most citedBayesian and Maximum Likelihood Estimation for Gaussian Processes on an Incomplete Lattice

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stat.CO2014★ 1 cited

Bayesian and Maximum Likelihood Estimation for Gaussian Processes on an Incomplete Lattice

Jonathan R. Stroud, Michael L. Stein, Shaun Lysen

This paper proposes a new approach for Bayesian and maximum likelihood parameter estimation for stationary Gaussian processes observed on a large lattice with missing values. We pr…