A note on the relationship between PDE-based precision operators and Matérn covariances

Umberto Villa, Thomas O'Leary-Roseberry
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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.
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关于基于 PDE 的精确算子与马特恩协方差之间关系的说明
本技术说明旨在总结具有马特协方差的高斯随机场的边际方差和相关长度与相应的基于偏微分方程(PDE)的精确算子的系数之间的关系。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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