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stat.CO2024
Fast Adaptive Fourier Integration for Spectral Densities of Gaussian Processes
Paul G. Beckman, Christopher J. Geoga
The specification of a covariance function is of paramount importance when employing Gaussian process models, but the requirement of positive definiteness severely limits those use…
stat.CO2022
Scalable Computations for Nonstationary Gaussian Processes
Paul G. Beckman, Christopher J. Geoga, Michael L. Stein +1
Nonstationary Gaussian process models can capture complex spatially varying dependence structures in spatial datasets. However, the large number of observations in modern datasets…