An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach

F Lindgren, H Rue, J Lindström - Journal of the Royal Statistical …, 2011 - academic.oup.com
Summary Continuously indexed Gaussian fields (GFs) are the most important ingredient in
spatial statistical modelling and geostatistics. The specification through the covariance …

30 Years of space–time covariance functions

E Porcu, R Furrer, D Nychka - Wiley Interdisciplinary Reviews …, 2021 - Wiley Online Library
In this article, we provide a comprehensive review of space–time covariance functions. As
for the spatial domain, we focus on either the d‐dimensional Euclidean space or on the unit …

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 …

Cross-covariance functions for multivariate geostatistics

MG Genton, W Kleiber - 2015 - projecteuclid.org
Continuously indexed datasets with multiple variables have become ubiquitous in the
geophysical, ecological, environmental and climate sciences, and pose substantial analysis …

[图书][B] Random fields for spatial data modeling

DT Hristopulos - 2020 - Springer
The series aims to: present current and emerging innovations in GIScience; describe new
and robust GIScience methods for use in transdisciplinary problem solving and decision …

Efficient algorithms for Bayesian nearest neighbor Gaussian processes

AO Finley, A Datta, BD Cook, DC Morton… - … of Computational and …, 2019 - Taylor & Francis
We consider alternate formulations of recently proposed hierarchical nearest neighbor
Gaussian process (NNGP) models for improved convergence, faster computing time, and …

Limitations on low rank approximations for covariance matrices of spatial data

ML Stein - Spatial Statistics, 2014 - Elsevier
Evaluating the likelihood function for Gaussian models when a spatial process is observed
irregularly is problematic for larger datasets due to constraints of memory and calculation. If …

The Matérn model: A journey through statistics, numerical analysis and machine learning

E Porcu, M Bevilacqua, R Schaback… - Statistical Science, 2024 - projecteuclid.org
The Matern Model: A Journey Through Statistics, Numerical Analysis and Machine Learning
Page 1 Statistical Science 2024, Vol. 39, No. 3, 469–492 https://doi.org/10.1214/24-STS923 © …

Reshaping geostatistical modeling and prediction for extreme-scale environmental applications

Q Cao, S Abdulah, R Alomairy, Y Pei… - … Conference for High …, 2022 - ieeexplore.ieee.org
We extend the capability of space-time geostatistical modeling using algebraic
approximations, illustrating application-expected accuracy worthy of double precision from …

High-order composite likelihood inference for max-stable distributions and processes

S Castruccio, R Huser, MG Genton - Journal of Computational and …, 2016 - Taylor & Francis
In multivariate or spatial extremes, inference for max-stable processes observed at a large
collection of points is a very challenging problem and current approaches typically rely on …