An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach
高斯场与高斯马尔可夫随机场的显式联系：随机偏微分方程方法
Summary Continuously indexed Gaussian fields (GFs) are the most important ingredient in spatial statistical modelling and geostatistics. The specification through the covariance function gives an intuitive interpretation of the field properties. On the computational side, GFs are hampered with the big n problem, since the cost of factorizing dense matrices is cubic in the dimension. Although computational power today is at an all time high, this fact seems still to be a…