Exploring a New Class of Non-stationary Spatial Gaussian Random Fields with Varying Local Anisotropy

25 Apr 2013Geir-Arne FuglstadFinn LindgrenDaniel SimpsonHåvard Rue

Gaussian random fields (GRFs) constitute an important part of spatial modelling, but can be computationally infeasible for general covariance structures. An efficient approach is to specify GRFs via stochastic partial differential equations (SPDEs) and derive Gaussian Markov random field (GMRF) approximations of the solutions... (read more)

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