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Title: Inverses of Matérn Covariances on Grids
Abstract We conduct a study of the aliased spectral densities of Matérn covariance functions on a regular grid of points, providing clarity on the properties of a popular approximation based on stochastic partial differential equations. While others have shown that it can approximate the covariance function well, we find that it assigns too much power at high frequencies and does not provide increasingly accurate approximations to the inverse as the grid spacing goes to zero, except in the one-dimensional exponential covariance case.  more » « less
Award ID(s):
1916208
NSF-PAR ID:
10283215
Author(s) / Creator(s):
Date Published:
Journal Name:
Biometrika
ISSN:
0006-3444
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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