Beyond Matérn: On A Class of Interpretable Confluent Hypergeometric Covariance Functions
超越 Matérn：一类可解释的合流超几何协方差函数
The Matérn covariance function is a popular choice for prediction in spatial statistics and uncertainty quantification literature. A key benefit of the Matérn class is that it is possible to get precise control over the degree of mean-square differentiability of the random process. However, the Matérn class possesses exponentially decaying tails, and thus, may not be suitable for modeling polynomially decaying dependence. This problem can be remedied using polynomial…