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Corpus ID: 11568625

An explicit link between Gaussian fields and Gaussian Markov random fields; The SPDE approach

@inproceedings{Lindgren2010AnEL,
title={An explicit link between Gaussian fields and Gaussian Markov random fields; The SPDE approach},
author={F. Lindgren and J. Lindstr{\"o}m and H. Rue},
year={2010}
}

Continuously indexed Gaussian fields (GFs) is the most important ingredient in spatial statistical modelling and geo-statistics. The specification through the covariance function gives an intuitive interpretation of its properties. On the computational side, GFs are hampered with the "big-n" problem, since the cost of factorising dense matrices is cubic in the dimension. Although the computational power today is all-time-high, this fact seems still to be a computational bottleneck in… Expand