5 papers
Mass Lumping and Numerical Quadrature for Approximation of Fractional Elliptic Differential Equations Driven by Gaussian White Noise
Kelvin J. R. Almeida-Sousa, David Bolin, Alexandre B. Simas
Fractional elliptic stochastic partial differential equations (SPDEs) are widely used in statistics and machine learning for computationally efficient and flexible modeling of Gaus…
Finite element and box-method discretizations for fractional elliptic problems with quadrature and mass lumping
Kelvin J. R. Almeida-Sousa, David Bolin, Alexandre B. Simas
We analyze numerical approximation of the fractional elliptic problem , , where is a second-order self-adjoint elliptic operator with homogeneous Dirichlet or Ne…
Geometric ergodicity of Gibbs samplers for linear latent models with GIG variance mixtures
Elsiddig Awadelkarim, David Bolin, Xiaotian Jin +2
We study geometric ergodicity of the Gibbs sampler for linear latent non-Gaussian models (LLnGMs), a class of hierarchical models in which conditional Gaussian structure is preserv…
Incorporating Correlated Nugget Effects in Multivariate Spatial Models: An Application to Argo Ocean Data
Damilya Saduakhas, David Bolin, Xiaotian Jin +2
Accurate analysis of global oceanographic data, such as temperature and salinity profiles from the Argo program, requires geostatistical models capable of capturing complex spatial…
An explicit link between graphical models and Gaussian Markov random fields on metric graphs
David Bolin, Alexandre B. Simas, Jonas Wallin
We derive an explicit link between Gaussian Markov random fields on metric graphs and graphical models, and in particular show that a Markov random field restricted to the vertices…