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stat.ME2025
Maximum-likelihood estimation of the Matérn covariance structure of isotropic spatial random fields on finite, sampled grids
Frederik J. Simons, Olivia L. Walbert, Arthur P. Guillaumin +3
We present a statistically and computationally efficient spectral-domain maximum-likelihood procedure to solve for the structure of Gaussian spatial random fields within the Matern…
stat.ME2025
Calibrated Bayesian inference for random fields on large irregular domains using the debiased spatial Whittle likelihood
Thomas Goodwin, Arthur Guillaumin, Matias Quiroz +2
Bayesian inference for stationary random fields is computationally demanding. Whittle-type likelihoods in the frequency domain based on the fast Fourier Transform (FFT) have severa…