3 papers
stat.CO2025
A Neural-Mean Vecchia Gaussian Process for Unified Argo Modeling
Nian Liu, Jian Cao
Argo is an international program that collects temperature and salinity observations in the upper two kilometers of the global ocean. Most existing approaches for modeling Argo tem…
stat.CO2024
Scalable Sampling of Truncated Multivariate Normals Using Sequential Nearest-Neighbor Approximation
Jian Cao, Matthias Katzfuss
We propose a linear-complexity method for sampling from truncated multivariate normal (TMVN) distributions with high fidelity by applying nearest-neighbor approximations to a produ…
stat.CO2023
Linear-Cost Vecchia Approximation of Multivariate Normal Probabilities
Jian Cao, Matthias Katzfuss
Multivariate normal (MVN) probabilities arise in myriad applications, but they are analytically intractable and need to be evaluated via Monte-Carlo-based numerical integration. Fo…