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math.ST2024
Linear cost and exponentially convergent approximation of Gaussian Matérn processes on intervals
David Bolin, Vaibhav Mehandiratta, Alexandre B. Simas
The computational cost for inference and prediction of statistical models based on Gaussian processes with Matérn covariance functions scales cubicly with the number of observation…
stat.ME2024
Fast and robust cross-validation-based scoring rule inference for spatial statistics
Helga Kristin Olafsdottir, Holger Rootzén, David Bolin
Scoring rules are aimed at evaluation of the quality of predictions, but can also be used for estimation of parameters in statistical models. We propose estimating parameters of mu…