A class of multi-resolution approximations for large spatial datasets
Matthias Katzfuß, Wenlong Gong · Statistica Sinica · 2019
Gaussian processes are popular and flexible models for spatial, temporal, and functional data, but they are computationally infeasible for large datasets.We discuss Gaussian-process approximations that use basis functions at multiple resolutions to achieve fast inference and that can (approximately) represent any spatial covariance structure.We consider two special cases of this multi-resolution-approximation framework, a taper version and a domain-partitioning (block) version.We describe theoretical properties and inference procedures, and study the computational complexity of the methods.Numerical comparisons and an application to satellite data are also provided.