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Temporal Fourier Likelihoods with Spatial Hilbert-Space Gaussian Process Approximations

Huang, Xin et al.
arXiv (OAI Expanded) · Papers
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methodology
Reconstructing stationary space-time Gaussian processes at unobserved locations is costly when many sites share regular temporal records. We develop a spectral likelihood combining a temporal discrete Fourier transform (DFT) with a Hilbert-space Gaussian process (HSGP) representation of frequency-sp
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