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Main Authors: Villa, Umberto, O'Leary-Roseberry, Thomas
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2407.00471
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author Villa, Umberto
O'Leary-Roseberry, Thomas
author_facet Villa, Umberto
O'Leary-Roseberry, Thomas
contents The purpose of this technical note is to summarize the relationship between the marginal variance and correlation length of a Gaussian random field with Matérn covariance and the coefficients of the corresponding partial-differential-equation (PDE)-based precision operator.
format Preprint
id arxiv_https___arxiv_org_abs_2407_00471
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle A note on the relationship between PDE-based precision operators and Matérn covariances
Villa, Umberto
O'Leary-Roseberry, Thomas
Numerical Analysis
Probability
Computation
The purpose of this technical note is to summarize the relationship between the marginal variance and correlation length of a Gaussian random field with Matérn covariance and the coefficients of the corresponding partial-differential-equation (PDE)-based precision operator.
title A note on the relationship between PDE-based precision operators and Matérn covariances
topic Numerical Analysis
Probability
Computation
url https://arxiv.org/abs/2407.00471