189 citations · 763 across the 33 of their papers we have counts for
4 papers · 1 filter
Correlation-based sparse inverse Cholesky factorization for fast Gaussian-process inference
Myeongjong Kang, Matthias Katzfuss
Gaussian processes are widely used as priors for unknown functions in statistics and machine learning. To achieve computationally feasible inference for large datasets, a popular a…
Nonstationary Spatial Modeling of Massive Global Satellite Data
Huang Huang, Lewis R. Blake, Matthias Katzfuss +1
Earth-observing satellite instruments obtain a massive number of observations every day. For example, tens of millions of sea surface temperature (SST) observations on a global sca…
Ordered conditional approximation of Potts models
Anirban Chakraborty, Matthias Katzfuss, Joseph Guinness
Potts models, which can be used to analyze dependent observations on a lattice, have seen widespread application in a variety of areas, including statistical mechanics, neuroscienc…
Scalable Bayesian transport maps for high-dimensional non-Gaussian spatial fields
Matthias Katzfuss, Florian Schäfer
A multivariate distribution can be described by a triangular transport map from the target distribution to a simple reference distribution. We propose Bayesian nonparametric infere…