Fitting Matern smoothness parameters using automatic differentiation

Geoga, CJ; Marin, O; Schanen, M; Stein, ML

Geoga, CJ (通讯作者),Rutgers State Univ, Dept Stat, New Brunswick, NJ 08901 USA.;Geoga, CJ (通讯作者),Argonne Natl Lab, Math & Comp Sci Div, Lemont, IL 60439 USA.

STATISTICS AND COMPUTING, 2023; 33 (2):

Abstract

The Matern covariance function is ubiquitous in the application of Gaussian processes to spatial statistics and beyond. Perhaps the most important rea......

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