample-size …

Random smoothing regularization in kernel gradient descent learning

L Ding, T Hu, J Jiang, D Li, W Wang, Y Yao - arXiv preprint arXiv …, 2023 - arxiv.org
Random smoothing data augmentation is a unique form of regularization that can prevent
overfitting by introducing noise to the input data, encouraging the model to learn more …

Measuring the robustness of Gaussian processes to kernel choice

WT Stephenson, S Ghosh, TD Nguyen… - arXiv preprint arXiv …, 2021 - arxiv.org
Gaussian processes (GPs) are used to make medical and scientific decisions, including in
cardiac care and monitoring of atmospheric carbon dioxide levels. Notably, the choice of GP …

New validity conditions for the multivariate Matérn coregionalization model, with an application to exploration geochemistry

X Emery, E Porcu, P White - Mathematical Geosciences, 2022 - Springer
This paper addresses the problem of finding parametric constraints that ensure the validity of
the multivariate Matérn covariance for modeling the spatial correlation structure of …

The SPDE approach to Matérn fields: Graph representations

D Sanz-Alonso, R Yang - Statistical Science, 2022 - projecteuclid.org
The SPDE Approach to Matern Fields: Graph Representations Page 1 Statistical Science
2022, Vol. 37, No. 4, 519–540 https://doi.org/10.1214/21-STS838 © Institute of Mathematical …

Unifying compactly supported and Matérn covariance functions in spatial statistics

M Bevilacqua, C Caamaño-Carrillo, E Porcu - Journal of Multivariate …, 2022 - Elsevier
The Matérn family of covariance functions has played a central role in spatial statistics for
decades, being a flexible parametric class with one parameter determining the smoothness …