Permutation and Grouping Methods for Sharpening Gaussian Process Approximations

Vecchia's approximate likelihood for Gaussian process parameters depends on how the observations are ordered, which has been cited as a deficiency. This article takes the alternative standpoint that the ordering can be tuned to sharpen the approximations. Indeed, the first part of the article i...

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Bibliographic Details
Published in:	Technometrics Vol. 60; no. 4; pp. 415 - 429
Main Author:	Guinness, Joseph
Format:	Journal Article
Language:	English
Published:	United States Taylor & Francis 01.01.2018 American Society for Quality and the American Statistical Association American Society for Quality
Subjects:	Accuracy Approximation Comparative analysis Computation Computer simulation Conditional simulation Divergence Gaussian process Kriging Mathematical models Normal distribution Parallel computation Partial differential equations Permutations Process parameters Sharpening Spatial-temporal data Stochastic models Vecchia's approximation
ISSN:	0040-1706, 1537-2723
Online Access:	Get full text
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