Nonstationary covariance modeling for incomplete data: Monte Carlo em approach

Computational Statistics and Data Analysis

Volumn 55, Issue 6, 2011, Pages 2059-2073

  Matsuo, Tomoko ^a,b   Nychka, Douglas W ^a   Paul, Debashis ^c  

^a NATIONAL CENTER FOR ATMOSPHERIC RESEARCH   (United States)

^b UNIVERSITY OF COLORADO   (United States)

^c UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Computational efficiency; Gaussian process; Multi resolution basis; Regularized method of moment; Sparse covariance matrix; Surface ozone observation

Indexed keywords

GAUSSIAN PROCESS; MULTI-RESOLUTION BASIS; REGULARIZED METHOD OF MOMENT; SPARSE COVARIANCE MATRIX; SURFACE OZONE OBSERVATION;

ALGORITHMS; COVARIANCE MATRIX; GAUSSIAN DISTRIBUTION; GAUSSIAN NOISE (ELECTRONIC); METHOD OF MOMENTS; MONTE CARLO METHODS; OZONE; WAVELET ANALYSIS; WAVELET TRANSFORMS;

COMPUTATIONAL EFFICIENCY;

EID: 79952037523     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2010.12.002     Document Type: Article

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