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math.ST2026
Local asymptotic normality for spectral-tail likelihoods under fixed-domain sampling
Alexandre B. Simas, Jonas Wallin
We establish local asymptotic normality (LAN) for joint inference on scale and roughness in stationary Gaussian random fields observed on increasingly dense regular grids in a fixe…
math.ST2026
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…
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…