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 …

An overview of composite likelihood methods

C Varin, N Reid, D Firth - Statistica Sinica, 2011 - JSTOR
A survey of recent developments in the theory and application of composite likelihood is
provided, building on the review paper of Varin (2008). A range of application areas …

[KÖNYV][B] Surrogates: Gaussian process modeling, design, and optimization for the applied sciences

RB Gramacy - 2020 - taylorfrancis.com
Computer simulation experiments are essential to modern scientific discovery, whether that
be in physics, chemistry, biology, epidemiology, ecology, engineering, etc. Surrogates are …

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 …

Hierarchical nearest-neighbor Gaussian process models for large geostatistical datasets

A Datta, S Banerjee, AO Finley… - Journal of the American …, 2016 - Taylor & Francis
Spatial process models for analyzing geostatistical data entail computations that become
prohibitive as the number of spatial locations become large. This article develops a class of …

A general framework for Vecchia approximations of Gaussian processes

M Katzfuss, J Guinness - Statistical Science, 2021 - JSTOR
Gaussian processes (GPs) are commonly used as models for functions, time series, and
spatial fields, but they are computationally infeasible for large datasets. Focusing on the …

Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations

H Rue, S Martino, N Chopin - Journal of the Royal Statistical …, 2009 - academic.oup.com
Structured additive regression models are perhaps the most commonly used class of models
in statistical applications. It includes, among others,(generalized) linear …

Local Gaussian process approximation for large computer experiments

RB Gramacy, DW Apley - Journal of Computational and Graphical …, 2015 - Taylor & Francis
We provide a new approach to approximate emulation of large computer experiments. By
focusing expressly on desirable properties of the predictive equations, we derive a family of …

Gaussian predictive process models for large spatial data sets

S Banerjee, AE Gelfand, AO Finley… - Journal of the Royal …, 2008 - academic.oup.com
With scientific data available at geocoded locations, investigators are increasingly turning to
spatial process models for carrying out statistical inference. Over the last decade …

A multiresolution Gaussian process model for the analysis of large spatial datasets

D Nychka, S Bandyopadhyay… - … of Computational and …, 2015 - Taylor & Francis
We develop a multiresolution model to predict two-dimensional spatial fields based on
irregularly spaced observations. The radial basis functions at each level of resolution are …