A note on the relationship between PDE-based precision operators and Mat\'ern covariances
Numerical Analysis
2024-07-02 v1 Numerical Analysis
Probability
Computation
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.
Cite
@article{arxiv.2407.00471,
title = {A note on the relationship between PDE-based precision operators and Mat\'ern covariances},
author = {Umberto Villa and Thomas O'Leary-Roseberry},
journal= {arXiv preprint arXiv:2407.00471},
year = {2024}
}