Asymptotic Behavior of the Likelihood Function of Covariance Matrices of Spatial Gaussian Processes
Figure 1
Ordinary Kriging estimation (a) of a two-dimensional analytical test function (b) based on 15 samples points. ((c) and (d)) Two views of the associated LogML, scaled by a factor of . This example shows that hyperparameter optima might lie very close to the blowup of the due to ill-conditioning, that is proved to occur by Theorem 3.1. Model function and sample locations are listed in Appendix B.
