Spatially adaptive covariance tapering

@article{Bolin2015SpatiallyAC,
  title={Spatially adaptive covariance tapering},
  author={D. Bolin and J. Wallin},
  journal={spatial statistics},
  year={2015},
  volume={18},
  pages={163-178}
}
  • D. Bolin, J. Wallin
  • Published 2015
  • Computer Science, Mathematics
  • spatial statistics
  • Covariance tapering is a popular approach for reducing the computational cost of spatial prediction and parameter estimation for Gaussian process models. However, tapering can have poor performance when the process is sampled at spatially irregular locations or when non-stationary covariance models are used. This work introduces an adaptive tapering method in order to improve the performance of tapering in these problematic cases. This is achieved by introducing a computationally convenient… CONTINUE READING
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