189 citations · 763 across the 33 of their papers we have counts for
5 papers · 1 filter
Bayesian nonstationary and nonparametric covariance estimation for large spatial data
Brian Kidd, Matthias Katzfuss
In spatial statistics, it is often assumed that the spatial field of interest is stationary and its covariance has a simple parametric form, but these assumptions are not appropria…
Hierarchical sparse Cholesky decomposition with applications to high-dimensional spatio-temporal filtering
Marcin Jurek, Matthias Katzfuss
Spatial statistics often involves Cholesky decomposition of covariance matrices. To ensure scalability to high dimensions, several recent approximations have assumed a sparse Chole…
Scalable penalized spatiotemporal land-use regression for ground-level nitrogen dioxide
Kyle P Messier, Matthias Katzfuss
Nitrogen dioxide (NO) is a primary constituent of traffic-related air pollution and has well established harmful environmental and human-health impacts. Knowledge of the spatio…
Scaled Vecchia approximation for fast computer-model emulation
Matthias Katzfuss, Joseph Guinness, Earl Lawrence
Many scientific phenomena are studied using computer experiments consisting of multiple runs of a computer model while varying the input settings. Gaussian processes (GPs) are a po…
Sparse Cholesky factorization by Kullback-Leibler minimization
Florian Schäfer, Matthias Katzfuss, Houman Owhadi
We propose to compute a sparse approximate inverse Cholesky factor of a dense covariance matrix by minimizing the Kullback-Leibler divergence between the Gaussian distribut…