{"title":"A note on the relationship between PDE-based precision operators and Matérn covariances","authors":"Umberto Villa, Thomas O'Leary-Roseberry","doi":"arxiv-2407.00471","DOIUrl":null,"url":null,"abstract":"The purpose of this technical note is to summarize the relationship between\nthe marginal variance and correlation length of a Gaussian random field with\nMat\\'ern covariance and the coefficients of the corresponding\npartial-differential-equation (PDE)-based precision operator.","PeriodicalId":501215,"journal":{"name":"arXiv - STAT - Computation","volume":"40 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-06-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"arXiv - STAT - Computation","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/arxiv-2407.00471","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
The purpose of this technical note is to summarize the relationship between
the marginal variance and correlation length of a Gaussian random field with
Mat\'ern covariance and the coefficients of the corresponding
partial-differential-equation (PDE)-based precision operator.