Sparse Approximations of Fractional Matérn Fields

  title={Sparse Approximations of Fractional Mat{\'e}rn Fields},
  author={Lassi Roininen and Sari Lasanen and Mikko Orisp{\"a}{\"a} and Simo S{\"a}rkk{\"a}},
  journal={Scandinavian Journal of Statistics},
  pages={194 - 216}
We consider fast lattice approximation methods for a solution of a certain stochastic non‐local pseudodifferential operator equation. This equation defines a Matérn class random field. We approximate the pseudodifferential operator with truncated Taylor expansion, spectral domain error functional minimization and rounding approximations. This allows us to construct Gaussian Markov random field approximations. We construct lattice approximations with finite‐difference methods. We show that the… 
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