19 citations · 31 across the 6 of their papers we have counts for
3 papers · 1 filter
Multivariate Gaussian Random Fields Using Systems of Stochastic Partial Differential Equations
Xiangping Hu, Daniel Simpson, Finn Lindgren +1
In this paper a new approach for constructing \emph{multivariate} Gaussian random fields (GRFs) using systems of stochastic partial differential equations (SPDEs) has been introduc…
Specifying Gaussian Markov Random Fields with Incomplete Orthogonal Factorization using Givens Rotations
Xiangping Hu, Daniel Simpson, Håvard Rue
In this paper an approach for finding a sparse incomplete Cholesky factor through an incomplete orthogonal factorization with Givens rotations is discussed and applied to Gaussian…
Non-stationary Spatial Modelling with Applications to Spatial Prediction of Precipitation
Geir-Arne Fuglstad, Daniel Simpson, Finn Lindgren +1
A non-stationary spatial Gaussian random field (GRF) is described as the solution of an inhomogeneous stochastic partial differential equation (SPDE), where the covariance structur…