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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2024
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2407.00471 |
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| _version_ | 1866916307542212608 |
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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 |